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3 funds strategy

Created byuser-29941v
Optimize
None Rebalancing
EUR
Moderate Risk
Multi-currency
2.2yr backtest

Performance Summary

Total Return+32.52%
Annualized Return+13.86%
Volatility+10.93%
Sharpe Ratio1.09
Max Drawdown+16.22%

Holdings

Asset Allocation

Asset Class

Equity 70.0%Bonds 24.0%Money Market 6.0%
Holdings Details
Diversified ETF portfolio blending 70% global equities, 24% European bonds, and 6% money market for balanced growth and stability.
AssetTypeAllocationTER
SXR8.XETRA
iShares Core S&P 500 UCITS ETF USD (Acc) • IE00B5BMR087
ETF
34.0%0.07%
VGEA.XETRA
Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating • IE00BH04GL39
ETF
24.0%0.07%
EXUS.XETRA
Xtrackers MSCI World ex USA UCITS ETF 1C • IE0006WW1TQ4
ETF
16.0%0.15%
EIMI.LSE
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) • IE00BKM4GZ66
ETF
8.0%0.18%
SXRV.XETRA
iShares Nasdaq 100 UCITS ETF (Acc) • IE00B53SZB19
ETF
7.0%0.3%
XEON.XETRA
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C • LU0290358497
ETF
6.0%0.1%
SMH.LSE
VanEck Semiconductor UCITS ETF • IE00BMC38736
ETF
3.0%0.35%
XAIX.XETRA
Xtrackers Artificial Intelligence &Big Data UCITS ETF 1C EUR • IE00BGV5VN51
ETF
2.0%0.35%
Total100.0%0.12%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €13,251.64
Histogram of Monthly Returns
The portfolio had a positive return during 17 of the 27 months (63%)
Monthly Returns Heatmap
Best month: +8.3% • Worst month: -5.9% • Best year: 2024 (+11.8%) • Worst year: 2025 (+7.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.5%+1.4%-4.8%+8.3%+3.6%-------+9.9%
2025+2.8%-1.8%-5.9%-2.3%+4.8%+1.1%+3.3%-0.4%+2.7%+4.1%-0.7%+0.3%+7.8%
2024--+1.9%-1.6%+0.9%+4.2%-0.0%-0.4%+1.7%+0.3%+5.1%-0.6%+11.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +16.22% • The longest drawdown period lasted for 6 months and was between February 2025 and September 2025. It reached a trough of -16.2%.

Detailed Metrics

Returns
Total Return
+32.52%
Annualized Return
+13.86%
Avg Monthly Return
+1.09%
Risk
Volatility (Annual)
+10.93%
Max Drawdown
+16.22%
Positive Months
63%
Average Drawdown
-2.6%
Risk-Adjusted
Sharpe Ratio
1.09
Risk-free rate: 2.0%
Sortino Ratio
1.03
Downside risk adjusted
Return/Volatility
1.27
Calmar Ratio
0.85
Return/Max Drawdown
Ulcer Index
3.58
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€13,251.64
Backtest Period
2024-03-14 to 2026-05-15
2.2 years
Rebalancing
none
Base Currency
EUR