Optimize
None Rebalancing
EUR
Low Risk
3.4yr backtest

Performance Summary

Total Return+59.72%
Annualized Return+14.55%
Volatility+9.25%
Sharpe Ratio1.36
Max Drawdown+15.98%

Holdings

Asset Allocation

Asset Class

Equity 85.0%Bonds 15.0%
Holdings Details
Diversified global portfolio with core holdings in international equities, Asia-Pacific, biotechnology, and blockchain ETF for balanced growth.
AssetTypeAllocationTER
LU1333148903
Azvalor Lux SICAV Azvalor International RLU1333148903
FUND
15.0%1.85%
ES0115091037
Bona-Renda FIES0115091037
FUND
15.0%0.6%
LU1599216113
GOLDMAN SACHS GLOBAL SMALL CAP CORE EQUITY PORTFOLIOLU1599216113
FUND
15.0%0.85%
LU1330191542
FundPartner Solutions(Eur)S.A. Magallanes Value Investors UCITS European Equity R in GBLU1330191542
FUND
15.0%1.85%
LU0084617165
Robeco Asia Pacific Equities D LU0084617165
FUND
15.0%1.74%
IE00BLP5S460
Jupiter Merian Global Equity Absolute Return Fund L EUR Hedged AccIE00BLP5S460
FUND
15.0%1.6%
CBUT.XETRA
iShares Blockchain Technology UCITS ETF USD (Acc)IE000RDRMSD1
ETF
5.0%0.5%
IE00B3VXGD32
Polar Capital Funds plc - Biotechnology FundIE00B3VXGD32
FUND
5.0%1.63%
Total100.0%1.38%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €15,971.89
Histogram of Monthly Returns
The portfolio had a positive return during 26 of the 42 months (62%)
Monthly Returns Heatmap
Best month: +7.9% • Worst month: -4.7% • Best year: 2023 (+20.1%) • Worst year: 2022 (+1.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.9%+3.2%-4.6%---------+2.3%
2025+2.9%-1.7%-4.7%-2.4%+6.2%+2.3%+4.0%+2.0%+4.3%+4.3%-0.8%+0.7%+17.9%
2024-2.8%+2.9%+4.3%-2.3%+2.9%+0.6%+1.4%-2.0%+1.1%+0.4%+5.8%-3.3%+9.0%
2023+7.9%+0.8%-2.2%-0.6%-0.0%+3.5%+4.2%-2.6%-0.7%-4.0%+5.1%+7.9%+20.1%
2022---------+2.9%+1.9%-3.5%+1.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +15.98% • The longest drawdown period lasted for 4 months and was between February 2025 and July 2025. It reached a trough of -16.0%.

Detailed Metrics

Returns
Total Return
+59.72%
Annualized Return
+14.55%
Avg Monthly Return
+1.18%
Risk
Volatility (Annual)
+9.25%
Max Drawdown
+15.98%
Positive Months
62%
Average Drawdown
-2.7%
Risk-Adjusted
Sharpe Ratio
1.36
Risk-free rate: 2.0%
Sortino Ratio
1.12
Downside risk adjusted
Return/Volatility
1.57
Calmar Ratio
0.91
Return/Max Drawdown
Ulcer Index
3.48
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
15,971.89
Backtest Period
2022-10-19 to 2026-03-31
3.4 years
Rebalancing
none
Base Currency
EUR