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World (50% USA)

50% US / 10% japon / 15% EM / 25% Europe

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None Rebalancing
EUR
Moderate Risk
5.8yr backtest

Performance Summary

Total Return+119.09%
Annualized Return+14.46%
Volatility+14.29%
Sharpe Ratio0.87
Max Drawdown+21.38%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global diversified ETF portfolio with 50% US exposure, 25% Europe, 15% emerging markets, and 10% Japan for balanced international growth in EUR.
AssetTypeAllocationTER
SPPE.XETRA
State Street SPDR S&P 500 UCITS ETF EUR HedgedIE00BYYW2V44
ETF
50.0%0.05%
EUNK.XETRA
iShares Core MSCI Europe UCITS ETF EUR (Acc)IE00B4K48X80
ETF
25.0%0.12%
EUNM.XETRA
iShares MSCI EM UCITS ETF (Acc)IE00B4L5YC18
ETF
15.0%0.18%
UFMA.XETRA
UBS Core MSCI Japan UCITS ETF hEUR accLU1169822266
ETF
10.0%0.15%
Total100.0%0.10%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €21,908.54
Histogram of Monthly Returns
The portfolio had a positive return during 48 of the 71 months (68%)
Monthly Returns Heatmap
Best month: +10.7% • Worst month: -7.6% • Best year: 2021 (+22.5%) • Worst year: 2022 (-16.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.4%+2.3%-7.6%+9.9%--------+6.4%
2025+3.8%-1.6%-4.3%-1.2%+5.8%+2.8%+2.6%+1.1%+3.0%+3.9%+0.0%+1.4%+18.4%
2024+2.0%+3.7%+3.7%-1.9%+2.2%+3.6%+0.1%+0.7%+1.6%-1.0%+3.3%-0.8%+18.4%
2023+5.9%-1.0%+1.5%+1.4%+0.0%+5.2%+2.8%-2.0%-2.8%-3.2%+7.2%+3.9%+20.0%
2022-5.0%-2.2%+3.0%-4.9%-1.8%-7.2%+6.9%-2.5%-7.5%+4.2%+4.3%-3.7%-16.3%
2021+0.3%+2.8%+4.1%+2.6%+1.1%+2.2%+0.6%+2.6%-2.7%+4.2%-1.4%+4.3%+22.5%
2020-----+0.9%+2.4%+5.7%-1.9%-2.9%+10.7%+3.6%+19.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +21.38% • The longest drawdown period lasted for 2 years and was between January 2022 and January 2024. It reached a trough of -21.4%.

Detailed Metrics

Returns
Total Return
+119.09%
Annualized Return
+14.46%
Avg Monthly Return
+1.18%
Risk
Volatility (Annual)
+14.29%
Max Drawdown
+21.38%
Positive Months
68%
Average Drawdown
-5.3%
Risk-Adjusted
Sharpe Ratio
0.87
Risk-free rate: 2.0%
Sortino Ratio
0.82
Downside risk adjusted
Return/Volatility
1.01
Calmar Ratio
0.68
Return/Max Drawdown
Ulcer Index
6.96
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
21,908.54
Backtest Period
2020-06-26 to 2026-04-17
5.8 years
Rebalancing
none
Base Currency
EUR