HomePortfoliosFixed income one

Fixed income one

Created byuser-pqorkc
None Rebalancing
EUR
Low Risk
3.2yr backtest

Performance Summary

Total Return+6.38%
Annualized Return+1.96%
Volatility+3.65%
Sharpe Ratio-0.01
Max Drawdown+4.81%

Holdings

Asset Allocation

Asset Class

Bonds 100.0%
Holdings Details
Fixed income portfolio for stable returns, investing 100% in the Fixed Income One I fund for capital preservation and predictable yield.
AssetTypeAllocationTER
AT0000A347R1
Fixed Income One I • AT0000A347R1
FUND
100.0%0.45%
Total100.0%0.45%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €10,638
Histogram of Monthly Returns
The portfolio had a positive return during 27 of the 40 months (68%)
Monthly Returns Heatmap
Best month: +2.2% • Worst month: -2.8% • Best year: 2023 (+5.0%) • Worst year: 2026 (-2.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.7%+0.8%-2.5%-2.0%+1.2%+0.8%-1.2%+0.3%-----2.1%
2025+0.3%+0.7%-1.1%-2.8%+0.6%+0.2%+0.7%+0.1%+0.4%+0.8%-0.3%-0.2%-0.7%
2024+0.1%-0.2%+1.0%-1.1%+0.3%+0.6%+1.0%+0.4%+0.8%+0.2%+1.1%-0.0%+4.1%
2023----+0.0%-0.1%+0.6%+0.2%-0.4%+0.5%+1.8%+2.2%+5.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +4.81% • The longest drawdown period lasted for 1 year and 5 months and was between March 2025 and August 2026. It reached a trough of -4.8%.

Detailed Metrics

Returns
Total Return
+6.38%
Annualized Return
+1.96%
Avg Monthly Return
+0.16%
Risk
Volatility (Annual)
+3.65%
Max Drawdown
+4.81%
Positive Months
68%
Average Drawdown
-1.4%
Risk-Adjusted
Sharpe Ratio
-0.01
Risk-free rate: 2.0%
Sortino Ratio
-0.01
Downside risk adjusted
Return/Volatility
0.54
Calmar Ratio
0.41
Return/Max Drawdown
Ulcer Index
1.72
Drawdown depth & duration
Martin Ratio
-0.00
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€10,638
Backtest Period
2023-05-31 to 2026-08-07
3.2 years
Rebalancing
none
Base Currency
EUR