HomePortfoliosBacktests

Backtests

Created byuser-cf52hx
Optimize
Annual Rebalancing
EUR
Moderate Risk
7.4yr backtest

Performance Summary

Total Return+198.08%
Annualized Return+15.85%
Volatility+15.09%
Sharpe Ratio0.92
Max Drawdown+34.49%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified ETF portfolio blending US S&P 500 exposure with global dividend leaders for a balanced equity growth strategy.
AssetTypeAllocationTER
500.PA
Amundi S&P 500 Swap UCITS ETF EUR Acc • LU1681048804
ETF
55.0%0.15%
VDIV.XETRA
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF • NL0011683594
ETF
45.0%0.38%
Total100.0%0.25%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €29,807.87
Histogram of Monthly Returns
The portfolio had a positive return during 62 of the 90 months (69%)
Monthly Returns Heatmap
Best month: +10.2% • Worst month: -12.1% • Best year: 2021 (+34.8%) • Worst year: 2018 (-4.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.5%+2.6%-2.2%+5.3%+2.2%-------+9.6%
2025+4.3%-0.1%-5.4%-4.4%+5.3%+0.1%+4.5%+0.5%+1.8%+3.5%+1.6%+1.3%+13.2%
2024+3.4%+2.5%+4.3%-1.3%+1.6%+3.3%+1.3%-0.6%+1.8%+1.5%+6.3%-0.6%+25.8%
2023+4.2%+0.8%-1.7%+0.9%+1.1%+3.8%+2.6%-0.6%-0.6%-3.2%+5.1%+4.0%+17.3%
2022-0.2%-1.3%+5.1%-0.4%-0.8%-6.4%+7.3%-1.1%-5.0%+5.7%+1.3%-4.0%-0.8%
2021+0.8%+4.0%+7.6%+1.1%+0.1%+3.3%+1.8%+2.7%-1.6%+4.1%+1.2%+5.5%+34.8%
2020+0.0%-9.4%-12.1%+8.9%+1.5%+1.4%-1.6%+6.1%-1.7%-2.6%+10.2%+1.0%-0.6%
2019+7.0%+4.4%+2.3%+3.5%-5.5%+3.5%+4.1%-2.6%+4.4%+0.0%+4.1%+1.1%+28.8%
2018------------4.8%-4.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +34.49% • The longest drawdown period lasted for 12 months and was between February 2020 and February 2021. It reached a trough of -34.5%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (45.0% of total allocation)

Total Dividends Received

€2,424.79

30 payments

Dividend Yield

1.89%

(annualized)

Avg Per Payment

€80.83

per event

All dividends are automatically reinvested at the payment date. The portfolio value shown includes the compounding effect of dividend reinvestment.

Annual Breakdown
Dividend income per calendar year
YearDividends
2026€53.27
2025€468.83
2024€403.42
2023€394.35
2022€375.76
2021€269.70
2020€197.43
2019€222.64
2018€39.39
Total€2,424.79

Detailed Metrics

Returns
Total Return
+198.08%
Annualized Return
+15.85%
Avg Monthly Return
+1.29%
Risk
Volatility (Annual)
+15.09%
Max Drawdown
+34.49%
Positive Months
69%
Average Drawdown
-4.2%
Risk-Adjusted
Sharpe Ratio
0.92
Risk-free rate: 2.0%
Sortino Ratio
0.82
Downside risk adjusted
Return/Volatility
1.05
Calmar Ratio
0.46
Return/Max Drawdown
Ulcer Index
6.12
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€29,807.87
Backtest Period
2018-12-11 to 2026-05-15
7.4 years
Rebalancing
annual
Base Currency
EUR