Community-Backtests
Look at backtests other users have published and compare the portfolios by return and risk metrics.
⚠ The list shows backtests that users have published: historical calculation results, not actual investment results. Not investment advice, not a recommendation. Past performance is not a reliable indicator of future performance.
All portfolios are calculated the same way: from 2020, distributions reinvested, without taxes or fees
Latest entry: 12 Oct 202649 portfolios2 creators
Position
Metric explained
What does it measure?
✅ Higher = more return per unit of volatility
Relates the return above the risk-free rate to the volatility. A higher value means more extra return per unit of volatility.
Formula
(Rₚ − Rᶠ) / σₚ
Rₚ = average daily return × 252 (not the CAGR) · σₚ = volatility · Rᶠ = risk-free rate from your settings (0 in the Community-Backtests)
William F. Sharpe, Nobel Prize in Economics 1990.
Rough guide
- < 0.5
- low
- 0.5 – 1.0
- medium
- 1.0 – 2.0
- high
- > 2.0
- very high (rarely lasting)
Rules of thumb — where a value lands depends on asset class, period and market phase. A classification is no recommendation.
When to use
When you want to compare portfolios with different levels of volatility.
Limitation: Only compare values with the same period and the same assumptions, especially the same risk-free rate. Volatility captures rare, severe crashes only partly, so a strategy with rare large losses can still show a high value.
Comparability: In the Community-Backtests, all metrics (CAGR, Sharpe, Sortino, Calmar, etc.) are calculated the same way for every portfolio: from 2020, with distributions reinvested (total return), without taxes, broker fees or front-end loads, with a risk-free rate of 0%. Distributing and accumulating variants of the same index therefore rank on equal terms. Distributions are also shown as separate metrics. The chart in the details, by contrast, shows the creator's original backtest.More detail in the metrics glossary
49 portfolios found
1
90 %Jupiter Merian Global Equity Absolute Return Fund L EUR Hedged Acc
10 %Amundi MSCI World Information Technology UCITS ETF EUR Acc
Annual rebalancing
Sorted by
1.93
Higher = more return per unit of risk
+10.36 %
Higher = more return
5.18 %
Lower = smaller fluctuation
-9.43 %
Closer to 0% = smaller drop
2
90 %Jupiter Merian Global Equity Absolute Return Fund L EUR Hedged Acc
10 %Amundi MSCI World Information Technology UCITS ETF EUR Acc
Monthly rebalancing
Sorted by
1.92
Higher = more return per unit of risk
+10.25 %
Higher = more return
5.15 %
Lower = smaller fluctuation
-9.43 %
Closer to 0% = smaller drop
3
90 %Jupiter Merian Global Equity Absolute Return Fund L EUR Hedged Acc
10 %Amundi MSCI World Information Technology UCITS ETF EUR Acc
Quarterly rebalancing
Sorted by
1.92
Higher = more return per unit of risk
+10.27 %
Higher = more return
5.17 %
Lower = smaller fluctuation
-9.43 %
Closer to 0% = smaller drop
4
90 %Jupiter Merian Global Equity Absolute Return Fund L EUR Hedged Acc
10 %Amundi MSCI World Information Technology UCITS ETF EUR Acc
Semi-annual rebalancing
Sorted by
1.91
Higher = more return per unit of risk
+10.23 %
Higher = more return
5.16 %
Lower = smaller fluctuation
-9.43 %
Closer to 0% = smaller drop
5
95 %Jupiter Merian Global Equity Absolute Return Fund L EUR Hedged Acc
5 %Amundi MSCI World Information Technology UCITS ETF EUR Acc
Quarterly rebalancing
Sorted by
1.82
Higher = more return per unit of risk
+8.96 %
Higher = more return
4.77 %
Lower = smaller fluctuation
-8.55 %
Closer to 0% = smaller drop
6
95 %Jupiter Merian Global Equity Absolute Return Fund L EUR Hedged Acc
5 %Amundi MSCI World Information Technology UCITS ETF EUR Acc
Semi-annual rebalancing
Sorted by
1.82
Higher = more return per unit of risk
+8.90 %
Higher = more return
4.76 %
Lower = smaller fluctuation
-8.40 %
Closer to 0% = smaller drop
7
80 %Jupiter Merian Global Equity Absolute Return Fund L EUR Hedged Acc
20 %Amundi MSCI World Information Technology UCITS ETF EUR Acc
Annual rebalancing
Sorted by
1.80
Higher = more return per unit of risk
+12.18 %
Higher = more return
6.50 %
Lower = smaller fluctuation
-11.87 %
Closer to 0% = smaller drop
8
80 %Jupiter Merian Global Equity Absolute Return Fund L EUR Hedged Acc
