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Недвижимость от 400

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None Rebalancing
EUR
Moderate Risk
Multi-currency
6.5yr backtest

Performance Summary

Total Return+75.59%
Annualized Return+9.11%
Volatility+10.88%
Sharpe Ratio0.65
Max Drawdown+23.15%

Holdings

Asset Allocation

Asset Class

Equity 60.0%Bonds 40.0%
Holdings Details
Diversified 60/40 ETF portfolio blending global stocks with USD & EUR corporate bonds for balanced growth and stability.
AssetTypeAllocationTER
EUNL.XETRA
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
60.0%0.2%
FLOA.LSE
iShares USD Floating Rate Bond UCITS ETF USD (Acc)IE00BDFGJ627
ETF
20.0%0.1%
ECR3.XETRA
Amundi Index Euro Corporate SRI 0-3 Y UCITS ETF DR (C)LU2037748774
ETF
20.0%0.12%
Total100.0%0.16%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €17,558.97
Histogram of Monthly Returns
The portfolio had a positive return during 48 of the 79 months (61%)
Monthly Returns Heatmap
Best month: +7.3% • Worst month: -7.7% • Best year: 2021 (+21.7%) • Worst year: 2022 (-8.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.2%+1.1%-3.3%+5.9%+4.2%-0.2%------+7.8%
2025+3.3%-1.6%-6.1%-3.4%+4.5%+0.1%+3.8%-0.3%+1.8%+3.4%-0.2%+0.1%+4.9%
2024+2.8%+2.6%+2.7%-1.1%+0.8%+3.7%+0.2%-0.4%+1.0%+1.3%+5.8%-0.5%+20.3%
2023+3.1%+0.9%-0.3%+0.1%+2.3%+2.3%+1.6%-0.0%-0.5%-2.2%+3.5%+2.8%+14.3%
2022-3.5%-1.2%+3.2%-1.1%-2.6%-4.0%+7.3%-1.0%-3.4%+2.8%-0.6%-4.1%-8.6%
2021+0.4%+2.1%+4.4%+0.8%-0.4%+3.5%+1.2%+2.1%-0.9%+3.4%+0.7%+2.6%+21.7%
2020+0.5%-5.3%-7.7%+6.3%+1.4%+0.9%-1.1%+3.5%-0.5%-1.5%+5.1%+1.0%+1.8%
2019------------0.4%-0.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +23.15% • The longest drawdown period lasted for 11 months and was between February 2020 and February 2021. It reached a trough of -23.1%.

Detailed Metrics

Returns
Total Return
+75.59%
Annualized Return
+9.11%
Avg Monthly Return
+0.76%
Risk
Volatility (Annual)
+10.88%
Max Drawdown
+23.15%
Positive Months
61%
Average Drawdown
-3.8%
Risk-Adjusted
Sharpe Ratio
0.65
Risk-free rate: 2.0%
Sortino Ratio
0.60
Downside risk adjusted
Return/Volatility
0.84
Calmar Ratio
0.39
Return/Max Drawdown
Ulcer Index
4.98
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
17,558.97
Backtest Period
2019-12-27 to 2026-06-12
6.5 years
Rebalancing
none
Base Currency
EUR
Недвижимость от 400 | +9.1% CAGR | ETF Backtest