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First Portfolio

Learning the best strategy to optimize the performance of the portfolio

Created byuser-bhsjk2
None Rebalancing
EUR
Moderate Risk
1.6yr backtest
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Performance Summary

Total Return+35.00%
Annualized Return+20.64%
Volatility+14.09%
Sharpe Ratio1.32
Max Drawdown+15.45%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A 100% global equity ETF portfolio tracking MSCI World, built to optimize long-term growth through diversified exposure to developed markets worldwide.
AssetTypeAllocationTER
DCAM.PA
Amundi PEA Monde (MSCI World) UCITS ETF Acc • FR001400U5Q4
ETF
100.0%0.2%
Total100.0%0.20%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €13,499.57
Histogram of Monthly Returns
The portfolio had a positive return during 15 of the 20 months (75%)
Monthly Returns Heatmap
Best month: +8.2% • Worst month: -4.7% • Best year: 2026 (+16.8%) • Worst year: 2025 (+15.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.5%+1.2%-4.7%+8.2%+5.4%+1.4%-0.8%+2.0%+1.9%+1.0%--+16.8%
2025--+0.8%-4.0%+6.4%+0.8%+4.8%-0.2%+2.4%+4.3%-0.5%+0.2%+15.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +15.45% • The longest drawdown period lasted for 3 months and was between March 2025 and July 2025. It reached a trough of -15.4%.

Detailed Metrics

Returns
Total Return
+35.00%
Annualized Return
+20.64%
Avg Monthly Return
+1.56%
Risk
Volatility (Annual)
+14.09%
Max Drawdown
+15.45%
Positive Months
75%
Average Drawdown
-1.9%
Risk-Adjusted
Sharpe Ratio
1.32
Risk-free rate: 2.0%
Sortino Ratio
1.25
Downside risk adjusted
Return/Volatility
1.46
Calmar Ratio
1.34
Return/Max Drawdown
Ulcer Index
2.80
Drawdown depth & duration
Martin Ratio
0.07
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€13,499.57
Backtest Period
2025-03-11 to 2026-10-16
1.6 years
Rebalancing
none
Base Currency
EUR