Optimize
Quarterly Rebalancing
EUR
Moderate Risk
Multi-currency
7.2yr backtest

Performance Summary

Total Return+74.05%
Annualized Return+7.98%
Volatility+10.48%
Sharpe Ratio0.57
Max Drawdown+21.46%

Holdings

Asset Allocation

Asset Class

Equity 60.0%Bonds 40.0%
Holdings Details
A diversified 60/40 ETF portfolio blending global stocks and Eurozone government bonds for balanced growth and stability.
AssetTypeAllocationTER
SWDA.SW
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
60.0%0.2%
VGEA.XETRA
Vanguard EUR Eurozone Government Bond UCITS ETF AccumulatingIE00BH04GL39
ETF
40.0%0.07%
Total100.0%0.15%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €17,405.24
Histogram of Monthly Returns
The portfolio had a positive return during 57 of the 88 months (65%)
Monthly Returns Heatmap
Best month: +7.6% • Worst month: -7.7% • Best year: 2021 (+17.5%) • Worst year: 2022 (-15.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.1%+1.9%-4.3%+5.3%+1.7%-------+4.4%
2025+2.3%-1.2%-5.5%-1.5%+3.6%+0.0%+2.3%+0.5%+1.6%+2.8%-0.0%+0.0%+4.9%
2024+2.1%+1.6%+2.6%-1.7%+0.5%+3.1%+1.0%-0.0%+1.4%+0.1%+5.5%-0.9%+16.4%
2023+4.1%-0.3%+1.0%+0.1%+1.3%+2.5%+1.5%-0.3%-2.1%-1.9%+4.9%+3.7%+14.9%
2022-4.0%-1.5%+1.6%-3.0%-2.8%-4.6%+7.6%-2.8%-5.1%+2.7%+0.6%-4.9%-15.7%
2021+0.2%+1.2%+3.7%+0.8%-0.1%+2.8%+1.8%+1.5%-1.5%+2.7%+1.0%+2.1%+17.5%
2020+1.7%-5.3%-7.7%+6.4%+2.0%+1.3%-0.1%+3.7%-0.4%-1.4%+5.2%+1.8%+6.7%
2019-+0.3%+2.1%+2.3%-2.4%+3.1%+3.0%-0.5%+2.0%-0.6%+2.7%+0.2%+12.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +21.46% • The longest drawdown period lasted for 2 years and 3 months and was between November 2021 and February 2024. It reached a trough of -16.3%.

Detailed Metrics

Returns
Total Return
+74.05%
Annualized Return
+7.98%
Avg Monthly Return
+0.67%
Risk
Volatility (Annual)
+10.48%
Max Drawdown
+21.46%
Positive Months
65%
Average Drawdown
-4.9%
Risk-Adjusted
Sharpe Ratio
0.57
Risk-free rate: 2.0%
Sortino Ratio
0.52
Downside risk adjusted
Return/Volatility
0.76
Calmar Ratio
0.37
Return/Max Drawdown
Ulcer Index
6.42
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
17,405.24
Backtest Period
2019-02-19 to 2026-05-08
7.2 years
Rebalancing
quarterly
Base Currency
EUR
60/40 | +8.0% CAGR | ETF Backtest