20 %Amundi MSCI World Information Technology UCITS ETF EUR Acc
Monthly rebalancing
Sorted by
1.80
Higher = more return per unit of risk
+11.99 %
Higher = more return
6.42 %
Lower = smaller fluctuation
-11.87 %
Closer to 0% = smaller drop
9
80 %Jupiter Merian Global Equity Absolute Return Fund L EUR Hedged Acc
20 %Amundi MSCI World Information Technology UCITS ETF EUR Acc
Semi-annual rebalancing
Sorted by
1.79
Higher = more return per unit of risk
+12.00 %
Higher = more return
6.45 %
Lower = smaller fluctuation
-11.87 %
Closer to 0% = smaller drop
10
80 %Jupiter Merian Global Equity Absolute Return Fund L EUR Hedged Acc
20 %Amundi MSCI World Information Technology UCITS ETF EUR Acc
Quarterly rebalancing
Sorted by
1.79
Higher = more return per unit of risk
+12.02 %
Higher = more return
6.48 %
Lower = smaller fluctuation
-11.87 %
Closer to 0% = smaller drop
11
90 %Jupiter Merian Global Equity Absolute Return Fund L EUR Hedged Acc
10 %Amundi MSCI World Information Technology UCITS ETF EUR Acc
No rebalancing
Sorted by
1.66
Higher = more return per unit of risk
+12.20 %
Higher = more return
7.09 %
Lower = smaller fluctuation
-11.14 %
Closer to 0% = smaller drop
12
50 %Amundi MSCI World Information Technology UCITS ETF EUR Acc
50 %Jupiter Merian Global Equity Absolute Return Fund L EUR Hedged Acc
Annual rebalancing
Sorted by
1.33
Higher = more return per unit of risk
+17.17 %
Higher = more return
12.54 %
Lower = smaller fluctuation
-19.82 %
Closer to 0% = smaller drop
13
50 %Amundi MSCI World Information Technology UCITS ETF EUR Acc
50 %Jupiter Merian Global Equity Absolute Return Fund L EUR Hedged Acc
Semi-annual rebalancing
Sorted by
1.31
Higher = more return per unit of risk
+16.88 %
Higher = more return
12.48 %
Lower = smaller fluctuation
-19.82 %
Closer to 0% = smaller drop
14
50 %Amundi MSCI World Information Technology UCITS ETF EUR Acc
50 %Jupiter Merian Global Equity Absolute Return Fund L EUR Hedged Acc
Monthly rebalancing
Sorted by
1.31
Higher = more return per unit of risk
+16.79 %
Higher = more return
12.47 %
Lower = smaller fluctuation
-19.75 %
Closer to 0% = smaller drop
15
50 %Amundi MSCI World Information Technology UCITS ETF EUR Acc
50 %Jupiter Merian Global Equity Absolute Return Fund L EUR Hedged Acc
Quarterly rebalancing
Sorted by
1.31
Higher = more return per unit of risk
+16.88 %
Higher = more return
12.55 %
Lower = smaller fluctuation
-19.82 %
Closer to 0% = smaller drop
16
70 %Jupiter Merian Global Equity Absolute Return Fund L EUR Hedged Acc
30 %Amundi MSCI World Information Technology UCITS ETF EUR Acc
No rebalancing
Sorted by
1.23
Higher = more return per unit of risk
+16.91 %
Higher = more return
13.41 %
Lower = smaller fluctuation
-18.47 %
Closer to 0% = smaller drop
17
40 %VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
40 %Amundi MSCI World Information Technology UCITS ETF EUR Acc
20 %iShares NASDAQ 100 UCITS ETF USD (Acc)
Semi-annual rebalancing
Sorted by
1.08
Higher = more return per unit of risk
+19.06 %
Higher = more return
17.67 %
Lower = smaller fluctuation
-32.49 %
Closer to 0% = smaller drop
18
60 %Amundi MSCI World Information Technology UCITS ETF EUR Acc
40 %VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
Semi-annual rebalancing
Sorted by
1.07
Higher = more return per unit of risk
+19.50 %
Higher = more return
18.20 %
Lower = smaller fluctuation
-33.27 %
Closer to 0% = smaller drop
19
60 %Amundi MSCI World Information Technology UCITS ETF EUR Acc
40 %VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
Semi-annual rebalancing
Sorted by
1.07
Higher = more return per unit of risk
+19.50 %
Higher = more return
18.20 %
Lower = smaller fluctuation
-33.27 %
Closer to 0% = smaller drop
20
80 %DNB Technology Fund
10 %VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
10 %Fidelity Funds Global Technology Fund
No rebalancing
Sorted by
1.02
Higher = more return per unit of risk
+19.50 %
Higher = more return
19.35 %
Lower = smaller fluctuation
-33.78 %
Closer to 0% = smaller drop
21
90 %DNB Technology Fund
10 %VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
No rebalancing
Sorted by
0.98
Higher = more return per unit of risk
+18.88 %
Higher = more return
19.72 %
Lower = smaller fluctuation
-33.06 %
Closer to 0% = smaller drop
