HomePortfoliosTrajan 2 (EU)

Trajan 2 (EU)

A mix of MSCI World pure, MSCI World 5 factors and ACWI IMI with a touch of TSLA and euro currency

Optimize
Annual Rebalancing
EUR
Moderate Risk
Multi-currency
2.9yr backtest

Performance Summary

Total Return+51.87%
Annualized Return+15.50%
Volatility+13.24%
Sharpe Ratio1.02
Max Drawdown+21.01%

Holdings

Asset Allocation

Asset Class

Equity 88.0%Money Market 12.0%
Holdings Details
Diversified ETF portfolio blending 88% global equities with a multi-factor strategy, plus Tesla and 12% EUR money market stability.
AssetTypeAllocationTER
SPPW.XETRA
SPDR MSCI World UCITS ETFIE00BFY0GT14
ETF
43.0%0.12%
SPYI.XETRA
SPDR MSCI All Country World Investable Market UCITS ETF (Acc)IE00B3YLTY66
ETF
14.0%0.17%
TSLA.US
Tesla IncUS88160R1014
STOCK
14.0%0%
CSH.PA
Amundi EUR Overnight Return UCITS ETF AccFR0010510800
ETF
12.0%0.1%
PRAZ.XETRA
Amundi Prime Eurozone UCITS ETF DR (C)LU2089238112
ETF
10.0%0.05%
GERD.XETRA
L&G Gerd Kommer Multifactor Equity UCITS ETF USD AccumulatingIE0001UQQ933
ETF
7.0%0.45%
Total100.0%0.12%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €15,187.29
Histogram of Monthly Returns
The portfolio had a positive return during 24 of the 36 months (67%)
Monthly Returns Heatmap
Best month: +10.1% • Worst month: -6.8% • Best year: 2024 (+27.2%) • Worst year: 2023 (+5.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.0%+0.7%-4.9%+6.2%+3.7%-------+5.5%
2025+3.5%-5.1%-6.8%-2.2%+7.1%-1.0%+3.0%+0.6%+5.6%+3.5%-1.0%+1.0%+7.7%
2024-1.0%+3.7%+1.6%-1.0%+0.8%+4.1%+2.0%-1.2%+3.5%+0.1%+10.1%+2.3%+27.2%
2023-----+1.3%+2.0%-1.0%-1.4%-5.4%+6.5%+3.4%+5.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +21.01% • The longest drawdown period lasted for 9 months and was between December 2024 and September 2025. It reached a trough of -21.0%.

Detailed Metrics

Returns
Total Return
+51.87%
Annualized Return
+15.50%
Avg Monthly Return
+1.23%
Risk
Volatility (Annual)
+13.24%
Max Drawdown
+21.01%
Positive Months
67%
Average Drawdown
-3.9%
Risk-Adjusted
Sharpe Ratio
1.02
Risk-free rate: 2.0%
Sortino Ratio
0.96
Downside risk adjusted
Return/Volatility
1.17
Calmar Ratio
0.74
Return/Max Drawdown
Ulcer Index
5.26
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
15,187.29
Backtest Period
2023-06-21 to 2026-05-15
2.9 years
Rebalancing
annual
Base Currency
EUR