HomePortfolios70/30 Portfolio with Europe Tilt

70/30 Portfolio with Europe Tilt

Created byuser-kofyg6
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Annual Rebalancing
EUR
Moderate Risk
6.7yr backtest

Performance Summary

Total Return+65.61%
Annualized Return+7.81%
Volatility+11.14%
Sharpe Ratio0.52
Max Drawdown+24.25%

Holdings

Asset Allocation

Asset Class

Equity 70.0%Bonds 30.0%
Holdings Details
European-focused ETF portfolio with 70% global stocks and 30% bonds for a balanced, diversified core investment strategy.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) Accumulating • IE00BK5BQT80
ETF
55.0%0.19%
MTB.PA
Amundi Euro Government Bond 3-5Y UCITS ETF Acc • LU1650488494
ETF
30.0%0.15%
LYP6.XETRA
Amundi Core Stoxx Europe 600 UCITS ETF Acc • LU0908500753
ETF
15.0%0.07%
Total100.0%0.16%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €16,561.16
Histogram of Monthly Returns
The portfolio had a positive return during 52 of the 82 months (63%)
Monthly Returns Heatmap
Best month: +6.7% • Worst month: -8.3% • Best year: 2021 (+19.1%) • Worst year: 2022 (-12.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.3%+1.8%-4.7%+3.5%--------+1.7%
2025+3.5%-0.5%-4.6%-1.7%+4.0%+0.3%+2.6%+0.1%+1.8%+3.0%-0.1%+0.7%+9.0%
2024+1.7%+2.0%+2.8%-1.4%+1.2%+2.7%+0.8%+0.1%+1.3%-0.2%+4.4%-0.9%+15.3%
2023+4.0%-0.2%+0.7%+0.4%+0.9%+2.1%+1.9%-0.8%-1.4%-2.3%+4.6%+3.4%+13.9%
2022-3.3%-1.8%+1.8%-1.8%-2.1%-4.7%+6.7%-2.5%-5.0%+2.9%+1.9%-4.1%-12.0%
2021+0.3%+1.8%+4.3%+1.1%+0.4%+2.8%+0.9%+2.0%-1.7%+3.1%-0.0%+2.9%+19.1%
2020-0.5%-5.8%-8.3%+5.7%+1.7%+1.9%-0.1%+3.3%-0.6%-1.6%+6.7%+1.6%+3.0%
2019-------0.1%-1.0%+2.3%+0.0%+2.6%+1.6%+5.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +24.25% • The longest drawdown period lasted for 2 years and was between January 2022 and January 2024. It reached a trough of -13.7%.

Detailed Metrics

Returns
Total Return
+65.61%
Annualized Return
+7.81%
Avg Monthly Return
+0.66%
Risk
Volatility (Annual)
+11.14%
Max Drawdown
+24.25%
Positive Months
63%
Average Drawdown
-4.5%
Risk-Adjusted
Sharpe Ratio
0.52
Risk-free rate: 2.0%
Sortino Ratio
0.47
Downside risk adjusted
Return/Volatility
0.70
Calmar Ratio
0.32
Return/Max Drawdown
Ulcer Index
5.78
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€16,561.16
Backtest Period
2019-07-25 to 2026-04-10
6.7 years
Rebalancing
annual
Base Currency
EUR
70/30 Portfolio with Europe Tilt | +7.8% CAGR | ETF Backtest