Optimize
Annual Rebalancing
EUR
Moderate Risk
6.5yr backtest

Performance Summary

Total Return+93.36%
Annualized Return+10.65%
Volatility+16.32%
Sharpe Ratio0.53
Max Drawdown+33.98%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Aktuell portfolio: Diversified global ETF mix covering US, Europe, emerging markets, Asia, Japan, and small caps for broad equity exposure.
AssetTypeAllocationTER
SXR8.XETRA
iShares Core S&P 500 UCITS ETF USD (Acc)IE00B5BMR087
ETF
35.0%0.07%
LYP6.XETRA
Amundi Core Stoxx Europe 600 UCITS ETF AccLU0908500753
ETF
20.0%0.07%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
20.0%0.18%
IUSN.XETRA
iShares MSCI World Small Cap UCITS ETFIE00BF4RFH31
ETF
10.0%0.35%
VGEK.XETRA
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) AccumulatingIE00BK5BQZ41
ETF
10.0%0.15%
SXR5.XETRA
iShares MSCI Japan UCITS ETF USD (Acc)IE00B53QDK08
ETF
5.0%0.12%
Total100.0%0.13%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €19,335.83
Histogram of Monthly Returns
The portfolio had a positive return during 48 of the 80 months (60%)
Monthly Returns Heatmap
Best month: +9.9% • Worst month: -12.7% • Best year: 2021 (+24.7%) • Worst year: 2022 (-12.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.0%+3.8%-7.3%+2.3%--------+2.4%
2025+4.2%-1.3%-5.9%-3.3%+5.7%+1.3%+3.9%+0.2%+2.9%+4.8%-0.7%+1.2%+13.2%
2024+1.2%+3.3%+3.6%-1.5%+1.1%+3.8%+0.8%-0.7%+1.9%-0.5%+5.1%-1.5%+17.8%
2023+5.7%-0.7%-0.3%-0.2%+1.3%+3.3%+3.0%-1.9%-1.4%-4.0%+5.7%+4.4%+15.2%
2022-4.4%-1.8%+2.9%-1.6%-2.6%-6.5%+8.3%-1.5%-6.9%+2.9%+3.6%-4.8%-12.7%
2021+1.5%+2.8%+5.3%+1.2%+0.2%+3.7%-0.1%+2.6%-1.8%+3.7%-0.4%+3.9%+24.7%
2020-1.8%-7.9%-12.7%+9.3%+1.8%+3.1%+0.0%+4.5%-0.5%-1.6%+9.9%+3.1%+5.1%
2019--------+0.3%+0.5%+3.5%+2.9%+7.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.98% • The longest drawdown period lasted for 2 years and was between January 2022 and January 2024. It reached a trough of -15.5%.

Detailed Metrics

Returns
Total Return
+93.36%
Annualized Return
+10.65%
Avg Monthly Return
+0.90%
Risk
Volatility (Annual)
+16.32%
Max Drawdown
+33.98%
Positive Months
60%
Average Drawdown
-5.6%
Risk-Adjusted
Sharpe Ratio
0.53
Risk-free rate: 2.0%
Sortino Ratio
0.48
Downside risk adjusted
Return/Volatility
0.65
Calmar Ratio
0.31
Return/Max Drawdown
Ulcer Index
7.32
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
19,335.83
Backtest Period
2019-09-26 to 2026-04-02
6.5 years
Rebalancing
annual
Base Currency
EUR