Optimize
None Rebalancing
EUR
Moderate Risk
6.7yr backtest

Performance Summary

Total Return+82.93%
Annualized Return+9.39%
Volatility+12.01%
Sharpe Ratio0.62
Max Drawdown+24.41%

Holdings

Asset Allocation

Asset Class

Equity 70.0%Money Market 30.0%
Holdings Details
A diversified ETF portfolio with 70% global stocks and 30% EUR cash for a balanced core strategy and stability.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
70.0%0.19%
XEON.XETRA
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1CLU0290358497
ETF
30.0%0.1%
Total100.0%0.16%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €18,292.99
Histogram of Monthly Returns
The portfolio had a positive return during 52 of the 82 months (63%)
Monthly Returns Heatmap
Best month: +6.8% • Worst month: -7.9% • Best year: 2021 (+20.7%) • Worst year: 2022 (-10.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.0%+1.5%-4.3%+6.8%--------+4.7%
2025+3.5%-1.7%-5.8%-3.1%+4.8%+0.8%+3.8%-0.2%+2.4%+3.6%-0.4%+0.4%+7.8%
2024+2.3%+3.0%+2.9%-1.3%+0.9%+3.9%+0.3%-0.3%+1.5%+0.7%+5.3%-0.8%+19.8%
2023+3.8%+0.0%+0.2%+0.0%+1.8%+2.8%+2.0%-0.7%-1.1%-2.6%+4.4%+3.0%+14.4%
2022-3.6%-1.6%+3.0%-1.8%-2.5%-4.5%+6.8%-1.1%-4.6%+2.6%+1.1%-4.1%-10.5%
2021+0.7%+2.1%+4.2%+1.1%-0.1%+3.3%+0.6%+2.2%-1.4%+3.4%+0.2%+2.9%+20.7%
2020-0.5%-5.9%-7.9%+6.3%+1.4%+1.7%-0.2%+3.9%-0.7%-1.4%+6.3%+1.5%+3.7%
2019------+0.0%-1.3%+2.3%+0.0%+2.9%+1.6%+5.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +24.41% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -12.6%.

Detailed Metrics

Returns
Total Return
+82.93%
Annualized Return
+9.39%
Avg Monthly Return
+0.78%
Risk
Volatility (Annual)
+12.01%
Max Drawdown
+24.41%
Positive Months
63%
Average Drawdown
-4.1%
Risk-Adjusted
Sharpe Ratio
0.62
Risk-free rate: 2.0%
Sortino Ratio
0.55
Downside risk adjusted
Return/Volatility
0.78
Calmar Ratio
0.38
Return/Max Drawdown
Ulcer Index
5.37
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
18,292.99
Backtest Period
2019-07-25 to 2026-04-17
6.7 years
Rebalancing
none
Base Currency
EUR
Auto | +9.4% CAGR | ETF Backtest