Optimize
None Rebalancing
EUR
Moderate Risk
5.7yr backtest

Performance Summary

Total Return+132.63%
Annualized Return+16.02%
Volatility+13.06%
Sharpe Ratio1.07
Max Drawdown+19.33%

Holdings

Asset Allocation

Asset Class

Equity 90.0%Money Market 10.0%
Holdings Details
Diversified ETF portfolio blending US & European equities with emerging market value exposure and a EUR cash buffer for stability.
AssetTypeAllocationTER
I500.XETRA
iShares S&P 500 Swap UCITS ETF USD (Acc)IE00BMTX1Y45
ETF
50.0%0.05%
CSX5.LSE
iShares Core EURO STOXX 50 UCITS ETF EUR (Acc)IE00B53L3W79
ETF
25.0%0.1%
5MVL.XETRA
iShares Edge MSCI EM Value Factor UCITS ETF USD (Acc)IE00BG0SKF03
ETF
15.0%0.4%
XEON.XETRA
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1CLU0290358497
ETF
10.0%0.1%
Total100.0%0.12%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €23,263.11
Histogram of Monthly Returns
The portfolio had a positive return during 47 of the 70 months (67%)
Monthly Returns Heatmap
Best month: +9.6% • Worst month: -6.5% • Best year: 2021 (+28.3%) • Worst year: 2022 (-11.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.1%+2.3%-6.0%+8.8%+7.0%-0.6%------+13.7%
2025+4.5%-1.4%-6.2%-4.0%+5.9%+1.4%+4.0%-0.5%+3.1%+4.8%-0.5%+0.7%+11.6%
2024+2.9%+4.4%+3.5%-1.3%+1.6%+4.0%-0.6%-0.1%+1.7%+0.4%+5.0%+0.1%+23.5%
2023+5.4%+0.7%+0.7%+0.5%+1.6%+3.9%+2.3%-1.2%-1.5%-3.1%+6.0%+3.5%+20.0%
2022-3.7%-2.5%+3.2%-2.3%-2.1%-6.5%+8.3%-1.9%-5.6%+4.6%+2.7%-5.0%-11.2%
2021+0.7%+3.5%+6.4%+1.9%+0.2%+3.0%+0.6%+2.7%-1.9%+4.2%+0.1%+4.1%+28.3%
2020--------+0.6%-3.0%+9.6%+1.4%+8.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +19.33% • The longest drawdown period lasted for 1 year and 5 months and was between January 2022 and June 2023. It reached a trough of -15.4%.

Detailed Metrics

Returns
Total Return
+132.63%
Annualized Return
+16.02%
Avg Monthly Return
+1.28%
Risk
Volatility (Annual)
+13.06%
Max Drawdown
+19.33%
Positive Months
67%
Average Drawdown
-3.9%
Risk-Adjusted
Sharpe Ratio
1.07
Risk-free rate: 2.0%
Sortino Ratio
1.01
Downside risk adjusted
Return/Volatility
1.23
Calmar Ratio
0.83
Return/Max Drawdown
Ulcer Index
4.94
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
23,263.11
Backtest Period
2020-09-29 to 2026-06-05
5.7 years
Rebalancing
none
Base Currency
EUR
Allin | +16.0% CAGR | ETF Backtest