Optimize
Annual Rebalancing
EUR
Moderate Risk
8.3yr backtest

Performance Summary

Total Return+88.90%
Annualized Return+7.97%
Volatility+11.17%
Sharpe Ratio0.53
Max Drawdown+24.74%

Holdings

Asset Allocation

Asset Class

Equity 70.0%Bonds 30.0%
Holdings Details
Diversified global ETF portfolio with 70% world stocks and 30% hedged global bonds for balanced growth and stability.
AssetTypeAllocationTER
EUNL.XETRA
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
70.0%0.2%
EUNA.XETRA
iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc)IE00BDBRDM35
ETF
30.0%0.1%
Total100.0%0.17%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €18,890.04
Histogram of Monthly Returns
The portfolio had a positive return during 67 of the 101 months (66%)
Monthly Returns Heatmap
Best month: +7.9% • Worst month: -7.7% • Best year: 2019 (+23.5%) • Worst year: 2022 (-13.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.3%+1.1%-4.0%+1.6%---------1.1%
2025+3.2%-1.5%-5.7%-2.4%+4.0%+0.8%+3.3%-0.2%+1.9%+3.2%-0.3%+0.2%+6.4%
2024+2.3%+2.4%+2.9%-2.0%+1.1%+3.8%+0.6%+0.1%+1.2%+0.4%+5.8%-1.1%+18.6%
2023+4.0%-0.1%+0.7%+0.3%+1.5%+2.7%+1.7%-0.5%-1.7%-2.8%+5.1%+3.8%+15.3%
2022-4.3%-1.6%+2.6%-2.7%-2.5%-5.0%+7.9%-2.2%-5.2%+3.1%+0.6%-4.3%-13.6%
2021+0.2%+1.6%+4.4%+1.4%-0.2%+3.6%+1.6%+2.2%-1.7%+3.8%+0.6%+2.9%+22.3%
2020+0.6%-6.0%-7.7%+6.5%+1.8%+1.4%+0.0%+3.7%-0.8%-1.8%+6.7%+1.3%+4.9%
2019+5.8%+2.8%+2.3%+2.5%-3.2%+3.1%+2.8%-0.7%+2.1%-0.1%+3.1%+1.0%+23.5%
2018+0.4%-1.4%-2.4%+2.5%+2.6%+0.2%+1.7%+1.4%+0.3%-3.7%+0.3%-5.7%-4.0%
2017------------0.3%-0.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +24.74% • The longest drawdown period lasted for 2 years and was between January 2022 and January 2024. It reached a trough of -15.0%.

Detailed Metrics

Returns
Total Return
+88.90%
Annualized Return
+7.97%
Avg Monthly Return
+0.67%
Risk
Volatility (Annual)
+11.17%
Max Drawdown
+24.74%
Positive Months
66%
Average Drawdown
-4.4%
Risk-Adjusted
Sharpe Ratio
0.53
Risk-free rate: 2.0%
Sortino Ratio
0.48
Downside risk adjusted
Return/Volatility
0.71
Calmar Ratio
0.32
Return/Max Drawdown
Ulcer Index
5.65
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
18,890.04
Backtest Period
2017-12-14 to 2026-04-02
8.3 years
Rebalancing
annual
Base Currency
EUR