Optimize
None Rebalancing
EUR
Low Risk
8.9yr backtest

Performance Summary

Total Return+7.13%
Annualized Return+0.78%
Volatility+1.57%
Sharpe Ratio-0.78
Max Drawdown+4.47%

Holdings

Asset Allocation

Asset Class

Bonds 95.0%Equity 5.0%
Holdings Details
A diversified bond-focused portfolio with 95% fixed income and 5% low-volatility global equity ETFs for stability.
AssetTypeAllocationTER
LU0408877925
JPM Euro Government Short Duration Bond I Acc EURLU0408877925
FUND
60.9%0.25%
LU1644422419
DWS Floating Rate Notes FDLU1644422419
FUND
24.1%0.3%
IQQ0.XETRA
iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)IE00B8FHGS14
ETF
5.0%0.3%
FR0010702167
G Fund Crédit Euro ISR ICFR0010702167
FUND
5.0%0.6%
IE00B04GQQ17
Vanguard Eurozone Inflation-Linked Bond Index Fund Investor EUR AccumulationIE00B04GQQ17
FUND
5.0%0.12%
Total100.0%0.28%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €10,713.2
Histogram of Monthly Returns
The portfolio had a positive return during 65 of the 107 months (61%)
Monthly Returns Heatmap
Best month: +1.3% • Worst month: -2.6% • Best year: 2023 (+3.7%) • Worst year: 2022 (-4.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.3%+0.7%-1.8%+0.2%+0.5%+0.4%------+0.3%
2025+0.6%+0.5%-1.2%+0.1%+0.3%-0.1%+0.2%+0.1%+0.1%+0.3%+0.3%-0.1%+1.1%
2024+0.4%-0.1%-0.3%-0.3%+0.2%+0.5%+1.1%+0.5%+0.6%-0.0%+1.2%-0.3%+3.5%
2023+0.5%-0.4%+0.3%+0.3%+0.2%-0.2%+0.5%+0.3%-0.3%+0.3%+0.9%+1.1%+3.7%
2022-0.6%-0.4%+0.1%-0.5%-0.8%-0.8%+1.3%-1.2%-1.3%+0.5%+0.4%-1.0%-4.2%
2021-0.1%-0.3%+0.5%-0.1%+0.0%+0.3%+0.5%+0.1%-0.2%-0.0%+0.3%+0.3%+1.3%
2020+0.5%-0.7%-2.6%+0.8%+0.4%+0.4%+0.2%+0.1%+0.1%+0.0%+0.4%-0.0%-0.4%
2019+0.5%+0.2%+0.3%+0.1%-0.1%+0.6%+0.6%+0.4%-0.1%-0.3%-0.0%-0.0%+2.3%
2018-0.1%-0.1%-0.1%+0.1%-0.4%+0.3%+0.1%-0.1%+0.1%-0.1%+0.1%-0.3%-0.7%
2017-------+0.0%+0.0%+0.4%+0.1%-0.2%+0.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +4.47% • The longest drawdown period lasted for 2 years and 6 months and was between December 2021 and July 2024. It reached a trough of -4.5%.

Detailed Metrics

Returns
Total Return
+7.13%
Annualized Return
+0.78%
Avg Monthly Return
+0.07%
Risk
Volatility (Annual)
+1.57%
Max Drawdown
+4.47%
Positive Months
61%
Average Drawdown
-1.3%
Risk-Adjusted
Sharpe Ratio
-0.78
Risk-free rate: 2.0%
Sortino Ratio
-0.68
Downside risk adjusted
Return/Volatility
0.50
Calmar Ratio
0.17
Return/Max Drawdown
Ulcer Index
1.66
Drawdown depth & duration
Martin Ratio
-0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
10,713.2
Backtest Period
2017-08-10 to 2026-06-26
8.9 years
Rebalancing
none
Base Currency
EUR
1.1 | ETF Backtest