Optimize
None Rebalancing
EUR
Moderate Risk
7.2yr backtest

Performance Summary

Total Return+127.00%
Annualized Return+12.10%
Volatility+16.83%
Sharpe Ratio0.60
Max Drawdown+33.53%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity growth portfolio: 50% actively managed global stocks and 50% European ETF for a diversified core investment strategy.
AssetTypeAllocationTER
LU1438969351
T. Rowe Price Funds SICAV - Global Focused Growth Equity Fund A EURLU1438969351
FUND
50.0%1.71%
PR1E.XETRA
Amundi Index Solutions - Amundi Prime Europe UCITS ETF DRLU1931974262
ETF
50.0%0.05%
Total100.0%0.88%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €22,700.27
Histogram of Monthly Returns
The portfolio had a positive return during 56 of the 87 months (64%)
Monthly Returns Heatmap
Best month: +12.8% • Worst month: -11.7% • Best year: 2021 (+20.8%) • Worst year: 2022 (-18.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.5%+2.0%-7.3%+10.1%+2.3%-------+10.3%
2025+6.2%-1.0%-7.3%-2.5%+6.6%+0.5%+2.7%-0.9%+3.0%+6.0%-0.5%+0.2%+12.6%
2024+2.5%+4.6%+4.2%-1.7%+2.3%+2.7%-1.7%+1.1%-0.2%-1.4%+4.1%-0.4%+17.0%
2023+6.6%+0.6%+0.1%+1.0%+1.9%+2.4%+1.9%-1.2%-2.1%-3.6%+6.8%+3.4%+18.6%
2022-5.8%-3.0%+1.9%-2.8%-4.0%-8.1%+10.4%-2.6%-7.8%+4.6%+3.1%-4.5%-18.4%
2021-0.6%+4.6%+3.4%+2.1%+0.3%+3.2%+1.1%+2.4%-1.9%+3.6%-1.3%+2.4%+20.8%
2020+0.9%-8.4%-11.7%+10.8%+4.6%+3.4%+1.6%+4.6%-0.0%-2.8%+12.8%+2.5%+16.5%
2019--+1.4%+3.9%-5.8%+4.0%+2.2%-1.5%+2.3%+1.1%+4.3%+2.2%+14.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.53% • The longest drawdown period lasted for 2 years and 3 months and was between November 2021 and February 2024. It reached a trough of -24.0%.

Detailed Metrics

Returns
Total Return
+127.00%
Annualized Return
+12.10%
Avg Monthly Return
+1.04%
Risk
Volatility (Annual)
+16.83%
Max Drawdown
+33.53%
Positive Months
64%
Average Drawdown
-7.2%
Risk-Adjusted
Sharpe Ratio
0.60
Risk-free rate: 2.0%
Sortino Ratio
0.54
Downside risk adjusted
Return/Volatility
0.72
Calmar Ratio
0.36
Return/Max Drawdown
Ulcer Index
9.29
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
22,700.27
Backtest Period
2019-03-12 to 2026-05-15
7.2 years
Rebalancing
none
Base Currency
EUR