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Auto

Created byuser-pqorkc
Optimize
Annual Rebalancing
EUR
Low Risk
7.0yr backtest

Performance Summary

Total Return+38.69%
Annualized Return+4.80%
Volatility+4.70%
Sharpe Ratio0.60
Max Drawdown+10.57%

Holdings

Asset Allocation

Asset Class

Money Market 70.0%Equity 30.0%
Holdings Details
A diversified ETF portfolio blending 70% EUR money market stability with 30% global equity growth for balanced investing.
AssetTypeAllocationTER
XEON.XETRA
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C • LU0290358497
ETF
70.0%0.1%
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) Accumulating • IE00BK5BQT80
ETF
30.0%0.19%
Total100.0%0.13%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €13,868.52
Histogram of Monthly Returns
The portfolio had a positive return during 56 of the 85 months (66%)
Monthly Returns Heatmap
Best month: +2.6% • Worst month: -3.2% • Best year: 2024 (+10.0%) • Worst year: 2022 (-4.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.5%+0.6%-1.5%+2.6%+2.0%+0.5%-0.3%-----+4.5%
2025+1.5%-0.5%-2.0%-0.9%+1.8%+0.4%+1.5%+0.0%+1.0%+1.5%-0.1%+0.3%+4.4%
2024+1.1%+1.4%+1.3%-0.3%+0.6%+1.7%+0.3%+0.1%+0.8%+0.5%+2.4%-0.2%+10.0%
2023+1.6%+0.1%+0.2%+0.1%+0.9%+1.3%+1.0%-0.1%-0.3%-0.9%+2.0%+1.4%+7.7%
2022-1.4%-0.6%+1.1%-0.7%-1.0%-1.7%+2.4%-0.4%-1.7%+1.0%+0.5%-1.5%-4.1%
2021+0.2%+0.9%+1.7%+0.4%-0.1%+1.4%+0.2%+0.9%-0.7%+1.5%+0.0%+1.3%+8.2%
2020-0.2%-2.5%-3.2%+2.4%+0.5%+0.8%-0.1%+1.6%-0.3%-0.6%+2.5%+0.6%+1.2%
2019------+0.0%-0.6%+0.9%-0.0%+1.2%+0.7%+2.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +10.57% • The longest drawdown period lasted for 1 year and 5 months and was between January 2022 and June 2023. It reached a trough of -5.0%.

Detailed Metrics

Returns
Total Return
+38.69%
Annualized Return
+4.80%
Avg Monthly Return
+0.39%
Risk
Volatility (Annual)
+4.70%
Max Drawdown
+10.57%
Positive Months
66%
Average Drawdown
-1.6%
Risk-Adjusted
Sharpe Ratio
0.60
Risk-free rate: 2.0%
Sortino Ratio
0.54
Downside risk adjusted
Return/Volatility
1.02
Calmar Ratio
0.45
Return/Max Drawdown
Ulcer Index
2.11
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€13,868.52
Backtest Period
2019-07-25 to 2026-07-17
7.0 years
Rebalancing
annual
Base Currency
EUR