HomePortfoliosWorld

World

Created byuser-kzkir0
None Rebalancing
EUR
Moderate Risk
14.4yr backtest

Performance Summary

Total Return+332.94%
Annualized Return+10.68%
Volatility+16.15%
Sharpe Ratio0.54
Max Drawdown+33.60%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity ETF portfolio offering diversified exposure to both developed and emerging markets worldwide for long-term growth.
AssetTypeAllocationTER
IUSQ.XETRA
iShares MSCI ACWI UCITS ETF USD (Acc) • IE00B6R52259
ETF
100.0%0.2%
Total100.0%0.20%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €43,294.34
Histogram of Monthly Returns
The portfolio had a positive return during 110 of the 175 months (63%)
Monthly Returns Heatmap
Best month: +9.7% • Worst month: -11.3% • Best year: 2019 (+30.1%) • Worst year: 2022 (-13.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.3%+1.5%-5.3%+2.0%---------0.6%
2025+4.2%-2.3%-7.4%-4.0%+6.1%+1.2%+4.7%-0.3%+2.9%+4.4%-0.5%+0.4%+9.0%
2024+2.8%+3.7%+3.6%-1.7%+1.1%+5.0%+0.2%-0.4%+1.7%+0.9%+6.6%-1.0%+24.5%
2023+5.1%+0.1%+0.2%-0.0%+2.4%+3.6%+2.6%-0.9%-1.5%-3.6%+5.8%+4.0%+18.6%
2022-4.6%-1.9%+3.7%-2.2%-3.3%-6.2%+9.4%-1.5%-5.9%+3.6%+1.3%-5.6%-13.6%
2021+1.2%+2.9%+5.5%+1.4%-0.1%+4.6%+0.8%+3.0%-2.0%+4.7%+0.4%+3.6%+29.1%
2020-0.6%-8.4%-11.3%+9.4%+1.9%+2.4%+0.0%+5.4%-1.0%-2.3%+9.4%+2.0%+4.9%
2019+7.9%+3.5%+2.4%+3.4%-5.0%+3.9%+3.4%-2.0%+3.2%+0.2%+4.1%+2.1%+30.1%
2018+1.5%-2.1%-3.5%+3.4%+3.1%-0.2%+2.4%+1.3%+0.5%-5.1%+0.9%-7.8%-6.0%
2017-0.5%+5.0%+0.8%-0.8%-1.0%-0.9%-0.5%-0.4%+2.3%+3.6%-0.2%+1.5%+9.1%
2016-6.8%+0.5%+1.7%+0.0%+3.6%-0.5%+4.0%+0.4%+0.4%+0.5%+4.6%+2.3%+10.9%
2015+5.2%+6.3%+2.8%-1.6%+1.6%-4.0%+2.1%-8.6%-3.4%+9.7%+3.7%-4.3%+8.3%
2014-2.0%+3.0%+0.1%+0.3%+4.1%+1.5%+1.1%+3.9%+1.1%+1.1%+2.8%+0.8%+19.0%
2013+2.0%+4.0%+3.7%-0.3%+2.2%-3.6%+2.7%-2.0%+2.7%+3.8%+1.4%-0.0%+17.4%
2012+0.0%+0.0%+0.0%-1.6%-2.9%+1.3%+6.3%-0.1%+0.3%-1.3%+1.1%+0.3%+3.1%
2011---------+0.0%+0.0%+0.0%+0.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.60% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -16.3%.

Detailed Metrics

Returns
Total Return
+332.94%
Annualized Return
+10.68%
Avg Monthly Return
+0.90%
Risk
Volatility (Annual)
+16.15%
Max Drawdown
+33.60%
Positive Months
63%
Average Drawdown
-4.9%
Risk-Adjusted
Sharpe Ratio
0.54
Risk-free rate: 2.0%
Sortino Ratio
0.49
Downside risk adjusted
Return/Volatility
0.66
Calmar Ratio
0.32
Return/Max Drawdown
Ulcer Index
6.42
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€43,294.34
Backtest Period
2011-10-21 to 2026-04-02
14.4 years
Rebalancing
none
Base Currency
EUR