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World + EM IMI

Optimize
Annual Rebalancing
EUR
Moderate Risk
6.2yr backtest

Performance Summary

Total Return+82.85%
Annualized Return+10.30%
Volatility+16.07%
Sharpe Ratio0.52
Max Drawdown+33.20%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity portfolio blending 80% developed world and 20% emerging markets ETFs for diversified, broad market exposure.
AssetTypeAllocationTER
VGVF.XETRA
Vanguard FTSE Developed World UCITS ETF AccIE00BK5BQV03
ETF
80.0%0.12%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
20.0%0.18%
Total100.0%0.13%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €18,284.84
Histogram of Monthly Returns
The portfolio had a positive return during 47 of the 75 months (63%)
Monthly Returns Heatmap
Best month: +9.5% • Worst month: -11.6% • Best year: 2021 (+26.9%) • Worst year: 2022 (-13.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.2%+2.4%-6.1%+2.1%--------+0.4%
2025+4.4%-2.2%-6.9%-3.8%+6.0%+1.4%+4.6%-0.3%+3.2%+4.7%-0.7%+0.5%+10.6%
2024+1.9%+3.8%+3.6%-1.2%+0.7%+5.1%+0.4%-0.6%+2.0%+0.5%+6.0%-1.4%+22.6%
2023+5.2%-0.4%+0.2%-0.2%+2.1%+3.6%+2.7%-1.2%-1.4%-3.6%+5.8%+3.9%+17.7%
2022-4.3%-2.1%+3.5%-2.2%-3.0%-6.0%+8.5%-1.3%-6.3%+2.9%+2.2%-5.3%-13.7%
2021+1.4%+2.6%+5.5%+1.3%-0.1%+4.4%+0.3%+2.6%-1.6%+4.2%+0.2%+3.5%+26.9%
2020--10.5%-11.6%+9.5%+1.7%+2.9%+0.1%+5.3%-0.8%-1.7%+9.2%+2.5%+4.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.20% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -15.9%.

Detailed Metrics

Returns
Total Return
+82.85%
Annualized Return
+10.30%
Avg Monthly Return
+0.89%
Risk
Volatility (Annual)
+16.07%
Max Drawdown
+33.20%
Positive Months
63%
Average Drawdown
-5.8%
Risk-Adjusted
Sharpe Ratio
0.52
Risk-free rate: 2.0%
Sortino Ratio
0.47
Downside risk adjusted
Return/Volatility
0.64
Calmar Ratio
0.31
Return/Max Drawdown
Ulcer Index
7.41
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
18,284.84
Backtest Period
2020-02-04 to 2026-04-02
6.2 years
Rebalancing
annual
Base Currency
EUR