HomePortfoliosWorld + EM + SmallCap

World + EM + SmallCap

Optimize
Annual Rebalancing
EUR
Moderate Risk
7.9yr backtest

Performance Summary

Total Return+134.66%
Annualized Return+11.35%
Volatility+15.92%
Sharpe Ratio0.59
Max Drawdown+34.04%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity portfolio with 80% developed markets, 10% emerging markets, and 10% small-cap ETFs for diversified growth potential.
AssetTypeAllocationTER
EUNL.XETRA
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
80.0%0.2%
IUSN.XETRA
iShares MSCI World Small Cap UCITS ETFIE00BF4RFH31
ETF
10.0%0.35%
EUNM.XETRA
iShares MSCI EM UCITS ETF (Acc)IE00B4L5YC18
ETF
10.0%0.18%
Total100.0%0.21%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €23,465.82
Histogram of Monthly Returns
The portfolio had a positive return during 62 of the 97 months (64%)
Monthly Returns Heatmap
Best month: +9.8% • Worst month: -11.9% • Best year: 2019 (+30.1%) • Worst year: 2022 (-13.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.6%+1.8%-5.4%+2.2%---------0.1%
2025+4.3%-2.5%-7.3%-4.0%+6.1%+1.1%+4.7%-0.1%+2.8%+4.3%-0.4%+0.4%+9.0%
2024+2.4%+3.6%+3.7%-1.9%+1.1%+4.5%+0.7%-0.6%+1.7%+0.8%+7.0%-1.5%+23.5%
2023+5.3%+0.1%-0.3%-0.2%+2.0%+3.8%+2.7%-1.1%-1.6%-3.8%+5.7%+4.5%+18.0%
2022-5.0%-1.7%+3.8%-2.3%-3.3%-6.2%+9.5%-1.6%-6.1%+3.8%+1.1%-5.6%-13.7%
2021+1.2%+3.1%+5.6%+1.7%-0.3%+4.5%+0.8%+3.0%-1.8%+4.6%+0.1%+3.6%+29.2%
2020-0.6%-8.6%-11.9%+9.8%+2.3%+2.2%-0.1%+5.4%-0.9%-2.0%+9.6%+2.4%+5.6%
2019+8.3%+3.6%+2.3%+3.5%-5.1%+3.8%+3.4%-2.0%+3.2%+0.1%+4.2%+2.1%+30.1%
2018---+2.3%+3.5%-0.3%+2.3%+1.5%+0.5%-5.3%+0.8%-8.1%-3.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +34.04% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -16.5%.

Detailed Metrics

Returns
Total Return
+134.66%
Annualized Return
+11.35%
Avg Monthly Return
+0.96%
Risk
Volatility (Annual)
+15.92%
Max Drawdown
+34.04%
Positive Months
64%
Average Drawdown
-5.3%
Risk-Adjusted
Sharpe Ratio
0.59
Risk-free rate: 2.0%
Sortino Ratio
0.53
Downside risk adjusted
Return/Volatility
0.71
Calmar Ratio
0.33
Return/Max Drawdown
Ulcer Index
6.95
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
23,465.82
Backtest Period
2018-04-25 to 2026-04-02
7.9 years
Rebalancing
annual
Base Currency
EUR