Optimize
None Rebalancing
EUR
Moderate Risk
12.0yr backtest

Performance Summary

Total Return+175.66%
Annualized Return+8.83%
Volatility+18.51%
Sharpe Ratio0.37
Max Drawdown+39.65%

Holdings

Asset Allocation

Asset Class

Equity 85.0%Real Estate 15.0%
Holdings Details
A European-focused ETF portfolio with 85% equity and 15% real estate for diversified exposure to core and financial markets.
AssetTypeAllocationTER
C50.PA
Amundi Core EURO STOXX 50 UCITS ETF EUR AccLU1681047236
ETF
70.0%0.09%
PMEH.PA
Amundi PEA Immobilier Europe (FTSE EPRA/NAREIT) UCITS ETF AccFR0011869304
ETF
15.0%0.4%
BNKE.PA
Amundi Euro Stoxx Banks UCITS ETF AccLU1829219390
ETF
15.0%0.3%
Total100.0%0.17%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €27,565.87
Histogram of Monthly Returns
The portfolio had a positive return during 86 of the 145 months (59%)
Monthly Returns Heatmap
Best month: +18.2% • Worst month: -18.8% • Best year: 2025 (+29.7%) • Worst year: 2018 (-12.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.0%+2.6%-9.9%+6.9%+4.1%+4.4%------+10.5%
2025+7.8%+4.3%-3.1%-0.4%+5.9%-0.8%+1.3%+0.8%+3.3%+2.1%+1.2%+4.3%+29.7%
2024+2.2%+3.4%+5.9%-1.7%+2.8%-2.4%+0.8%+1.6%+1.3%-3.3%-0.5%+3.2%+13.6%
2023+10.4%+1.9%-1.1%+2.2%-2.7%+4.3%+3.0%-3.4%-2.6%-2.7%+8.8%+5.3%+24.5%
2022-2.1%-6.3%-0.0%-2.7%+0.7%-10.1%+7.5%-5.7%-6.6%+8.4%+10.6%-3.5%-11.6%
2021-2.0%+4.7%+6.9%+2.6%+3.2%+0.4%+1.4%+2.7%-3.5%+5.1%-2.9%+5.1%+25.6%
2020-1.9%-8.4%-18.8%+4.6%+4.3%+5.7%-1.4%+3.1%-2.7%-6.4%+18.2%+1.8%-6.3%
2019+5.7%+3.5%+1.7%+4.5%-4.9%+3.9%+0.0%-0.8%+4.6%+1.7%+2.9%+1.5%+26.5%
2018+3.0%-4.7%-1.8%+5.4%-3.2%+0.0%+3.7%-3.7%-0.1%-5.7%-0.8%-4.9%-12.7%
2017-1.5%+2.4%+5.4%+2.6%+1.1%-2.1%+0.4%-0.8%+4.5%+1.9%-2.4%-0.8%+10.8%
2016-8.7%-3.1%+2.8%+1.9%+2.3%-7.8%+4.8%+1.9%-1.2%+1.3%-0.1%+7.7%+0.4%
2015+7.8%+8.0%+3.0%-1.8%+0.1%-4.2%+5.5%-8.2%-4.7%+9.3%+1.6%-5.3%+9.5%
2014------0.7%-2.4%+1.7%+1.2%-2.8%+4.2%-3.9%-2.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +39.65% • The longest drawdown period lasted for 2 years and 1 month and was between April 2015 and May 2017. It reached a trough of -28.5%.

Detailed Metrics

Returns
Total Return
+175.66%
Annualized Return
+8.83%
Avg Monthly Return
+0.81%
Risk
Volatility (Annual)
+18.51%
Max Drawdown
+39.65%
Positive Months
59%
Average Drawdown
-7.8%
Risk-Adjusted
Sharpe Ratio
0.37
Risk-free rate: 2.0%
Sortino Ratio
0.35
Downside risk adjusted
Return/Volatility
0.48
Calmar Ratio
0.22
Return/Max Drawdown
Ulcer Index
10.23
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
27,565.87
Backtest Period
2014-06-25 to 2026-06-19
12.0 years
Rebalancing
none
Base Currency
EUR
Girmar | +8.8% CAGR | ETF Backtest