HomePortfoliosДети 600 долгосрочный агрессивный

Дети 600 долгосрочный агрессивный

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None Rebalancing
EUR
Moderate Risk
6.4yr backtest

Performance Summary

Total Return+122.59%
Annualized Return+13.38%
Volatility+17.03%
Sharpe Ratio0.67
Max Drawdown+33.90%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A globally diversified ETF portfolio targeting developed, emerging, and US tech markets for comprehensive equity growth.
AssetTypeAllocationTER
VGVF.XETRA
Vanguard FTSE Developed World UCITS ETF AccIE00BK5BQV03
ETF
50.0%0.12%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
25.0%0.18%
IUSN.XETRA
iShares MSCI World Small Cap UCITS ETFIE00BF4RFH31
ETF
15.0%0.35%
QDVE.XETRA
iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)IE00B3WJKG14
ETF
10.0%0.15%
Total100.0%0.17%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €22,259.07
Histogram of Monthly Returns
The portfolio had a positive return during 48 of the 77 months (62%)
Monthly Returns Heatmap
Best month: +10.7% • Worst month: -12.3% • Best year: 2021 (+26.2%) • Worst year: 2022 (-15.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.7%+2.0%-6.1%+10.7%+8.3%+1.7%------+18.8%
2025+3.4%-2.9%-7.6%-3.7%+6.8%+2.2%+5.3%-0.4%+3.7%+5.2%-1.3%+0.4%+10.5%
2024+1.9%+3.9%+3.5%-1.6%+1.4%+5.8%+0.2%-1.0%+2.1%+0.7%+6.3%-1.0%+24.1%
2023+5.9%-0.0%+0.3%-0.7%+3.3%+3.7%+2.9%-1.3%-1.9%-3.8%+6.3%+4.4%+20.2%
2022-4.8%-2.0%+3.1%-2.3%-3.3%-6.2%+9.1%-1.2%-6.8%+2.9%+1.8%-5.6%-15.3%
2021+2.1%+2.7%+4.8%+1.3%-0.5%+4.8%-0.2%+2.8%-1.6%+3.9%+0.5%+3.3%+26.2%
2020--10.6%-12.3%+10.0%+2.0%+3.6%+0.2%+5.5%-0.7%-1.4%+9.2%+3.3%+6.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.90% • The longest drawdown period lasted for 2 years and was between November 2021 and December 2023. It reached a trough of -17.3%.

Detailed Metrics

Returns
Total Return
+122.59%
Annualized Return
+13.38%
Avg Monthly Return
+1.14%
Risk
Volatility (Annual)
+17.03%
Max Drawdown
+33.90%
Positive Months
62%
Average Drawdown
-6.2%
Risk-Adjusted
Sharpe Ratio
0.67
Risk-free rate: 2.0%
Sortino Ratio
0.61
Downside risk adjusted
Return/Volatility
0.79
Calmar Ratio
0.39
Return/Max Drawdown
Ulcer Index
7.81
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
22,259.07
Backtest Period
2020-02-04 to 2026-06-19
6.4 years
Rebalancing
none
Base Currency
EUR
Дети 600 долгосрочный агрессивный | ETF Backtest