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Simu3

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

Total Return+41.67%
Annualized Return+14.71%
Volatility+12.97%
Sharpe Ratio0.98
Max Drawdown+19.41%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified ETF portfolio with 70% global equities and 30% European stocks for balanced, long-term growth potential.
AssetTypeAllocationTER
WPEA.PA
iShares MSCI World Swap PEA UCITS ETF EUR (Acc) • IE0002XZSHO1
ETF
70.0%0.2%
MEUD.PA
Amundi Core Stoxx Europe 600 UCITS ETF Acc • LU0908500753
ETF
30.0%0.07%
Total100.0%0.16%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €14,167.14
Histogram of Monthly Returns
The portfolio had a positive return during 23 of the 31 months (74%)
Monthly Returns Heatmap
Best month: +7.4% • Worst month: -6.6% • Best year: 2026 (+15.3%) • Worst year: 2025 (+10.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.4%+2.0%-5.6%+7.4%+4.7%+1.7%-0.1%+1.5%+0.7%+1.2%--+15.3%
2025+4.4%-0.7%-6.6%-2.8%+6.0%+0.1%+3.5%+0.1%+2.2%+3.7%+0.1%+1.0%+10.7%
2024----1.1%+2.0%+3.1%+0.5%+0.2%+0.9%-0.1%+5.6%-0.4%+10.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +19.41% • The longest drawdown period lasted for 7 months and was between February 2025 and September 2025. It reached a trough of -19.4%.

Detailed Metrics

Returns
Total Return
+41.67%
Annualized Return
+14.71%
Avg Monthly Return
+1.17%
Risk
Volatility (Annual)
+12.97%
Max Drawdown
+19.41%
Positive Months
74%
Average Drawdown
-2.5%
Risk-Adjusted
Sharpe Ratio
0.98
Risk-free rate: 2.0%
Sortino Ratio
0.91
Downside risk adjusted
Return/Volatility
1.13
Calmar Ratio
0.76
Return/Max Drawdown
Ulcer Index
3.58
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€14,167.14
Backtest Period
2024-04-02 to 2026-10-16
2.5 years
Rebalancing
annual
Base Currency
EUR