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Simu 2

Created byuser-05qq1q
Annual Rebalancing
EUR
Moderate Risk
2.5yr backtest
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Performance Summary

Total Return+43.06%
Annualized Return+15.15%
Volatility+13.96%
Sharpe Ratio0.94
Max Drawdown+21.59%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Invest in global equities with this 100% ETF portfolio for diversified, long-term growth through a single, low-cost fund.
AssetTypeAllocationTER
WPEA.PA
iShares MSCI World Swap PEA UCITS ETF EUR (Acc) • IE0002XZSHO1
ETF
100.0%0.2%
Total100.0%0.20%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €14,306
Histogram of Monthly Returns
The portfolio had a positive return during 21 of the 31 months (68%)
Monthly Returns Heatmap
Best month: +8.3% • Worst month: -8.0% • Best year: 2026 (+16.9%) • Worst year: 2025 (+6.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.5%+1.2%-4.8%+8.3%+5.4%+1.4%-0.7%+2.0%+1.9%+1.0%--+16.9%
2025+3.8%-2.5%-8.0%-3.9%+6.5%+0.8%+4.7%-0.4%+2.6%+4.2%-0.3%+0.1%+6.9%
2024----1.5%+1.3%+4.9%+0.2%-0.3%+1.4%+1.2%+7.4%-0.6%+14.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +21.59% • The longest drawdown period lasted for 7 months and was between February 2025 and October 2025. It reached a trough of -21.6%.

Detailed Metrics

Returns
Total Return
+43.06%
Annualized Return
+15.15%
Avg Monthly Return
+1.22%
Risk
Volatility (Annual)
+13.96%
Max Drawdown
+21.59%
Positive Months
68%
Average Drawdown
-3.2%
Risk-Adjusted
Sharpe Ratio
0.94
Risk-free rate: 2.0%
Sortino Ratio
0.85
Downside risk adjusted
Return/Volatility
1.09
Calmar Ratio
0.70
Return/Max Drawdown
Ulcer Index
4.59
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€14,306
Backtest Period
2024-04-02 to 2026-10-16
2.5 years
Rebalancing
annual
Base Currency
EUR