None Rebalancing
EUR
Moderate Risk
17.3yr backtest
Analyse this portfolio

Performance Summary

Total Return+781.10%
Annualized Return+13.43%
Volatility+15.64%
Sharpe Ratio0.73
Max Drawdown+33.62%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
T2 EUR portfolio: diversified global ETF mix for long-term growth, featuring US stocks, tech, healthcare, and European bonds.
AssetTypeAllocationTER
CW8.PA
Amundi MSCI World Swap UCITS ETF EUR Acc • LU1681043599
ETF
100.0%0.38%
Total100.0%0.38%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €88,110.02
Histogram of Monthly Returns
The portfolio had a positive return during 139 of the 208 months (67%)
Monthly Returns Heatmap
Best month: +10.1% • Worst month: -10.8% • Best year: 2021 (+32.4%) • Worst year: 2022 (-13.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.5%+1.2%-4.7%+8.1%+5.5%+1.4%-0.8%+2.0%+1.8%+1.1%--+16.7%
2025+3.8%-2.6%-7.9%-3.9%+6.4%+0.7%+4.8%-0.4%+2.5%+4.2%-0.3%+0.1%+6.6%
2024+3.9%+3.7%+3.6%-2.0%+1.2%+5.0%+0.2%-0.3%+1.3%+1.2%+7.4%-0.6%+27.1%
2023+5.2%+0.6%+0.1%+0.3%+2.3%+3.9%+2.3%-0.6%-1.6%-3.3%+5.7%+3.7%+19.6%
2022-5.0%-2.1%+4.8%-2.7%-4.0%-5.8%+10.1%-1.9%-5.6%+4.3%+0.4%-5.9%-13.7%
2021+0.6%+3.1%+6.0%+2.1%-0.3%+4.7%+1.9%+3.0%-1.9%+5.2%+0.6%+3.6%+32.4%
2020+1.3%-8.8%-10.8%+9.5%+2.4%+1.7%-0.3%+5.8%-1.1%-2.6%+9.3%+1.8%+6.3%
2019+6.8%+4.0%+2.5%+3.5%-4.8%+3.9%+3.7%-1.8%+3.3%-0.1%+4.5%+0.5%+28.5%
2018+1.5%-1.9%-3.6%+3.7%+3.6%+0.3%+2.4%+2.0%+0.6%-5.0%+0.6%-7.5%-3.9%
2017-0.3%+5.0%+0.5%-0.5%-1.2%-1.0%-0.8%-0.9%+2.8%+3.6%-0.3%+0.8%+7.7%
2016-6.8%+0.3%+1.1%+0.2%+4.0%-1.2%+4.0%+0.3%+0.1%+0.5%+5.3%+2.2%+9.9%
2015+5.7%+6.3%+3.1%-1.7%+1.6%-3.9%+3.3%-8.1%-3.5%+9.5%+3.9%-3.9%+11.3%
2014-1.2%+3.0%-0.1%+0.3%+3.7%+1.6%+0.8%+3.6%+1.9%+1.1%+2.9%+1.0%+19.9%
2013+3.6%+3.7%+4.3%+0.6%+2.4%-3.2%+3.4%-2.2%+2.6%+3.8%+1.4%+0.2%+22.3%
2012+4.1%+2.8%+1.7%-0.8%-2.1%+2.3%+4.7%+0.4%+0.1%-1.5%+1.3%-1.0%+12.4%
2011-0.7%+2.8%-3.8%-0.6%+1.2%-2.2%-0.7%-7.5%-1.4%+5.9%+0.5%+3.6%-3.5%
2010-0.9%+2.3%+7.3%+2.3%-2.7%-2.1%+1.0%-1.7%+1.7%+1.4%+4.6%+5.0%+19.2%
2009------+10.0%+5.2%+1.0%-2.4%+1.4%+7.6%+24.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.62% • The longest drawdown period lasted for 1 year and 10 months and was between January 2022 and November 2023. It reached a trough of -16.7%.
When could this portfolio get you to financial independence?

T2 returned +13.43% a year over the 17 years above. Run those same monthly returns forward through 10,000 simulated paths, with your own savings and target retirement age, to see when they could reach your FIRE number.

Detailed Metrics

Returns
Total Return
+781.10%
Annualized Return
+13.43%
Avg Monthly Return
+1.11%
Risk
Volatility (Annual)
+15.64%
Max Drawdown
+33.62%
Positive Months
67%
Average Drawdown
-4.9%
Risk-Adjusted
Sharpe Ratio
0.73
Risk-free rate: 2.0%
Sortino Ratio
0.69
Downside risk adjusted
Return/Volatility
0.86
Calmar Ratio
0.40
Return/Max Drawdown
Ulcer Index
6.33
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€88,110.02
Backtest Period
2009-07-08 to 2026-10-16
17.3 years
Rebalancing
none
Base Currency
EUR