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World + India + Canada

World + India + Canada

Optimize
None Rebalancing
EUR
Moderate Risk
5.9yr backtest

Performance Summary

Total Return+125.14%
Annualized Return+14.84%
Volatility+14.01%
Sharpe Ratio0.92
Max Drawdown+19.94%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global ETF portfolio spanning US, Europe, Japan, emerging markets, India and Canada in EUR for diversified international exposure.
AssetTypeAllocationTER
SPPE.XETRA
State Street SPDR S&P 500 UCITS ETF EUR HedgedIE00BYYW2V44
ETF
47.0%0.05%
EUNK.XETRA
iShares Core MSCI Europe UCITS ETF EUR (Acc)IE00B4K48X80
ETF
25.0%0.12%
UFMA.XETRA
UBS Core MSCI Japan UCITS ETF hEUR accLU1169822266
ETF
10.0%0.15%
EUNM.XETRA
iShares MSCI EM UCITS ETF (Acc)IE00B4L5YC18
ETF
10.0%0.18%
SXR2.XETRA
iShares MSCI Canada UCITS ETF (Acc)IE00B52SF786
ETF
5.0%0.48%
XCS5.XETRA
Xtrackers MSCI India Swap UCITS ETF 1CLU0514695187
ETF
3.0%0.19%
Total100.0%0.12%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €22,513.74
Histogram of Monthly Returns
The portfolio had a positive return during 49 of the 72 months (68%)
Monthly Returns Heatmap
Best month: +10.7% • Worst month: -7.4% • Best year: 2021 (+24.2%) • Worst year: 2022 (-15.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.9%+2.5%-7.4%+8.7%+2.6%-------+7.8%
2025+3.6%-1.8%-4.0%-1.1%+5.8%+2.4%+2.4%+1.1%+2.8%+3.8%+0.3%+1.4%+17.6%
2024+2.3%+3.5%+3.7%-1.8%+2.1%+3.5%+0.4%+0.7%+1.4%-1.1%+3.7%-1.1%+18.4%
2023+5.5%-0.9%+1.2%+1.6%+0.1%+5.1%+2.7%-1.9%-2.4%-3.3%+7.1%+4.0%+19.8%
2022-4.7%-2.1%+3.4%-4.5%-2.0%-7.2%+7.3%-2.3%-7.1%+4.4%+3.8%-4.1%-15.2%
2021+0.0%+3.1%+4.5%+2.5%+1.5%+2.1%+0.9%+2.8%-2.4%+4.3%-1.4%+4.3%+24.2%
2020-----+0.9%+2.3%+5.7%-1.8%-3.0%+10.7%+3.6%+19.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +19.94% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -19.9%.

Detailed Metrics

Returns
Total Return
+125.14%
Annualized Return
+14.84%
Avg Monthly Return
+1.20%
Risk
Volatility (Annual)
+14.01%
Max Drawdown
+19.94%
Positive Months
68%
Average Drawdown
-4.9%
Risk-Adjusted
Sharpe Ratio
0.92
Risk-free rate: 2.0%
Sortino Ratio
0.87
Downside risk adjusted
Return/Volatility
1.06
Calmar Ratio
0.74
Return/Max Drawdown
Ulcer Index
6.44
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
22,513.74
Backtest Period
2020-06-26 to 2026-05-08
5.9 years
Rebalancing
none
Base Currency
EUR