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None Rebalancing
EUR
Low Risk
7.2yr backtest

Performance Summary

Total Return-0.87%
Annualized Return-0.12%
Volatility+3.71%
Sharpe Ratio-0.57
Max Drawdown+15.77%

Holdings

Asset Allocation

Asset Class

Bonds 80.0%Money Market 20.0%
Holdings Details
A diversified EUR-hedged bond & money market ETF portfolio. 80% global/Eurozone bonds, 20% cash for stability and income.
AssetTypeAllocationTER
EUNA.XETRA
iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc)IE00BDBRDM35
ETF
50.0%0.1%
VGEA.XETRA
Vanguard EUR Eurozone Government Bond UCITS ETF AccumulatingIE00BH04GL39
ETF
30.0%0.07%
XEON.XETRA
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1CLU0290358497
ETF
20.0%0.1%
Total100.0%0.09%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €9,913.38
Histogram of Monthly Returns
The portfolio had a positive return during 45 of the 88 months (51%)
Monthly Returns Heatmap
Best month: +2.6% • Worst month: -3.1% • Best year: 2023 (+4.9%) • Worst year: 2022 (-12.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.1%+1.1%-1.8%+0.2%-0.4%--------0.8%
2025+0.1%+0.7%-0.7%+1.0%-0.3%+0.3%-0.0%+0.0%+0.5%+0.6%-0.0%-0.1%+2.1%
2024-0.3%-0.6%+0.7%-1.2%+0.3%+0.6%+1.5%+0.7%+0.9%-1.0%+1.4%-0.9%+2.0%
2023+1.6%-1.6%+1.8%+0.1%-0.1%-0.1%-0.1%+0.0%-1.6%-0.2%+2.5%+2.6%+4.9%
2022-1.3%-1.2%-1.8%-2.7%-0.7%-1.4%+2.5%-3.0%-3.1%-0.1%+1.4%-1.6%-12.5%
2021-0.4%-1.7%+0.1%-0.3%+0.0%+0.4%+1.1%-0.3%-0.9%-0.3%+0.8%-0.7%-2.3%
2020+1.5%+0.5%-1.4%+0.5%+0.3%+0.7%+0.6%-0.7%+0.5%+0.3%+0.4%+0.0%+3.2%
2019--0.2%+1.4%-0.2%+0.9%+1.2%+0.7%+1.9%-0.6%-0.7%-0.3%-0.5%+3.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +15.77% • The longest drawdown period lasted for 5 years and 5 months and was between December 2020 and May 2026. It reached a trough of -15.8%.

Detailed Metrics

Returns
Total Return
-0.87%
Annualized Return
-0.12%
Avg Monthly Return
-0.00%
Risk
Volatility (Annual)
+3.71%
Max Drawdown
+15.77%
Positive Months
51%
Average Drawdown
-6.8%
Risk-Adjusted
Sharpe Ratio
-0.57
Risk-free rate: 2.0%
Sortino Ratio
-0.57
Downside risk adjusted
Return/Volatility
-0.03
Calmar Ratio
-0.01
Return/Max Drawdown
Ulcer Index
8.23
Drawdown depth & duration
Martin Ratio
-0.00
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
9,913.38
Backtest Period
2019-02-19 to 2026-05-15
7.2 years
Rebalancing
none
Base Currency
EUR