HomePortfolios50/50-Portfolio mit hoher Teilfreistellung

50/50-Portfolio mit hoher Teilfreistellung

Optimize
None Rebalancing
EUR
Low Risk
5.3yr backtest

Performance Summary

Total Return+24.87%
Annualized Return+4.24%
Volatility+4.65%
Sharpe Ratio0.48
Max Drawdown+9.00%

Holdings

Asset Allocation

Asset Class

Equity 51.0%Money Market 38.0%Bonds 11.0%
Holdings Details
A diversified 50/50 ETF portfolio blending global stocks and European bonds, optimized for German tax efficiency with high partial exemption.
AssetTypeAllocationTER
V60A.XETRA
Vanguard LifeStrategy 60% Equity UCITS ETF AccumulatingIE00BMVB5P51
ETF
51.0%0.25%
XEON.XETRA
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1CLU0290358497
ETF
38.0%0.1%
LYQ2.XETRA
Amundi Euro Government Bond 1-3Y UCITS ETF AccLU1650487413
ETF
11.0%0.15%
Total100.0%0.18%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €12,487.28
Histogram of Monthly Returns
The portfolio had a positive return during 42 of the 65 months (65%)
Monthly Returns Heatmap
Best month: +3.5% • Worst month: -2.9% • Best year: 2024 (+9.3%) • Worst year: 2022 (-8.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.6%+1.0%-2.5%+2.9%--------+1.9%
2025+1.6%-0.4%-2.5%-0.9%+2.0%+0.5%+1.6%+0.1%+1.2%+1.8%-0.0%+0.1%+4.9%
2024+0.9%+1.1%+1.6%-1.0%+0.6%+1.9%+0.7%+0.4%+0.9%-0.1%+2.6%-0.5%+9.3%
2023+1.9%-0.3%+0.5%+0.1%+0.8%+1.1%+1.0%-0.3%-0.7%-1.2%+2.8%+2.1%+8.0%
2022-2.1%-1.0%+0.7%-1.7%-1.2%-2.4%+3.5%-1.3%-2.9%+0.9%+0.9%-1.9%-8.3%
2021-0.2%+0.4%+1.6%+0.5%-0.0%+1.5%+0.6%+0.8%-0.9%+1.4%+0.3%+1.0%+7.1%
2020-----------+0.8%+0.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +9.00% • The longest drawdown period lasted for 2 years and 2 months and was between November 2021 and February 2024. It reached a trough of -9.0%.

Detailed Metrics

Returns
Total Return
+24.87%
Annualized Return
+4.24%
Avg Monthly Return
+0.35%
Risk
Volatility (Annual)
+4.65%
Max Drawdown
+9.00%
Positive Months
65%
Average Drawdown
-2.8%
Risk-Adjusted
Sharpe Ratio
0.48
Risk-free rate: 2.0%
Sortino Ratio
0.44
Downside risk adjusted
Return/Volatility
0.91
Calmar Ratio
0.47
Return/Max Drawdown
Ulcer Index
3.59
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
12,487.28
Backtest Period
2020-12-11 to 2026-04-17
5.3 years
Rebalancing
none
Base Currency
EUR