22
90 %iShares Core MSCI World UCITS ETF USD (Acc)
10 %iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc)
No rebalancing
Sorted by
0.79
Higher = more return per unit of risk
+11.66 %
Higher = more return
15.49 %
Lower = smaller fluctuation
-31.17 %
Closer to 0% = smaller drop
23
80 %iShares Core MSCI World UCITS ETF USD (Acc)
20 %iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc)
No rebalancing
Sorted by
0.79
Higher = more return per unit of risk
+10.76 %
Higher = more return
14.25 %
Lower = smaller fluctuation
-28.60 %
Closer to 0% = smaller drop
24
90 %iShares Core MSCI World UCITS ETF USD (Acc)
10 %iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc)
Annual rebalancing
Sorted by
0.79
Higher = more return per unit of risk
+11.21 %
Higher = more return
14.97 %
Lower = smaller fluctuation
-30.70 %
Closer to 0% = smaller drop
25
90 %iShares Core MSCI World UCITS ETF USD (Acc)
10 %iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc)
Semi-annual rebalancing
Sorted by
0.78
Higher = more return per unit of risk
+11.18 %
Higher = more return
14.96 %
Lower = smaller fluctuation
-30.70 %
Closer to 0% = smaller drop
26
80 %iShares Core MSCI World UCITS ETF USD (Acc)
20 %iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc)
Annual rebalancing
Sorted by
0.78
Higher = more return per unit of risk
+9.92 %
Higher = more return
13.29 %
Lower = smaller fluctuation
-27.74 %
Closer to 0% = smaller drop
27
50 %iShares Core MSCI World UCITS ETF USD (Acc)
50 %iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
Annual rebalancing
Sorted by
0.68
Higher = more return per unit of risk
+10.59 %
Higher = more return
16.79 %
Lower = smaller fluctuation
-32.76 %
Closer to 0% = smaller drop
28
50 %iShares Core MSCI World UCITS ETF USD (Acc)
50 %iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
Monthly rebalancing
Sorted by
0.68
Higher = more return per unit of risk
+10.58 %
Higher = more return
16.79 %
Lower = smaller fluctuation
-32.75 %
Closer to 0% = smaller drop
29
50 %iShares Core MSCI World UCITS ETF USD (Acc)
50 %iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
Semi-annual rebalancing
Sorted by
0.68
Higher = more return per unit of risk
+10.56 %
Higher = more return
16.79 %
Lower = smaller fluctuation
-32.76 %
Closer to 0% = smaller drop
30
50 %iShares Core MSCI World UCITS ETF USD (Acc)
50 %iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
Quarterly rebalancing
Sorted by
0.68
Higher = more return per unit of risk
+10.52 %
Higher = more return
16.79 %
Lower = smaller fluctuation
-32.76 %
Closer to 0% = smaller drop
31
60 %iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
40 %iShares Core MSCI World UCITS ETF USD (Acc)
No rebalancing
Sorted by
0.67
Higher = more return per unit of risk
+10.29 %
Higher = more return
16.87 %
Lower = smaller fluctuation
-32.65 %
Closer to 0% = smaller drop
32
60 %iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
40 %iShares Core MSCI World UCITS ETF USD (Acc)
Monthly rebalancing
Sorted by
0.65
Higher = more return per unit of risk
+10.15 %
Higher = more return
17.10 %
Lower = smaller fluctuation
-32.57 %
Closer to 0% = smaller drop
33
60 %iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
40 %iShares Core MSCI World UCITS ETF USD (Acc)
Quarterly rebalancing
Sorted by
0.65
Higher = more return per unit of risk
+10.09 %
Higher = more return
17.11 %
Lower = smaller fluctuation
-32.56 %
Closer to 0% = smaller drop
34
60 %iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
30 %iShares Core MSCI World UCITS ETF USD (Acc)
10 %iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc)
Quarterly rebalancing
Sorted by
0.62
Higher = more return per unit of risk
+8.85 %
Higher = more return
15.58 %
Lower = smaller fluctuation
-29.54 %
Closer to 0% = smaller drop
35
70 %iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
30 %iShares Core MSCI World UCITS ETF USD (Acc)
Quarterly rebalancing
Sorted by
0.62
Higher = more return per unit of risk
+9.68 %
Higher = more return
17.51 %
Lower = smaller fluctuation
-32.40 %
Closer to 0% = smaller drop
36
70 %iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
30 %iShares Core MSCI World UCITS ETF USD (Acc)
Monthly rebalancing
Sorted by
0.62
Higher = more return per unit of risk
+9.68 %
