HomePortfoliosBasic 80 20
Optimize
None Rebalancing
EUR
Moderate Risk
14.5yr backtest

Performance Summary

Total Return+299.43%
Annualized Return+10.00%
Volatility+13.02%
Sharpe Ratio0.61
Max Drawdown+30.47%

Holdings

Asset Allocation

Asset Class

Equity 80.0%Bonds 20.0%
Holdings Details
A diversified ETF portfolio with 80% global equities and 20% Eurozone inflation-linked bonds for balanced growth and protection.
AssetTypeAllocationTER
IUSQ.XETRA
iShares MSCI ACWI UCITS ETF USD (Acc)IE00B6R52259
ETF
80.0%0.2%
DBXK.XETRA
Xtrackers Eurozone Inflation-Linked Bond UCITS ETF 1CLU0290358224
ETF
20.0%0.15%
Total100.0%0.19%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €39,943.1
Histogram of Monthly Returns
The portfolio had a positive return during 117 of the 175 months (67%)
Monthly Returns Heatmap
Best month: +9.0% • Worst month: -10.7% • Best year: 2019 (+26.4%) • Worst year: 2022 (-12.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.2%+1.6%-5.0%+8.1%--------+5.6%
2025+3.9%-2.1%-6.9%-3.5%+5.6%+1.1%+4.3%-0.4%+2.7%+4.1%-0.5%+0.3%+8.3%
2024+2.4%+3.3%+3.3%-1.6%+0.9%+4.4%+0.3%-0.4%+1.7%+0.8%+6.2%-1.1%+22.0%
2023+4.2%+0.0%+0.3%-0.0%+2.2%+3.1%+2.4%-0.9%-1.7%-3.2%+5.4%+3.9%+16.5%
2022-4.1%-1.7%+3.5%-2.0%-3.4%-5.9%+9.0%-1.8%-5.9%+3.5%+1.5%-5.1%-12.7%
2021+1.1%+2.3%+5.2%+1.2%-0.0%+4.0%+1.1%+2.6%-1.7%+4.1%+0.5%+3.2%+26.2%
2020-0.3%-7.4%-10.7%+8.2%+1.8%+2.4%+0.3%+4.6%-0.9%-1.8%+8.3%+1.8%+4.6%
2019+6.8%+2.9%+2.2%+3.0%-4.3%+3.7%+3.3%-1.5%+2.6%+0.1%+3.5%+1.8%+26.4%
2018+1.2%-1.7%-2.7%+2.8%+2.4%+0.0%+2.0%+0.9%+0.4%-4.5%+0.8%-6.6%-5.3%
2017-0.7%+4.3%+0.4%-0.5%-0.8%-0.7%-0.3%-0.3%+1.9%+3.3%-0.0%+1.2%+7.8%
2016-5.5%+0.3%+1.7%-0.1%+3.1%-0.2%+3.5%+0.3%+0.4%+0.1%+3.7%+2.3%+9.7%
2015+4.7%+5.6%+2.5%-1.4%+0.9%-3.6%+2.1%-7.6%-2.7%+8.3%+3.2%-4.0%+7.1%
2014-1.4%+2.5%+0.3%+0.3%+3.6%+1.4%+1.0%+3.4%+0.9%+0.5%+2.6%+0.5%+16.9%
2013+1.4%+3.0%+2.9%+0.3%+1.6%-3.4%+2.3%-1.8%+2.2%+3.3%+1.1%-0.2%+13.3%
2012+0.5%+0.9%-0.1%-1.6%-2.1%+0.9%+5.6%+0.3%+0.7%-0.9%+1.3%+0.5%+5.9%
2011---------+0.1%-1.1%+1.2%+0.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +30.47% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -15.4%.

Detailed Metrics

Returns
Total Return
+299.43%
Annualized Return
+10.00%
Avg Monthly Return
+0.84%
Risk
Volatility (Annual)
+13.02%
Max Drawdown
+30.47%
Positive Months
67%
Average Drawdown
-4.3%
Risk-Adjusted
Sharpe Ratio
0.61
Risk-free rate: 2.0%
Sortino Ratio
0.57
Downside risk adjusted
Return/Volatility
0.77
Calmar Ratio
0.33
Return/Max Drawdown
Ulcer Index
5.82
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
39,943.1
Backtest Period
2011-10-21 to 2026-04-30
14.5 years
Rebalancing
none
Base Currency
EUR
Basic 80 20 | +10.0% CAGR | ETF Backtest