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Finary Jeff

Finary Jeff

Optimize
None Rebalancing
EUR
Moderate Risk
5.6yr backtest

Performance Summary

Total Return+57.16%
Annualized Return+8.47%
Volatility+12.94%
Sharpe Ratio0.50
Max Drawdown+22.69%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
EUR portfolio with global ETFs in tech, healthcare, and clean energy for long-term growth and diversification.
AssetTypeAllocationTER
MAGR.XETRA
iShares Growth Portfolio UCITS ETF EUR (Acc)IE00BLLZQ805
ETF
70.0%0.25%
ESEH.PA
BNP Paribas Easy S&P 500 UCITS ETF EUR HedgedFR0013041530
ETF
30.0%0.14%
Total100.0%0.22%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €15,716.1
Histogram of Monthly Returns
The portfolio had a positive return during 44 of the 68 months (65%)
Monthly Returns Heatmap
Best month: +8.5% • Worst month: -7.4% • Best year: 2021 (+21.2%) • Worst year: 2022 (-19.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.2%+0.4%-6.3%+2.1%---------2.8%
2025+3.4%-2.6%-6.0%-1.7%+6.0%+3.0%+3.0%+0.5%+2.6%+2.8%-0.4%+1.0%+11.7%
2024+1.8%+3.2%+2.9%-2.6%+1.6%+4.5%+0.1%+0.8%+1.8%+0.1%+5.0%-1.8%+18.7%
2023+4.7%-1.3%+0.9%+0.7%-0.1%+4.3%+2.3%-1.5%-3.6%-3.5%+7.6%+4.4%+15.4%
2022-5.9%-2.3%+2.7%-5.8%-2.9%-6.9%+8.4%-2.8%-7.4%+3.4%+2.9%-3.6%-19.3%
2021+0.1%+0.5%+3.7%+2.9%+0.7%+2.6%+1.8%+2.5%-3.1%+4.7%-0.3%+3.5%+21.2%
2020---------0.3%-2.5%+8.5%+2.5%+8.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +22.69% • The longest drawdown period lasted for 2 years and 2 months and was between December 2021 and March 2024. It reached a trough of -22.7%.

Detailed Metrics

Returns
Total Return
+57.16%
Annualized Return
+8.47%
Avg Monthly Return
+0.73%
Risk
Volatility (Annual)
+12.94%
Max Drawdown
+22.69%
Positive Months
65%
Average Drawdown
-7.0%
Risk-Adjusted
Sharpe Ratio
0.50
Risk-free rate: 2.0%
Sortino Ratio
0.46
Downside risk adjusted
Return/Volatility
0.65
Calmar Ratio
0.37
Return/Max Drawdown
Ulcer Index
9.05
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
15,716.1
Backtest Period
2020-09-10 to 2026-04-02
5.6 years
Rebalancing
none
Base Currency
EUR