Higher = more return
17.50 %
Lower = smaller fluctuation
-32.40 %
Closer to 0% = smaller drop
37
50 %iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc)
40 %iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
10 %iShares Core MSCI World UCITS ETF USD (Acc)
No rebalancing
Sorted by
0.55
Higher = more return per unit of risk
+5.05 %
Higher = more return
9.77 %
Lower = smaller fluctuation
-18.11 %
Closer to 0% = smaller drop
38
60 %iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc)
30 %iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
10 %iShares Core MSCI World UCITS ETF USD (Acc)
No rebalancing
Sorted by
0.54
Higher = more return per unit of risk
+4.16 %
Higher = more return
8.18 %
Lower = smaller fluctuation
-16.74 %
Closer to 0% = smaller drop
39
50 %iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
40 %iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc)
10 %iShares Core MSCI World UCITS ETF USD (Acc)
Quarterly rebalancing
Sorted by
0.53
Higher = more return per unit of risk
+5.37 %
Higher = more return
10.91 %
Lower = smaller fluctuation
-20.59 %
Closer to 0% = smaller drop
40
50 %iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
40 %iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc)
10 %iShares Core MSCI World UCITS ETF USD (Acc)
Semi-annual rebalancing
Sorted by
0.52
Higher = more return per unit of risk
+5.20 %
Higher = more return
10.83 %
Lower = smaller fluctuation
-20.65 %
Closer to 0% = smaller drop
41
50 %iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
40 %iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc)
10 %iShares Core MSCI World UCITS ETF USD (Acc)
Annual rebalancing
Sorted by
0.52
Higher = more return per unit of risk
+5.14 %
Higher = more return
10.83 %
Lower = smaller fluctuation
-20.51 %
Closer to 0% = smaller drop
42
70 %iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc)
20 %iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
10 %iShares Core MSCI World UCITS ETF USD (Acc)
No rebalancing
Sorted by
0.51
Higher = more return per unit of risk
+3.23 %
Higher = more return
6.71 %
Lower = smaller fluctuation
-16.04 %
Closer to 0% = smaller drop
43
70 %iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
30 %iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc)
No rebalancing
Sorted by
0.50
Higher = more return per unit of risk
+6.05 %
Higher = more return
13.76 %
Lower = smaller fluctuation
-23.58 %
Closer to 0% = smaller drop
44
60 %iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
40 %iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc)
No rebalancing
Sorted by
0.48
Higher = more return per unit of risk
+5.21 %
Higher = more return
11.99 %
Lower = smaller fluctuation
-20.91 %
Closer to 0% = smaller drop
45
60 %iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc)
30 %iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
10 %iShares Core MSCI World UCITS ETF USD (Acc)
Annual rebalancing
Sorted by
0.47
Higher = more return per unit of risk
+3.27 %
Higher = more return
7.48 %
Lower = smaller fluctuation
-16.89 %
Closer to 0% = smaller drop
46
50 %iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
50 %iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc)
No rebalancing
Sorted by
0.46
Higher = more return per unit of risk
+4.32 %
Higher = more return
10.25 %
Lower = smaller fluctuation
-20.20 %
Closer to 0% = smaller drop
47
50 %iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
50 %iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc)
Quarterly rebalancing
Sorted by
0.45
Higher = more return per unit of risk
+4.00 %
Higher = more return
9.71 %
Lower = smaller fluctuation
-19.98 %
Closer to 0% = smaller drop
48
60 %iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc)
40 %iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
No rebalancing
Sorted by
0.43
Higher = more return per unit of risk
+3.38 %
Higher = more return
8.56 %
Lower = smaller fluctuation
-19.47 %
Closer to 0% = smaller drop
49
70 %iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc)
30 %iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
No rebalancing
Sorted by
0.37
Higher = more return per unit of risk
+2.39 %
Higher = more return
6.98 %
Lower = smaller fluctuation
-18.78 %
Closer to 0% = smaller drop