Optimize
None Rebalancing
EUR
Low Risk
6.2yr backtest

Performance Summary

Total Return+73.04%
Annualized Return+9.21%
Volatility+6.58%
Sharpe Ratio1.10
Max Drawdown+13.63%

Holdings

Asset Allocation

Asset Class

Bonds 67.0%Equity 33.0%
Holdings Details
A diversified portfolio with 67% Euro bonds and 33% European equity, blending high yield and short-term fixed income for balanced growth.
AssetTypeAllocationTER
LU2111936113
DWS Invest ESG Euro High Yield XCLU2111936113
FUND
34.0%0.6%
LU0830625769
Goldman Sachs Europe CORE Equity Portfolio R Acc EURLU0830625769
FUND
33.0%1.85%
ES0170156006
Santalucía Renta Fija Corto Plazo Euro A FIES0170156006
FUND
33.0%0.5%
Total100.0%0.98%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €17,303.82
Histogram of Monthly Returns
The portfolio had a positive return during 52 of the 75 months (69%)
Monthly Returns Heatmap
Best month: +5.8% • Worst month: -6.1% • Best year: 2020 (+14.7%) • Worst year: 2022 (-8.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.0%+2.1%-3.8%+2.2%+2.4%+1.0%------+6.9%
2025+2.9%+1.9%-1.4%-0.1%+3.6%-0.5%+0.6%+0.5%+1.3%+1.6%+0.5%+1.8%+13.3%
2024+1.3%+1.5%+2.3%-0.5%+2.2%+0.1%+1.0%+1.3%+0.1%-1.2%+1.1%+0.1%+9.6%
2023+3.3%+1.0%-0.1%+0.9%-0.4%+1.4%+0.8%-0.4%-0.2%-1.4%+3.7%+2.3%+11.4%
2022-2.0%-2.4%+1.4%-1.1%-1.3%-6.1%+4.6%-2.1%-4.2%+3.3%+3.5%-1.4%-8.0%
2021+0.2%+1.2%+2.9%+0.7%+1.5%+0.8%+1.1%+0.7%-1.5%+0.9%-0.4%+2.1%+10.9%
2020---+3.5%+2.0%+1.8%+1.0%+1.5%-0.6%-2.0%+5.8%+1.0%+14.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +13.63% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -13.6%.

Detailed Metrics

Returns
Total Return
+73.04%
Annualized Return
+9.21%
Avg Monthly Return
+0.75%
Risk
Volatility (Annual)
+6.58%
Max Drawdown
+13.63%
Positive Months
69%
Average Drawdown
-2.6%
Risk-Adjusted
Sharpe Ratio
1.10
Risk-free rate: 2.0%
Sortino Ratio
0.97
Downside risk adjusted
Return/Volatility
1.40
Calmar Ratio
0.68
Return/Max Drawdown
Ulcer Index
3.65
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
17,303.82
Backtest Period
2020-04-07 to 2026-06-29
6.2 years
Rebalancing
none
Base Currency
EUR
1.3 | +9.2% CAGR | ETF Backtest