HomePortfoliosДети 600 долгосрочный умеренный

Дети 600 долгосрочный умеренный

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None Rebalancing
EUR
Low Risk
6.0yr backtest

Performance Summary

Total Return+95.65%
Annualized Return+11.76%
Volatility+9.84%
Sharpe Ratio0.99
Max Drawdown+15.70%

Holdings

Asset Allocation

Asset Class

Equity 60.0%Bonds 33.0%Precious Metals 7.0%
Holdings Details
Diversified ETF portfolio with 60% global stocks, 33% Euro bonds, and 7% gold for balanced growth across key asset classes.
AssetTypeAllocationTER
EUNL.XETRA
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
60.0%0.2%
AFRN.PA
Amundi Floating Rate Euro Corporate ESG UCITS ETF EUR (C)LU1681041114
ETF
33.0%0.18%
XGDU.XETRA
Xtrackers IE Physical Gold ETCDE000A2T0VU5
ETC
7.0%0.25%
Total100.0%0.20%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €19,565.47
Histogram of Monthly Returns
The portfolio had a positive return during 50 of the 74 months (68%)
Monthly Returns Heatmap
Best month: +6.7% • Worst month: -5.2% • Best year: 2024 (+21.1%) • Worst year: 2022 (-9.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.4%+1.4%-4.3%+5.7%+3.9%-0.9%------+7.0%
2025+3.8%-1.6%-5.2%-2.7%+4.4%+0.4%+3.7%-0.1%+2.7%+3.6%+0.2%+0.5%+9.6%
2024+2.6%+2.7%+3.2%-1.1%+1.0%+3.6%+0.4%-0.0%+1.3%+1.4%+5.3%-0.8%+21.1%
2023+3.6%+0.3%+0.4%+0.1%+1.9%+2.4%+1.8%-0.3%-1.1%-1.8%+3.9%+2.9%+14.9%
2022-3.8%-0.9%+3.4%-1.6%-2.7%-4.3%+6.7%-1.3%-3.8%+2.8%+0.4%-3.8%-9.2%
2021+0.3%+1.6%+4.1%+1.3%+0.1%+2.8%+1.4%+2.1%-1.4%+3.5%+0.5%+2.8%+20.8%
2020----+0.0%+1.3%+0.3%+3.4%-0.9%-1.7%+5.3%+1.4%+9.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +15.70% • The longest drawdown period lasted for 1 year and 6 months and was between January 2022 and July 2023. It reached a trough of -11.3%.

Detailed Metrics

Returns
Total Return
+95.65%
Annualized Return
+11.76%
Avg Monthly Return
+0.94%
Risk
Volatility (Annual)
+9.84%
Max Drawdown
+15.70%
Positive Months
68%
Average Drawdown
-2.9%
Risk-Adjusted
Sharpe Ratio
0.99
Risk-free rate: 2.0%
Sortino Ratio
0.93
Downside risk adjusted
Return/Volatility
1.20
Calmar Ratio
0.75
Return/Max Drawdown
Ulcer Index
3.70
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
19,565.47
Backtest Period
2020-05-29 to 2026-06-12
6.0 years
Rebalancing
none
Base Currency
EUR