None Rebalancing
EUR
Moderate Risk
5.9yr backtest

Performance Summary

Total Return+91.76%
Annualized Return+11.66%
Volatility+16.72%
Sharpe Ratio0.58
Max Drawdown+20.45%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Invest in a 100% European equity portfolio via ETFs, offering broad market and targeted tech sector exposure for diversified growth.
AssetTypeAllocationTER
ETSZ.F
BNP Paribas Easy STOXX Europe 600 UCITS ETF • FR0011550193
ETF
99.9%0.19%
ESIT.XETRA
iShares MSCI Europe Information Technology Sector UCITS ETF EUR (Acc) • IE00BMW42413
ETF
0.1%0.18%
Total100.0%0.19%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €19,175.81
Histogram of Monthly Returns
The portfolio had a positive return during 44 of the 72 months (61%)
Monthly Returns Heatmap
Best month: +6.9% • Worst month: -7.9% • Best year: 2021 (+24.4%) • Worst year: 2022 (-8.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.0%+4.0%-7.1%+4.6%+3.6%+2.2%+1.7%+0.2%-0.9%-0.8%--+11.5%
2025+6.9%+2.0%-2.5%-1.8%+5.8%-1.0%+2.1%-0.1%+1.1%+2.8%+0.3%+2.5%+19.1%
2024+0.7%+2.2%+3.9%-0.9%+2.9%-1.1%+2.1%+1.3%-0.1%-1.5%-2.3%+0.4%+7.8%
2023+5.2%+1.9%-0.2%+1.4%-1.6%+1.1%+3.5%-1.7%-1.8%-4.2%+5.9%+5.2%+15.1%
2022-3.0%-4.5%+3.3%-1.9%-1.2%-7.9%+6.7%-3.6%-6.7%+5.9%+6.8%-1.7%-8.9%
2021-0.8%+2.8%+6.0%+2.3%+2.4%+2.4%+0.5%+2.9%-3.1%+5.2%-4.2%+6.2%+24.4%
2020----------+0.1%+2.7%+2.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +20.45% • The longest drawdown period lasted for 1 year and 6 months and was between January 2022 and July 2023. It reached a trough of -20.5%.
When could this portfolio get you to financial independence?

stoxx 600 returned +11.66% a year over the 6 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
+91.76%
Annualized Return
+11.66%
Avg Monthly Return
+0.97%
Risk
Volatility (Annual)
+16.72%
Max Drawdown
+20.45%
Positive Months
61%
Average Drawdown
-4.0%
Risk-Adjusted
Sharpe Ratio
0.58
Risk-free rate: 2.0%
Sortino Ratio
0.56
Downside risk adjusted
Return/Volatility
0.70
Calmar Ratio
0.57
Return/Max Drawdown
Ulcer Index
5.55
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€19,175.81
Backtest Period
2020-11-20 to 2026-10-16
5.9 years
Rebalancing
none
Base Currency
EUR