Optimize
None Rebalancing
EUR
Moderate Risk
8.7yr backtest

Performance Summary

Total Return+121.78%
Annualized Return+9.53%
Volatility+16.47%
Sharpe Ratio0.46
Max Drawdown+36.88%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified European equity portfolio with 100% ETF allocation to core Euro StOXX 50, Europe 600, and high-dividend EMU stocks for growth and income.
AssetTypeAllocationTER
C50.PA
Amundi Core EURO STOXX 50 UCITS ETF EUR AccLU1681047236
ETF
40.0%0.09%
LYP6.XETRA
Amundi Core Stoxx Europe 600 UCITS ETF AccLU0908500753
ETF
30.0%0.07%
18M2.XETRA
Amundi MSCI EMU High Dividend UCITS ETF UCITS ETF AccFR0010717090
ETF
30.0%0.3%
Total100.0%0.15%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €22,177.91
Histogram of Monthly Returns
The portfolio had a positive return during 65 of the 106 months (61%)
Monthly Returns Heatmap
Best month: +16.1% • Worst month: -16.1% • Best year: 2019 (+27.0%) • Worst year: 2018 (-9.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.2%+4.1%-7.2%+5.4%+2.7%+2.8%------+9.9%
2025+7.1%+3.5%-3.4%-0.7%+4.9%-1.3%+0.7%+1.0%+1.8%+2.5%+1.3%+3.2%+22.3%
2024+1.8%+3.5%+4.2%-1.7%+2.5%-2.1%+0.8%+1.6%+0.2%-3.3%+0.0%+1.7%+9.2%
2023+7.8%+1.8%+1.1%+2.1%-2.6%+3.7%+2.1%-2.9%-1.8%-3.2%+6.8%+4.1%+19.8%
2022-2.5%-5.0%+0.1%-0.7%+0.2%-8.7%+6.3%-4.4%-6.1%+8.3%+9.1%-3.3%-8.1%
2021-1.4%+2.9%+7.4%+1.3%+2.5%+0.9%+1.4%+2.4%-3.8%+4.2%-2.5%+5.8%+22.7%
2020-2.4%-8.4%-16.1%+6.2%+4.0%+4.7%-1.0%+2.8%-1.6%-6.3%+16.1%+1.9%-3.7%
2019+5.7%+3.9%+1.6%+4.6%-5.1%+5.3%-0.4%-1.0%+4.4%+1.5%+2.2%+1.8%+27.0%
2018+2.3%-3.5%-1.8%+5.4%-1.8%-0.1%+3.9%-2.8%+0.5%-5.5%-0.7%-4.7%-9.0%
2017--------+1.5%+2.5%-2.1%-1.1%+0.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +36.88% • The longest drawdown period lasted for 1 year and 1 month and was between January 2022 and February 2023. It reached a trough of -21.8%.

Detailed Metrics

Returns
Total Return
+121.78%
Annualized Return
+9.53%
Avg Monthly Return
+0.85%
Risk
Volatility (Annual)
+16.47%
Max Drawdown
+36.88%
Positive Months
61%
Average Drawdown
-5.5%
Risk-Adjusted
Sharpe Ratio
0.46
Risk-free rate: 2.0%
Sortino Ratio
0.42
Downside risk adjusted
Return/Volatility
0.58
Calmar Ratio
0.26
Return/Max Drawdown
Ulcer Index
7.69
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
22,177.91
Backtest Period
2017-09-19 to 2026-06-19
8.7 years
Rebalancing
none
Base Currency
EUR
60/40 | +9.5% CAGR | ETF Backtest