Optimize
None Rebalancing
EUR
Moderate Risk
11.9yr backtest

Performance Summary

Total Return+367.26%
Annualized Return+13.85%
Volatility+16.60%
Sharpe Ratio0.71
Max Drawdown+32.40%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
AssetTypeAllocationTER
CSPX.AS
iShares Core S&P 500 UCITS ETF USD (Acc)IE00B5BMR087
ETF
50.0%0.07%
IMAE.AS
iShares Core MSCI Europe UCITS ETF EUR (Acc)IE00B4K48X80
ETF
20.0%0.12%
EMIM.AS
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)IE00BKM4GZ66
ETF
15.0%0.18%
CNDX.AS
iShares Nasdaq 100 UCITS ETF (Acc)IE00B53SZB19
ETF
15.0%0.3%
Total100.0%0.13%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €46,725.53
Histogram of Monthly Returns
The portfolio had a positive return during 93 of the 143 months (65%)
Monthly Returns Heatmap
Best month: +10.7% • Worst month: -9.5% • Best year: 2021 (+34.8%) • Worst year: 2022 (-18.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.6%+0.0%-4.8%+10.7%--------+6.1%
2025+3.2%-3.3%-8.7%-4.1%+7.4%+1.6%+5.5%-1.1%+3.4%+5.2%-1.1%-0.2%+6.9%
2024+3.9%+4.1%+3.2%-1.8%+1.5%+6.9%-1.1%-0.9%+1.9%+1.6%+7.0%+0.7%+30.1%
2023+6.0%+1.1%+1.5%-0.1%+5.1%+3.8%+2.6%-0.2%-2.0%-3.2%+6.2%+3.6%+26.7%
2022-5.8%-2.7%+5.1%-3.7%-4.0%-6.0%+10.7%-1.8%-5.8%+3.1%-0.4%-6.9%-18.0%
2021+1.4%+2.3%+5.7%+2.4%-1.0%+6.0%+1.6%+3.6%-2.4%+5.6%+2.2%+3.2%+34.8%
2020+1.6%-8.0%-9.5%+10.6%+2.1%+3.1%+0.9%+6.7%-1.7%-2.4%+8.1%+2.1%+12.4%
2019+7.7%+3.6%+3.2%+4.0%-5.5%+4.1%+4.3%-2.1%+2.8%+0.4%+4.7%+1.4%+31.7%
2018+2.7%-1.3%-4.1%+3.4%+4.4%+0.1%+2.5%+2.8%+0.4%-5.1%+0.7%-7.8%-2.1%
2017+0.3%+5.7%+0.8%-0.3%-0.7%-1.5%-0.3%-0.3%+2.1%+4.3%-0.4%+0.8%+10.8%
2016-6.8%+0.9%+1.6%-1.1%+4.4%-0.8%+4.5%+0.6%+0.1%+0.8%+4.9%+1.9%+11.0%
2015+4.8%+6.3%+2.6%-1.5%+1.9%-4.0%+2.8%-8.2%-2.9%+10.5%+3.7%-4.2%+10.7%
2014------0.5%+1.5%+4.6%+1.8%+1.4%+3.6%+1.4%+14.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +32.40% • The longest drawdown period lasted for 1 year and 8 months and was between December 2021 and September 2023. It reached a trough of -19.0%.

Detailed Metrics

Returns
Total Return
+367.26%
Annualized Return
+13.85%
Avg Monthly Return
+1.16%
Risk
Volatility (Annual)
+16.60%
Max Drawdown
+32.40%
Positive Months
65%
Average Drawdown
-5.2%
Risk-Adjusted
Sharpe Ratio
0.71
Risk-free rate: 2.0%
Sortino Ratio
0.67
Downside risk adjusted
Return/Volatility
0.83
Calmar Ratio
0.43
Return/Max Drawdown
Ulcer Index
6.82
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
46,725.53
Backtest Period
2014-06-11 to 2026-04-30
11.9 years
Rebalancing
none
Base Currency
EUR
World-EUR | +13.9% CAGR | ETF Backtest