Optimize
None Rebalancing
EUR
Moderate Risk
6.2yr backtest

Performance Summary

Total Return+114.66%
Annualized Return+13.05%
Volatility+10.23%
Sharpe Ratio1.08
Max Drawdown+17.93%

Holdings

Asset Allocation

Asset Class

Equity 60.4%Bonds 39.6%
Holdings Details
A diversified portfolio with 60% European equity and 40% Euro bonds, blending growth and income for a balanced investment strategy.
AssetTypeAllocationTER
LU0830625769
Goldman Sachs Europe CORE Equity Portfolio R Acc EURLU0830625769
FUND
60.4%1.85%
LU2111936113
DWS Invest ESG Euro High Yield XCLU2111936113
FUND
34.6%0.6%
ES0170156006
Santalucía Renta Fija Corto Plazo Euro A FIES0170156006
FUND
5.0%0.5%
Total100.0%1.35%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €21,466.14
Histogram of Monthly Returns
The portfolio had a positive return during 49 of the 75 months (65%)
Monthly Returns Heatmap
Best month: +9.3% • Worst month: -8.3% • Best year: 2020 (+20.3%) • Worst year: 2022 (-10.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.3%+3.1%-5.1%+2.9%+3.2%+1.3%------+9.7%
2025+4.4%+2.6%-2.0%-0.4%+5.3%-1.0%+0.6%+0.7%+1.8%+2.3%+0.8%+2.7%+19.0%
2024+1.9%+2.3%+3.4%-0.9%+3.1%-0.1%+1.2%+1.7%-0.3%-2.1%+1.5%+0.0%+12.2%
2023+4.8%+1.8%-0.4%+1.3%-0.8%+2.1%+0.9%-0.9%-0.5%-2.5%+5.3%+3.0%+14.6%
2022-2.8%-3.1%+2.4%-1.0%-1.6%-8.3%+6.6%-3.2%-5.9%+5.1%+4.9%-2.1%-10.0%
2021+0.2%+2.0%+4.9%+1.0%+2.5%+1.2%+1.8%+1.1%-2.5%+1.8%-0.4%+3.2%+18.1%
2020---+4.8%+2.7%+2.3%+1.1%+2.1%-0.9%-3.6%+9.3%+1.5%+20.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +17.93% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -17.9%.

Detailed Metrics

Returns
Total Return
+114.66%
Annualized Return
+13.05%
Avg Monthly Return
+1.07%
Risk
Volatility (Annual)
+10.23%
Max Drawdown
+17.93%
Positive Months
65%
Average Drawdown
-3.4%
Risk-Adjusted
Sharpe Ratio
1.08
Risk-free rate: 2.0%
Sortino Ratio
0.97
Downside risk adjusted
Return/Volatility
1.28
Calmar Ratio
0.73
Return/Max Drawdown
Ulcer Index
4.68
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
21,466.14
Backtest Period
2020-04-07 to 2026-06-29
6.2 years
Rebalancing
none
Base Currency
EUR
1.4 | +13.1% CAGR | ETF Backtest