HomePortfoliosДети 300 долгосрочный агрессив

Дети 300 долгосрочный агрессив

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None Rebalancing
EUR
Moderate Risk
6.4yr backtest

Performance Summary

Total Return+107.44%
Annualized Return+12.13%
Volatility+16.22%
Sharpe Ratio0.62
Max Drawdown+33.46%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global equity ETF portfolio targeting US, European, and emerging markets for broad international growth exposure.
AssetTypeAllocationTER
VUAA.XETRA
Vanguard S&P 500 UCITS ETF (USD) AccumulatingIE00BFMXXD54
ETF
45.0%0.07%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
30.0%0.18%
EUNK.XETRA
iShares Core MSCI Europe UCITS ETF EUR (Acc)IE00B4K48X80
ETF
25.0%0.12%
Total100.0%0.12%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €20,744.18
Histogram of Monthly Returns
The portfolio had a positive return during 49 of the 77 months (64%)
Monthly Returns Heatmap
Best month: +9.3% • Worst month: -12.1% • Best year: 2021 (+26.5%) • Worst year: 2022 (-13.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.2%+2.1%-6.2%+9.3%+6.3%+1.7%------+15.6%
2025+4.1%-1.4%-6.5%-3.9%+5.8%+1.3%+4.4%-0.4%+3.2%+4.5%-0.5%+0.6%+10.8%
2024+2.1%+3.6%+3.6%-1.0%+1.2%+4.6%+0.0%-0.4%+2.0%+0.3%+5.0%-0.7%+22.1%
2023+5.2%-0.3%+0.3%+0.1%+1.6%+3.4%+2.8%-1.4%-1.5%-3.6%+5.9%+3.5%+16.8%
2022-3.7%-2.6%+3.0%-1.7%-2.7%-5.9%+8.0%-1.3%-6.5%+2.9%+2.9%-5.1%-13.0%
2021+1.5%+2.7%+5.2%+1.4%+0.3%+4.1%-0.1%+2.7%-2.0%+4.2%+0.2%+3.8%+26.5%
2020--10.3%-12.1%+9.0%+1.3%+3.3%+0.7%+4.4%-0.8%-1.8%+9.1%+2.5%+3.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.46% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -15.5%.

Detailed Metrics

Returns
Total Return
+107.44%
Annualized Return
+12.13%
Avg Monthly Return
+1.03%
Risk
Volatility (Annual)
+16.22%
Max Drawdown
+33.46%
Positive Months
64%
Average Drawdown
-5.7%
Risk-Adjusted
Sharpe Ratio
0.62
Risk-free rate: 2.0%
Sortino Ratio
0.56
Downside risk adjusted
Return/Volatility
0.75
Calmar Ratio
0.36
Return/Max Drawdown
Ulcer Index
7.29
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
20,744.18
Backtest Period
2020-02-04 to 2026-06-19
6.4 years
Rebalancing
none
Base Currency
EUR
Дети 300 долгосрочный агрессив | +12.1% CAGR | ETF Backtest