Optimize
Annual Rebalancing
EUR
Moderate Risk
6.7yr backtest

Performance Summary

Total Return+78.64%
Annualized Return+9.06%
Volatility+12.80%
Sharpe Ratio0.55
Max Drawdown+27.18%

Holdings

Asset Allocation

Asset Class

Equity 80.0%Bonds 20.0%
Holdings Details
Diversified global ETF portfolio with 80% world stocks and 20% short-term Euro bonds for balanced, long-term growth.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
80.0%0.19%
CBE3.LSE
iShares Euro Government Bond 1-3yr UCITS ETF (Acc)IE00B3VTMJ91
ETF
20.0%0.15%
Total100.0%0.18%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €17,864.05
Histogram of Monthly Returns
The portfolio had a positive return during 51 of the 82 months (62%)
Monthly Returns Heatmap
Best month: +7.2% • Worst month: -8.9% • Best year: 2021 (+22.8%) • Worst year: 2022 (-11.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.1%+1.5%-4.5%+1.7%---------0.4%
2025+3.5%-1.7%-5.7%-2.9%+4.7%+0.8%+3.7%-0.2%+2.4%+3.6%-0.4%+0.3%+7.8%
2024+2.3%+2.9%+2.9%-1.4%+0.9%+4.0%+0.4%-0.2%+1.6%+0.6%+5.6%-0.8%+20.2%
2023+4.0%-0.1%+0.4%+0.0%+1.9%+2.8%+2.2%-0.7%-1.2%-2.7%+4.7%+3.3%+15.2%
2022-3.7%-1.7%+3.0%-1.9%-2.7%-4.8%+7.2%-1.4%-5.0%+2.8%+1.1%-4.5%-11.6%
2021+0.8%+2.3%+4.7%+1.2%-0.1%+3.6%+0.6%+2.4%-1.5%+3.6%+0.3%+3.1%+22.8%
2020-0.5%-6.6%-8.9%+7.2%+1.7%+1.9%-0.1%+4.4%-0.7%-1.5%+7.1%+1.7%+4.3%
2019------+0.0%-1.4%+2.6%+0.0%+3.3%+1.8%+6.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +27.18% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -13.5%.

Detailed Metrics

Returns
Total Return
+78.64%
Annualized Return
+9.06%
Avg Monthly Return
+0.76%
Risk
Volatility (Annual)
+12.80%
Max Drawdown
+27.18%
Positive Months
62%
Average Drawdown
-4.5%
Risk-Adjusted
Sharpe Ratio
0.55
Risk-free rate: 2.0%
Sortino Ratio
0.49
Downside risk adjusted
Return/Volatility
0.71
Calmar Ratio
0.33
Return/Max Drawdown
Ulcer Index
5.90
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
17,864.05
Backtest Period
2019-07-25 to 2026-04-02
6.7 years
Rebalancing
annual
Base Currency
EUR