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Created byuser-x2ebcn
None Rebalancing
EUR
Moderate Risk
1.9yr backtest
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Performance Summary

Total Return+36.70%
Annualized Return+17.42%
Volatility+14.06%
Sharpe Ratio1.10
Max Drawdown+19.86%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified global equity ETF portfolio with 60% MSCI World, 20% Emerging Markets, and 20% World ex-US for broad market exposure.
AssetTypeAllocationTER
MWRE.XETRA
Amundi Core MSCI World UCITS ETF Acc • IE000BI8OT95
ETF
60.0%0.12%
EUNM.XETRA
iShares MSCI EM UCITS ETF (Acc) • IE00B4L5YC18
ETF
20.0%0.18%
EXUS.XETRA
Xtrackers MSCI World ex USA UCITS ETF 1C • IE0006WW1TQ4
ETF
20.0%0.15%
Total100.0%0.14%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €13,669.72
Histogram of Monthly Returns
The portfolio had a positive return during 16 of the 24 months (67%)
Monthly Returns Heatmap
Best month: +8.6% • Worst month: -6.3% • Best year: 2026 (+17.4%) • Worst year: 2024 (+3.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.4%+2.9%-6.3%+8.6%+5.9%+1.6%-1.7%+2.2%+1.4%-0.0%--+17.4%
2025+4.4%-1.5%-6.0%-3.4%+5.7%+0.9%+4.0%+0.0%+3.1%+4.4%-0.5%+0.9%+12.0%
2024----------+5.1%-1.1%+3.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +19.86% • The longest drawdown period lasted for 6 months and was between February 2025 and September 2025. It reached a trough of -19.9%.

Detailed Metrics

Returns
Total Return
+36.70%
Annualized Return
+17.42%
Avg Monthly Return
+1.38%
Risk
Volatility (Annual)
+14.06%
Max Drawdown
+19.86%
Positive Months
67%
Average Drawdown
-3.1%
Risk-Adjusted
Sharpe Ratio
1.10
Risk-free rate: 2.0%
Sortino Ratio
1.05
Downside risk adjusted
Return/Volatility
1.24
Calmar Ratio
0.88
Return/Max Drawdown
Ulcer Index
4.19
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€13,669.72
Backtest Period
2024-11-04 to 2026-10-16
1.9 years
Rebalancing
none
Base Currency
EUR