Optimize
None Rebalancing
EUR
Low Risk
6.2yr backtest

Performance Summary

Total Return+104.33%
Annualized Return+12.16%
Volatility+9.14%
Sharpe Ratio1.11
Max Drawdown+17.77%

Holdings

Asset Allocation

Asset Class

Equity 50.0%Bonds 50.0%
Holdings Details
Balanced 50/50 portfolio of European equities and high-yield Euro bonds for diversified growth and income potential.
AssetTypeAllocationTER
LU0830625769
Goldman Sachs Europe CORE Equity Portfolio R Acc EURLU0830625769
FUND
50.0%1.85%
LU2111936113
DWS Invest ESG Euro High Yield XCLU2111936113
FUND
50.0%0.6%
Total100.0%1.23%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €20,433.35
Histogram of Monthly Returns
The portfolio had a positive return during 50 of the 75 months (67%)
Monthly Returns Heatmap
Best month: +8.5% • Worst month: -8.3% • Best year: 2020 (+20.5%) • Worst year: 2022 (-10.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.8%+2.7%-4.8%+2.8%+2.9%+2.0%------+9.6%
2025+3.8%+2.4%-1.9%-0.3%+4.7%-0.8%+0.7%+0.7%+1.6%+2.0%+0.7%+2.4%+17.0%
2024+1.7%+2.0%+3.0%-0.8%+2.8%-0.0%+1.2%+1.6%-0.1%-1.7%+1.4%+0.1%+11.7%
2023+4.5%+1.4%-0.3%+1.2%-0.6%+1.9%+1.0%-0.8%-0.4%-2.2%+5.0%+3.0%+14.2%
2022-2.7%-3.1%+2.1%-1.4%-1.7%-8.3%+6.5%-2.9%-5.8%+4.7%+4.8%-1.9%-10.2%
2021+0.2%+1.8%+4.2%+1.0%+2.1%+1.1%+1.6%+1.0%-2.1%+1.4%-0.4%+2.9%+15.5%
2020---+5.0%+2.7%+2.3%+1.2%+2.1%-0.9%-3.0%+8.5%+1.4%+20.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +17.77% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -17.8%.

Detailed Metrics

Returns
Total Return
+104.33%
Annualized Return
+12.16%
Avg Monthly Return
+0.99%
Risk
Volatility (Annual)
+9.14%
Max Drawdown
+17.77%
Positive Months
67%
Average Drawdown
-3.5%
Risk-Adjusted
Sharpe Ratio
1.11
Risk-free rate: 2.0%
Sortino Ratio
0.99
Downside risk adjusted
Return/Volatility
1.33
Calmar Ratio
0.68
Return/Max Drawdown
Ulcer Index
4.75
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
20,433.35
Backtest Period
2020-04-07 to 2026-06-30
6.2 years
Rebalancing
none
Base Currency
EUR
1.2 | +12.2% CAGR | ETF Backtest