None Rebalancing
EUR
Moderate Risk
14.7yr backtest

Performance Summary

Total Return+519.30%
Annualized Return+13.20%
Volatility+15.13%
Sharpe Ratio0.74
Max Drawdown+34.55%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A globally diversified equity portfolio built around a single, low-cost ETF tracking the MSCI All Country World Investable Market Index.
AssetTypeAllocationTER
IMIE.PA
SPDR MSCI All Country World Investable Market UCITS ETF (Acc)IE00B3YLTY66
ETF
100.0%0.17%
Total100.0%0.17%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €61,930.34
Histogram of Monthly Returns
The portfolio had a positive return during 116 of the 177 months (66%)
Monthly Returns Heatmap
Best month: +9.9% • Worst month: -12.1% • Best year: 2019 (+27.8%) • Worst year: 2022 (-12.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.6%+2.0%-5.3%+8.6%+5.9%+1.5%------+14.6%
2025+3.7%-2.4%-7.5%-4.1%+6.2%+1.1%+4.8%-0.0%+2.7%+4.3%-0.4%+0.4%+8.2%
2024+3.0%+3.5%+3.8%-1.9%+1.0%+4.6%+0.5%-0.6%+1.7%+0.8%+6.8%-0.9%+24.2%
2023+4.9%+0.1%-0.3%-0.3%+2.2%+3.7%+2.4%-0.8%-1.7%-3.9%+5.6%+4.0%+16.6%
2022-4.4%-2.0%+4.1%-2.3%-3.1%-6.2%+9.1%-1.6%-5.9%+3.9%+1.1%-4.7%-12.5%
2021+1.2%+2.8%+5.8%+1.4%-0.4%+4.2%+0.8%+2.9%-1.9%+4.8%-0.1%+3.5%+27.7%
2020+0.4%-8.4%-12.1%+9.9%+1.7%+2.2%-0.2%+5.5%-0.7%-2.2%+9.6%+2.8%+6.4%
2019+7.7%+3.5%+2.2%+3.4%-5.2%+3.8%+3.5%-2.2%+3.1%+0.0%+4.3%+1.3%+27.8%
2018+1.8%-1.8%-3.5%+3.5%+3.2%-0.2%+2.2%+1.5%+0.5%-5.4%+0.7%-7.9%-5.9%
2017-0.1%+5.1%+0.6%-0.6%-1.6%-0.6%-0.7%-0.7%+3.0%+3.5%-0.5%+1.0%+8.4%
2016-6.6%+0.4%+1.8%+0.7%+3.5%-0.4%+3.9%+0.8%+0.4%+0.5%+5.0%+2.0%+12.2%
2015+5.5%+6.3%+3.1%-1.0%+1.7%-3.5%+1.8%-8.4%-3.4%+9.4%+3.7%-4.3%+9.8%
2014-2.2%+2.7%+0.1%+0.3%+4.0%+1.9%+1.1%+3.8%+1.3%+1.4%+2.5%+1.2%+19.4%
2013+3.2%+3.7%+4.1%-0.3%+2.5%-3.7%+2.8%-1.9%+2.7%+4.1%+1.5%+0.3%+20.2%
2012+4.7%+2.5%+1.2%-0.8%-2.1%+1.9%+5.4%-0.4%+0.5%-1.4%+1.1%-0.2%+12.9%
2011---------+7.5%+0.2%+3.5%+11.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +34.55% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -15.7%.

Detailed Metrics

Returns
Total Return
+519.30%
Annualized Return
+13.20%
Avg Monthly Return
+1.10%
Risk
Volatility (Annual)
+15.13%
Max Drawdown
+34.55%
Positive Months
66%
Average Drawdown
-4.7%
Risk-Adjusted
Sharpe Ratio
0.74
Risk-free rate: 2.0%
Sortino Ratio
0.68
Downside risk adjusted
Return/Volatility
0.87
Calmar Ratio
0.38
Return/Max Drawdown
Ulcer Index
6.30
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
61,930.34
Backtest Period
2011-10-03 to 2026-06-19
14.7 years
Rebalancing
none
Base Currency
EUR
World | +13.2% CAGR | ETF Backtest