HomePortfoliosBCR PROIECT
Optimize
Annual Rebalancing
EUR
Moderate Risk
11.8yr backtest

Performance Summary

Total Return+265.60%
Annualized Return+11.59%
Volatility+15.59%
Sharpe Ratio0.62
Max Drawdown+32.89%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
BCR PROIECT: Diversified ETF portfolio with 45% US, 30% global developed, 25% emerging markets equity for long-term growth.
AssetTypeAllocationTER
SXR8.XETRA
iShares Core S&P 500 UCITS ETF USD (Acc)IE00B5BMR087
ETF
45.0%0.07%
EUNL.F
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
30.0%0.2%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
25.0%0.18%
Total100.0%0.14%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €36,559.72
Histogram of Monthly Returns
The portfolio had a positive return during 92 of the 143 months (64%)
Monthly Returns Heatmap
Best month: +10.5% • Worst month: -11.1% • Best year: 2019 (+30.7%) • Worst year: 2022 (-13.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.7%+1.5%-5.3%+1.8%---------0.5%
2025+3.4%-2.3%-7.0%-4.9%+6.0%+2.2%+5.0%-0.6%+3.3%+4.8%-0.7%+0.1%+8.7%
2024+2.6%+4.0%+3.7%-1.5%+0.8%+6.1%-0.1%-0.8%+2.6%+0.6%+6.5%-0.7%+25.9%
2023+4.5%-0.4%+0.3%-0.6%+3.1%+3.7%+2.6%-0.9%-1.4%-3.5%+5.6%+3.6%+17.5%
2022-4.3%-2.6%+4.0%-2.5%-2.7%-6.2%+9.0%-0.8%-6.6%+3.1%+1.3%-5.5%-13.8%
2021+1.8%+2.8%+5.1%+1.8%-0.3%+4.5%+0.6%+3.2%-1.8%+4.1%+1.3%+3.4%+30.0%
2020-0.9%-8.4%-11.1%+10.5%+1.7%+2.4%+0.8%+5.5%-1.1%-1.4%+8.0%+2.4%+6.3%
2019+8.1%+3.4%+2.4%+3.7%-5.2%+3.8%+3.6%-1.9%+2.8%+0.1%+4.4%+2.7%+30.7%
2018+2.0%-1.7%-3.8%+2.9%+3.4%-0.4%+2.7%+1.8%+0.3%-5.1%+1.7%-7.9%-4.8%
2017-0.1%+5.0%+0.8%-1.1%-1.2%-0.5%-0.4%-0.1%+1.8%+4.3%-0.2%+1.7%+10.3%
2016-6.9%+1.1%+2.6%-0.4%+3.1%+0.4%+4.4%+0.6%+0.2%+0.7%+4.6%+2.5%+13.2%
2015+4.9%+5.9%+2.9%-1.1%+1.6%-4.3%+1.1%-8.5%-2.8%+9.9%+3.0%-3.6%+7.8%
2014-----+0.5%+1.7%+4.5%+1.2%+1.7%+2.6%+1.5%+14.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +32.89% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -15.8%.

Detailed Metrics

Returns
Total Return
+265.60%
Annualized Return
+11.59%
Avg Monthly Return
+0.98%
Risk
Volatility (Annual)
+15.59%
Max Drawdown
+32.89%
Positive Months
64%
Average Drawdown
-5.3%
Risk-Adjusted
Sharpe Ratio
0.62
Risk-free rate: 2.0%
Sortino Ratio
0.57
Downside risk adjusted
Return/Volatility
0.74
Calmar Ratio
0.35
Return/Max Drawdown
Ulcer Index
6.92
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
36,559.72
Backtest Period
2014-06-06 to 2026-04-02
11.8 years
Rebalancing
annual
Base Currency
EUR