Optimize
None Rebalancing
EUR
Moderate Risk
Multi-currency
11.7yr backtest

Performance Summary

Total Return+250.68%
Annualized Return+11.33%
Volatility+15.58%
Sharpe Ratio0.60
Max Drawdown+33.30%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global equity ETF portfolio with 80% developed markets and 20% emerging markets for broad, long-term growth exposure.
AssetTypeAllocationTER
XDWD.XETRA
Xtrackers MSCI World UCITS ETF 1CIE00BJ0KDQ92
ETF
80.0%0.12%
EIMI.LSE
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)IE00BKM4GZ66
ETF
20.0%0.18%
Total100.0%0.13%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €35,068.43
Histogram of Monthly Returns
The portfolio had a positive return during 92 of the 141 months (65%)
Monthly Returns Heatmap
Best month: +9.4% • Worst month: -11.5% • Best year: 2019 (+29.2%) • Worst year: 2022 (-13.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.1%+1.8%-5.4%+8.7%--------+5.8%
2025+4.2%-2.3%-7.3%-3.9%+6.1%+1.1%+4.7%-0.2%+2.9%+4.4%-0.4%+0.3%+8.9%
2024+2.8%+3.6%+3.7%-1.7%+1.0%+4.9%+0.2%-0.4%+1.8%+0.8%+6.6%-0.9%+24.5%
2023+5.1%+0.1%+0.1%-0.1%+2.3%+3.7%+2.7%-1.1%-1.5%-3.6%+5.9%+3.9%+18.5%
2022-4.7%-2.0%+3.9%-2.3%-3.3%-6.1%+9.1%-1.2%-6.2%+3.5%+1.3%-5.4%-13.8%
2021+0.9%+3.0%+5.3%+1.5%-0.2%+4.6%+0.8%+2.8%-1.7%+4.5%+0.2%+3.8%+28.5%
2020-0.5%-8.2%-11.5%+9.4%+2.1%+2.4%+0.0%+5.9%-1.1%-2.1%+9.4%+2.3%+6.0%
2019+7.9%+3.3%+2.5%+3.4%-5.0%+3.8%+3.3%-2.2%+3.3%+0.1%+4.0%+2.1%+29.2%
2018+1.5%-2.1%-3.2%+3.4%+2.9%-0.5%+2.4%+0.9%+0.7%-5.3%+1.1%-7.3%-5.9%
2017-0.1%+5.2%+0.7%-0.5%-1.1%-0.9%-0.3%-0.4%+2.5%+3.7%-0.4%+1.5%+10.0%
2016-6.8%+0.5%+2.3%+0.0%+3.0%-0.4%+4.5%+0.3%+0.2%+0.7%+4.1%+2.4%+11.1%
2015+6.3%+6.2%+2.8%-0.9%+1.3%-3.9%+1.4%-8.7%-3.1%+9.4%+3.1%-4.2%+8.6%
2014-------+3.9%+0.8%+0.9%+2.3%+0.7%+9.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.30% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -16.3%.

Detailed Metrics

Returns
Total Return
+250.68%
Annualized Return
+11.33%
Avg Monthly Return
+0.96%
Risk
Volatility (Annual)
+15.58%
Max Drawdown
+33.30%
Positive Months
65%
Average Drawdown
-5.4%
Risk-Adjusted
Sharpe Ratio
0.60
Risk-free rate: 2.0%
Sortino Ratio
0.55
Downside risk adjusted
Return/Volatility
0.73
Calmar Ratio
0.34
Return/Max Drawdown
Ulcer Index
7.09
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
35,068.43
Backtest Period
2014-08-15 to 2026-04-24
11.7 years
Rebalancing
none
Base Currency
EUR