HomePortfoliosTrajan 1 (EU)
Optimize
None Rebalancing
EUR
High Risk
Multi-currency
14.9yr backtest

Performance Summary

Total Return+4239.24%
Annualized Return+28.73%
Volatility+40.80%
Sharpe Ratio0.66
Max Drawdown+67.16%

Holdings

Asset Allocation

Asset Class

Equity 88.0%Money Market 12.0%
Holdings Details
Diversified ETF portfolio with 88% global equities and 12% money market for balanced growth and stability.
AssetTypeAllocationTER
EUNL.XETRA
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
58.0%0.2%
SPYI.XETRA
SPDR MSCI All Country World Investable Market UCITS ETF (Acc)IE00B3YLTY66
ETF
15.0%0.17%
TSLA.US
Tesla IncUS88160R1014
STOCK
15.0%0%
CSH.PA
Amundi EUR Overnight Return UCITS ETF AccFR0010510800
ETF
12.0%0.1%
Total100.0%0.15%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €433,923.6
Histogram of Monthly Returns
The portfolio had a positive return during 105 of the 180 months (58%)
Monthly Returns Heatmap
Best month: +61.6% • Worst month: -34.7% • Best year: 2020 (+389.3%) • Worst year: 2022 (-59.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-5.5%-4.6%-5.7%+1.9%+13.9%-5.5%-------6.7%
2025+0.6%-25.6%-14.1%+3.2%+20.5%-10.7%-0.5%+6.6%+29.5%+4.1%-5.5%+3.0%-0.7%
2024-20.3%+7.2%-10.7%+4.4%-3.7%+11.3%+13.9%-8.5%+18.6%-1.9%+38.0%+17.1%+67.4%
2023+33.1%+19.3%-1.4%-19.7%+24.4%+23.4%+1.4%-2.0%-0.7%-18.2%+14.9%+2.3%+83.3%
2022-9.8%-6.5%+23.6%-14.3%-13.6%-8.8%+33.2%-5.2%-1.8%-13.5%-17.1%-34.7%-59.1%
2021+12.1%-13.0%+2.2%+3.4%-11.9%+11.0%+1.0%+7.1%+6.6%+40.2%+4.5%-7.2%+58.1%
2020+33.4%-0.6%-18.1%+36.2%+4.9%+20.9%+20.1%+61.6%-11.4%-8.2%+37.1%+20.5%+389.3%
2019-1.4%+4.4%-5.2%-5.6%-12.6%+9.5%+6.7%-3.8%+5.3%+12.8%+5.2%+13.7%+28.5%
2018+5.1%-1.4%-14.1%+8.5%+1.4%+11.0%-6.7%+1.4%-5.9%+12.1%+2.5%-6.5%+3.8%
2017+7.4%+2.8%+5.3%+5.7%+2.5%+1.9%-8.2%+5.0%-1.0%+0.5%-5.1%+0.8%+17.9%
2016-14.0%+1.0%+7.7%+3.0%-1.7%-2.7%+7.3%-5.4%-1.9%-0.5%+2.2%+7.7%+0.5%
2015+1.4%+3.5%-0.3%+6.3%+7.8%+1.6%+1.2%-9.0%-0.8%-4.4%+9.2%-1.1%+15.0%
2014+8.7%+17.5%-8.4%-0.3%+2.6%+8.1%-2.4%+13.4%-2.6%+0.3%+2.4%-3.1%+39.1%
2013+3.3%+2.1%+5.1%+7.0%+20.9%+1.6%+10.6%+9.6%+7.1%-7.0%-8.8%+6.6%+70.9%
2012+2.9%+4.2%+2.9%-2.3%-2.5%+2.4%+1.8%+0.6%-0.0%-1.7%+3.8%-0.4%+11.8%
2011-------2.4%-7.8%-0.3%+7.4%+2.5%+0.9%-0.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +67.16% • The longest drawdown period lasted for 3 years and 1 month and was between November 2021 and December 2024. It reached a trough of -67.2%.

Detailed Metrics

Returns
Total Return
+4239.24%
Annualized Return
+28.73%
Avg Monthly Return
+2.84%
Risk
Volatility (Annual)
+40.80%
Max Drawdown
+67.16%
Positive Months
58%
Average Drawdown
-17.5%
Risk-Adjusted
Sharpe Ratio
0.66
Risk-free rate: 2.0%
Sortino Ratio
0.67
Downside risk adjusted
Return/Volatility
0.70
Calmar Ratio
0.43
Return/Max Drawdown
Ulcer Index
21.96
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
433,923.6
Backtest Period
2011-07-08 to 2026-06-12
14.9 years
Rebalancing
none
Base Currency
EUR