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Недвижимость до 400

Optimize
None Rebalancing
EUR
Moderate Risk
Multi-currency
7.9yr backtest

Performance Summary

Total Return+109.16%
Annualized Return+9.74%
Volatility+10.54%
Sharpe Ratio0.73
Max Drawdown+23.76%

Holdings

Asset Allocation

Asset Class

Equity 60.0%Bonds 40.0%
Holdings Details
A diversified ETF portfolio with 60% global stocks and 40% short-term USD bonds for balanced growth and stability.
AssetTypeAllocationTER
EUNL.XETRA
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
60.0%0.2%
ERNA.LSE
iShares USD Ultrashort Bond UCITS ETF USD (Acc)IE00BGCSB447
ETF
40.0%0.09%
Total100.0%0.16%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €20,915.59
Histogram of Monthly Returns
The portfolio had a positive return during 58 of the 96 months (60%)
Monthly Returns Heatmap
Best month: +7.6% • Worst month: -7.8% • Best year: 2021 (+24.1%) • Worst year: 2022 (-7.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.1%+1.3%-3.0%+5.8%+4.3%-0.1%------+8.2%
2025+3.3%-1.7%-6.6%-4.0%+4.5%-0.4%+4.1%-0.4%+1.8%+3.6%-0.2%-0.0%+3.6%
2024+3.1%+2.7%+2.8%-1.0%+0.6%+3.9%+0.0%-0.6%+0.9%+1.6%+6.3%-0.3%+21.6%
2023+2.8%+1.4%-0.6%-0.2%+2.8%+2.1%+1.5%+0.2%-0.1%-2.2%+3.1%+2.6%+13.9%
2022-3.4%-1.2%+3.5%-0.2%-2.9%-3.5%+7.6%-0.5%-2.9%+2.6%-1.5%-4.5%-7.2%
2021+0.5%+2.3%+5.1%+0.5%-0.6%+4.1%+1.2%+2.3%-0.7%+3.6%+1.0%+2.6%+24.1%
2020+0.8%-5.4%-7.8%+7.0%+1.2%+0.5%-2.1%+3.5%-0.3%-1.5%+4.8%+0.8%+0.7%
2019+4.7%+2.8%+2.1%+2.5%-2.6%+1.6%+3.3%-0.8%+2.5%-0.8%+3.3%+0.4%+20.3%
2018------+1.7%+1.2%+0.6%-2.2%+0.4%-5.1%-3.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +23.76% • The longest drawdown period lasted for 1 year and was between February 2020 and March 2021. It reached a trough of -23.8%.

Detailed Metrics

Returns
Total Return
+109.16%
Annualized Return
+9.74%
Avg Monthly Return
+0.81%
Risk
Volatility (Annual)
+10.54%
Max Drawdown
+23.76%
Positive Months
60%
Average Drawdown
-3.7%
Risk-Adjusted
Sharpe Ratio
0.73
Risk-free rate: 2.0%
Sortino Ratio
0.68
Downside risk adjusted
Return/Volatility
0.92
Calmar Ratio
0.41
Return/Max Drawdown
Ulcer Index
4.89
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
20,915.59
Backtest Period
2018-07-03 to 2026-06-12
7.9 years
Rebalancing
none
Base Currency
EUR
Недвижимость до 400 | +9.7% CAGR | ETF Backtest