Finax

Tracking Finax solution - 100% stocks.

Optimize
Annual Rebalancing
EUR
Moderate Risk
11.8yr backtest

Performance Summary

Total Return+243.33%
Annualized Return+11.03%
Volatility+16.10%
Sharpe Ratio0.56
Max Drawdown+35.35%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Finax 100% stocks portfolio: diversified global ETF allocation across US large-cap, emerging markets, and European equities with annual rebalancing in EUR.
AssetTypeAllocationTER
SXR8.XETRA
iShares Core S&P 500 UCITS ETF USD (Acc)IE00B5BMR087
ETF
39.0%0.07%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
20.0%0.18%
XSX6.XETRA
Xtrackers STOXX Europe 600 UCITS ETF 1CLU0328475792
ETF
20.0%0.2%
SPY4.XETRA
SPDR S&P 400 U.S. Mid Cap UCITS ETF USD Unhedged (Acc)IE00B4YBJ215
ETF
9.0%0.3%
XXSC.XETRA
Xtrackers MSCI Europe Small Cap UCITS ETF 1CLU0322253906
ETF
6.0%0.3%
ZPRR.XETRA
State Street SPDR Russell 2000 U.S. Small Cap UCITS ETF USDIE00BJ38QD84
ETF
6.0%0.3%
Total100.0%0.17%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €34,333.47
Histogram of Monthly Returns
The portfolio had a positive return during 90 of the 142 months (63%)
Monthly Returns Heatmap
Best month: +10.2% • Worst month: -13.7% • Best year: 2019 (+29.8%) • Worst year: 2022 (-13.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.4%+2.4%-6.1%+9.2%--------+7.5%
2025+4.3%-1.8%-6.3%-3.8%+5.9%+1.1%+4.0%-0.0%+2.7%+3.9%-0.2%+0.8%+10.3%
2024+1.5%+3.4%+3.9%-1.5%+1.5%+3.5%+1.2%-0.9%+1.7%+0.3%+5.7%-1.7%+19.9%
2023+5.6%+0.3%-1.1%-0.2%+1.2%+3.7%+3.1%-1.6%-1.9%-4.1%+6.0%+4.7%+16.1%
2022-4.9%-2.1%+3.0%-1.8%-2.9%-6.5%+9.0%-1.6%-6.6%+4.0%+2.2%-5.2%-13.7%
2021+1.8%+3.4%+5.5%+1.7%+0.0%+3.7%+0.4%+2.9%-2.0%+4.3%-0.1%+4.0%+28.5%
2020-1.4%-8.0%-13.7%+10.1%+2.0%+2.6%+0.4%+4.8%-0.9%-1.6%+10.2%+2.8%+4.7%
2019+8.6%+3.5%+2.1%+3.5%-5.5%+4.0%+2.9%-2.4%+3.2%+0.3%+4.1%+2.7%+29.8%
2018+1.5%-2.2%-2.8%+3.2%+3.4%-0.6%+2.4%+1.2%+0.0%-5.7%+1.1%-8.1%-7.1%
2017-0.6%+5.1%+0.9%+0.1%-1.2%-0.8%-0.4%-0.4%+2.9%+3.2%-0.3%+1.5%+10.2%
2016-7.0%+0.8%+2.5%-0.2%+3.6%-0.9%+4.5%+0.6%+0.2%+0.1%+5.1%+2.9%+12.4%
2015+5.6%+6.2%+3.0%-1.2%+1.6%-3.7%+1.4%-8.2%-3.1%+9.0%+3.7%-4.4%+8.8%
2014-------0.5%+4.4%+0.7%+1.2%+2.9%+1.3%+10.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +35.35% • The longest drawdown period lasted for 2 years and was between January 2022 and January 2024. It reached a trough of -16.7%.

Detailed Metrics

Returns
Total Return
+243.33%
Annualized Return
+11.03%
Avg Monthly Return
+0.95%
Risk
Volatility (Annual)
+16.10%
Max Drawdown
+35.35%
Positive Months
63%
Average Drawdown
-5.6%
Risk-Adjusted
Sharpe Ratio
0.56
Risk-free rate: 2.0%
Sortino Ratio
0.52
Downside risk adjusted
Return/Volatility
0.69
Calmar Ratio
0.31
Return/Max Drawdown
Ulcer Index
7.27
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
34,333.47
Backtest Period
2014-07-02 to 2026-04-17
11.8 years
Rebalancing
annual
Base Currency
EUR