HomePortfoliosFundamental Defensive

Fundamental Defensive

Actually Defensive Set for life. No gold bs.

Optimize
Annual Rebalancing
EUR
Moderate Risk
10.1yr backtest

Performance Summary

Total Return+105.48%
Annualized Return+7.36%
Volatility+12.18%
Sharpe Ratio0.44
Max Drawdown+27.71%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Defensive ETF portfolio for life: 100% global equities in consumer staples, healthcare, and utilities for stable growth.
AssetTypeAllocationTER
XDWS.XETRA
Xtrackers MSCI World Consumer Staples UCITS ETF 1CIE00BM67HN09
ETF
34.0%0.25%
HLTW.PA
Amundi MSCI World Health Care UCITS ETF EUR AccLU0533033238
ETF
33.0%0.3%
XDWU.XETRA
Xtrackers MSCI World Utilities UCITS ETF 1CIE00BM67HQ30
ETF
33.0%0.25%
Total100.0%0.27%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €20,548.19
Histogram of Monthly Returns
The portfolio had a positive return during 74 of the 123 months (60%)
Monthly Returns Heatmap
Best month: +8.4% • Worst month: -7.9% • Best year: 2019 (+25.6%) • Worst year: 2023 (-1.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.5%+7.7%-4.9%+0.5%-1.0%-------+3.4%
2025+4.2%+1.4%-3.4%-3.2%+0.5%-3.2%+2.2%-0.6%+0.3%+3.8%+4.2%-2.5%+3.3%
2024+2.3%+0.6%+3.5%-0.5%+2.1%+0.7%+3.0%+2.3%+0.7%-1.1%+3.8%-4.5%+13.3%
2023-2.2%-0.4%+1.5%+2.2%-2.5%+0.5%+0.9%-1.1%-2.4%-2.2%+2.3%+2.2%-1.5%
2022-4.0%-0.4%+5.2%+3.3%-3.0%-2.3%+6.8%-1.4%-4.7%+3.3%+1.1%-2.8%+0.4%
2021+0.2%-3.0%+8.4%+0.4%+0.1%+3.0%+3.0%+2.6%-3.3%+3.9%+0.5%+6.7%+24.2%
2020+2.7%-7.9%-4.9%+6.3%+0.9%-1.3%+0.4%+0.4%+0.8%-1.6%+4.2%-0.3%-1.2%
2019+4.6%+3.4%+3.6%-0.2%-1.2%+2.5%+2.9%+2.4%+2.4%-1.1%+2.7%+1.3%+25.6%
2018-1.8%-3.1%-0.4%+2.7%+2.1%+2.0%+3.1%+1.5%+0.6%-0.6%+2.8%-6.1%+2.5%
2017-1.6%+6.9%+0.4%-0.8%+1.1%-2.0%-2.3%+0.3%-0.0%+1.8%+0.2%-1.2%+2.6%
2016---0.3%-0.2%+3.9%+2.8%+1.7%-3.2%-0.3%-1.4%+0.0%+3.0%+5.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +27.71% • The longest drawdown period lasted for 1 year and 8 months and was between August 2022 and May 2024. It reached a trough of -14.1%.

Detailed Metrics

Returns
Total Return
+105.48%
Annualized Return
+7.36%
Avg Monthly Return
+0.63%
Risk
Volatility (Annual)
+12.18%
Max Drawdown
+27.71%
Positive Months
60%
Average Drawdown
-5.2%
Risk-Adjusted
Sharpe Ratio
0.44
Risk-free rate: 2.0%
Sortino Ratio
0.41
Downside risk adjusted
Return/Volatility
0.60
Calmar Ratio
0.27
Return/Max Drawdown
Ulcer Index
6.27
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
20,548.19
Backtest Period
2016-03-22 to 2026-05-15
10.1 years
Rebalancing
annual
Base Currency
EUR