HomePortfoliosДети 600 долгосрочный умеренный

Дети 600 долгосрочный умеренный

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None Rebalancing
EUR
Low Risk
5.3yr backtest

Performance Summary

Total Return+45.51%
Annualized Return+7.31%
Volatility+7.72%
Sharpe Ratio0.69
Max Drawdown+13.62%

Holdings

Asset Allocation

Asset Class

Bonds 55.0%Equity 30.0%Precious Metals 7.5%Commodities 7.5%
Holdings Details
A diversified ETF portfolio blending European bonds, US equities, and commodities for balanced exposure across major asset classes.
AssetTypeAllocationTER
LYQ6.XETRA
Amundi Euro Government Bond 10-15Y UCITS ETF AccLU1650489385
ETF
40.0%0.15%
VUAA.XETRA
Vanguard S&P 500 UCITS ETF (USD) AccumulatingIE00BFMXXD54
ETF
30.0%0.07%
ASRE.XETRA
BNP Paribas Easy JPM ESG EMU Government Bond IG 3-5Y UCITS ETF (Acc)LU2244387457
ETF
15.0%0.15%
XGDU.XETRA
Xtrackers IE Physical Gold ETCDE000A2T0VU5
ETC
7.5%0.25%
SXRS.XETRA
iShares Diversified Commodity Swap UCITS ETFIE00BDFL4P12
ETF
7.5%0.19%
Total100.0%0.14%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €14,550.79
Histogram of Monthly Returns
The portfolio had a positive return during 42 of the 65 months (65%)
Monthly Returns Heatmap
Best month: +6.6% • Worst month: -5.2% • Best year: 2024 (+17.2%) • Worst year: 2022 (-13.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.4%+1.3%-2.9%+3.9%+2.9%-1.3%------+6.3%
2025+2.8%-1.1%-4.2%-2.0%+2.6%+0.0%+3.0%-0.5%+2.9%+3.6%+0.6%+0.0%+7.8%
2024+1.5%+1.1%+3.0%-0.8%+0.3%+3.1%+0.6%-0.3%+2.1%+1.3%+5.0%-1.0%+17.2%
2023+2.8%-1.4%+1.6%-0.4%+1.8%+1.2%+1.3%+0.4%-2.2%-0.4%+3.1%+3.1%+11.5%
2022-2.1%-0.7%+2.2%-1.9%-2.7%-4.0%+6.6%-3.2%-4.5%+1.5%+0.5%-5.2%-13.1%
2021--0.7%+2.5%+0.6%+0.2%+1.9%+2.3%+0.9%-0.9%+1.8%+1.5%+1.2%+11.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +13.62% • The longest drawdown period lasted for 2 years and 3 months and was between November 2021 and March 2024. It reached a trough of -13.6%.

Detailed Metrics

Returns
Total Return
+45.51%
Annualized Return
+7.31%
Avg Monthly Return
+0.61%
Risk
Volatility (Annual)
+7.72%
Max Drawdown
+13.62%
Positive Months
65%
Average Drawdown
-4.4%
Risk-Adjusted
Sharpe Ratio
0.69
Risk-free rate: 2.0%
Sortino Ratio
0.66
Downside risk adjusted
Return/Volatility
0.95
Calmar Ratio
0.54
Return/Max Drawdown
Ulcer Index
5.58
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
14,550.79
Backtest Period
2021-02-23 to 2026-06-19
5.3 years
Rebalancing
none
Base Currency
EUR
Дети 600 долгосрочный умеренный | +7.3% CAGR | ETF Backtest