HomePortfolios60/40-Portfolio Global Equities + Euro Government Bonds 3-5Y

60/40-Portfolio Global Equities + Euro Government Bonds 3-5Y

Created byuser-kofyg6
Optimize
None Rebalancing
EUR
Moderate Risk
14.5yr backtest

Performance Summary

Total Return+223.65%
Annualized Return+8.44%
Volatility+10.89%
Sharpe Ratio0.59
Max Drawdown+25.55%

Holdings

Asset Allocation

Asset Class

Equity 60.0%Bonds 40.0%
Holdings Details
Diversified 60/40 ETF portfolio: 60% global equities (IUSQ) and 40% Euro government bonds (MTB) for balanced growth and stability.
AssetTypeAllocationTER
IUSQ.XETRA
iShares MSCI ACWI UCITS ETF USD (Acc) • IE00B6R52259
ETF
60.0%0.2%
MTB.PA
Amundi Euro Government Bond 3-5Y UCITS ETF Acc • LU1650488494
ETF
40.0%0.15%
Total100.0%0.18%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €32,365.04
Histogram of Monthly Returns
The portfolio had a positive return during 115 of the 175 months (66%)
Monthly Returns Heatmap
Best month: +7.8% • Worst month: -8.3% • Best year: 2021 (+21.5%) • Worst year: 2022 (-12.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.1%+1.5%-4.8%+7.2%--------+4.7%
2025+3.6%-1.8%-6.2%-3.0%+5.0%+0.9%+3.9%-0.3%+2.5%+3.8%-0.4%+0.4%+8.0%
2024+2.3%+2.8%+3.0%-1.5%+0.9%+4.2%+0.4%-0.2%+1.6%+0.7%+5.7%-0.9%+20.3%
2023+4.2%-0.3%+0.5%-0.0%+1.9%+2.7%+2.2%-0.7%-1.4%-2.7%+4.9%+3.6%+15.8%
2022-3.8%-1.7%+2.6%-2.1%-2.8%-5.1%+7.8%-1.9%-5.1%+2.9%+1.1%-4.9%-12.9%
2021+0.9%+2.0%+4.3%+1.0%-0.1%+3.5%+0.8%+2.3%-1.6%+3.5%+0.5%+2.8%+21.5%
2020-0.3%-6.3%-8.3%+6.5%+1.4%+1.8%+0.1%+3.9%-0.6%-1.6%+6.8%+1.5%+3.9%
2019+5.6%+2.4%+1.8%+2.5%-3.6%+2.9%+2.6%-1.3%+2.2%-0.0%+2.9%+1.5%+21.2%
2018+0.9%-1.4%-2.2%+2.3%+1.7%+0.1%+1.6%+0.7%+0.4%-3.6%+0.8%-5.4%-4.3%
2017-0.6%+3.6%+0.4%-0.4%-0.6%-0.7%-0.3%-0.2%+1.6%+2.6%-0.1%+0.9%+6.2%
2016-4.3%+0.5%+1.1%-0.1%+2.5%-0.1%+2.7%+0.3%+0.3%+0.1%+3.0%+1.8%+7.7%
2015+3.5%+4.3%+1.9%-1.1%+1.0%-2.9%+1.7%-5.9%-2.1%+6.4%+2.5%-3.0%+5.8%
2014-0.8%+1.9%+0.3%+0.3%+2.8%+1.2%+0.8%+2.7%+0.8%+0.7%+1.9%+0.6%+13.9%
2013+0.9%+2.5%+2.3%+0.4%+1.1%-2.6%+1.9%-1.3%+1.9%+2.7%+1.0%-0.2%+11.1%
2012+0.6%+0.5%-0.1%-1.0%-1.8%+0.9%+4.1%+0.3%+0.5%-0.5%+1.0%+0.4%+4.8%
2011---------+0.1%-0.8%+1.1%+0.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +25.55% • The longest drawdown period lasted for 2 years and was between November 2021 and December 2023. It reached a trough of -14.5%.

Detailed Metrics

Returns
Total Return
+223.65%
Annualized Return
+8.44%
Avg Monthly Return
+0.71%
Risk
Volatility (Annual)
+10.89%
Max Drawdown
+25.55%
Positive Months
66%
Average Drawdown
-3.7%
Risk-Adjusted
Sharpe Ratio
0.59
Risk-free rate: 2.0%
Sortino Ratio
0.55
Downside risk adjusted
Return/Volatility
0.78
Calmar Ratio
0.33
Return/Max Drawdown
Ulcer Index
5.01
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€32,365.04
Backtest Period
2011-10-21 to 2026-04-17
14.5 years
Rebalancing
none
Base Currency
EUR
60/40-Portfolio Global Equities + Euro Government Bonds 3-5Y