None Rebalancing
EUR
High Risk
16.1yr backtest

Performance Summary

Total Return+226.99%
Annualized Return+7.66%
Volatility+20.07%
Sharpe Ratio0.28
Max Drawdown+38.41%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Invest in Europe's top 50 blue-chip companies with this focused ETF portfolio, offering a straightforward core equity holding for growth.
AssetTypeAllocationTER
SXRT.XETRA
iShares Core EURO STOXX 50 UCITS ETF EUR (Acc)IE00B53L3W79
ETF
100.0%0.1%
Total100.0%0.10%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €32,698.94
Histogram of Monthly Returns
The portfolio had a positive return during 115 of the 194 months (59%)
Monthly Returns Heatmap
Best month: +18.1% • Worst month: -16.3% • Best year: 2019 (+30.2%) • Worst year: 2011 (-15.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.8%+3.2%-9.1%+2.3%---------1.4%
2025+8.3%+3.5%-3.7%-1.1%+5.3%-1.0%+0.4%+0.6%+3.3%+2.6%+0.3%+2.3%+22.2%
2024+2.7%+5.1%+4.4%-2.3%+2.2%-1.7%-0.3%+1.7%+1.0%-3.4%-0.3%+1.7%+11.1%
2023+9.5%+1.9%+2.0%+1.7%-2.0%+4.5%+1.7%-3.8%-2.8%-2.8%+8.2%+3.4%+22.5%
2022-3.0%-5.9%-0.4%-2.0%+1.1%-8.8%+7.5%-5.1%-5.6%+9.2%+9.7%-3.8%-8.8%
2021-2.5%+4.6%+7.9%+1.8%+2.6%+0.6%+0.8%+2.5%-3.1%+5.1%-4.3%+6.0%+23.5%
2020-3.2%-8.5%-16.3%+5.4%+5.0%+6.2%-1.6%+3.5%-2.4%-7.4%+18.1%+2.4%-2.9%
2019+5.9%+4.5%+1.9%+5.3%-5.1%+6.0%-0.1%-1.0%+4.2%+1.2%+2.7%+1.9%+30.2%
2018+2.8%-4.5%-2.2%+5.9%-2.3%+0.1%+3.9%-3.9%+0.4%-5.9%-0.8%-5.6%-12.1%
2017-1.5%+2.8%+5.6%+2.1%+1.3%-2.9%+0.2%-0.7%+5.0%+2.0%-2.4%-1.5%+10.2%
2016-7.7%-2.9%+2.1%+1.3%+2.8%-6.1%+4.5%+1.2%-0.5%+1.9%-0.0%+7.8%+3.3%
2015+6.7%+7.4%+3.0%-1.8%+0.1%-3.6%+5.0%-9.2%-5.2%+10.4%+2.7%-5.8%+8.0%
2014-2.4%+4.5%+0.5%+1.7%+3.0%-0.2%-3.4%+1.9%+1.8%-3.3%+4.4%-2.9%+5.3%
2013+3.1%-2.7%-0.4%+4.1%+3.5%-6.1%+6.7%-1.6%+6.6%+6.0%+0.7%+0.7%+21.8%
2012+5.3%+3.9%-1.2%-6.2%-6.6%+7.6%+2.9%+4.8%+0.9%+2.1%+3.1%+2.2%+19.3%
2011+5.4%+0.6%-2.2%+4.0%-4.9%+1.6%-6.3%-13.3%-5.3%+9.4%-1.9%-1.2%-15.1%
2010--+1.1%-3.7%-5.7%-1.0%+6.5%-4.3%+4.8%+3.5%-6.5%+6.2%-0.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +38.41% • The longest drawdown period lasted for 2 years and 2 months and was between February 2011 and May 2013. It reached a trough of -34.2%.

Detailed Metrics

Returns
Total Return
+226.99%
Annualized Return
+7.66%
Avg Monthly Return
+0.72%
Risk
Volatility (Annual)
+20.07%
Max Drawdown
+38.41%
Positive Months
59%
Average Drawdown
-7.9%
Risk-Adjusted
Sharpe Ratio
0.28
Risk-free rate: 2.0%
Sortino Ratio
0.27
Downside risk adjusted
Return/Volatility
0.38
Calmar Ratio
0.20
Return/Max Drawdown
Ulcer Index
10.26
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
32,698.94
Backtest Period
2010-03-11 to 2026-04-02
16.1 years
Rebalancing
none
Base Currency
EUR