Portfolio Builder

Build your own portfolio and compare it with the ACWI.

Build your own portfolio from 10 asset classes and compare the historical performance with the ACWI. All values in USD, buy-and-hold without rebalancing. Historical data is no guarantee for future results. This is not investment advice. All decisions are your responsibility.

The RobustScore evaluates your portfolio across multiple time periods and detects overlap between similar asset classes: the more diversified, the better. The score compares against 50,000 random portfolios and is independent of the time period selected above.

Historical Rating
Weak Average Excellent

Performance

Comparison

Metrics Explained

CAGR: compound annual growth rate. Volatility: fluctuation range of returns, lower means more stable. Sharpe Ratio: return relative to risk. Max Drawdown: largest loss from peak. Performance: total return over the selected period.

Tips: A high return (CAGR) alone says little. What matters is the ratio of return to risk, the Sharpe Ratio. A value above 1.0 is considered good, above 1.5 very good. Also watch the Max Drawdown: a loss of –50% must be endured emotionally and requires +100% afterwards to reach the starting value. Diversification across multiple asset classes typically reduces volatility without proportionally reducing returns.
global-portfolio.ch – Portfolio Builder