IKE

3-fund IKE portfolio

Optimize
Annual Rebalancing
EUR
Moderate Risk
8.3yr backtest

Performance Summary

Total Return+107.33%
Annualized Return+9.18%
Volatility+14.15%
Sharpe Ratio0.51
Max Drawdown+30.32%

Holdings

Asset Allocation

Asset Class

Equity 90.0%Bonds 10.0%
Holdings Details
IKE 3-fund diversified ETF portfolio in EUR with annual rebalancing for long-term wealth building and simplified investing.
AssetTypeAllocationTER
EUNL.XETRA
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
70.0%0.2%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
20.0%0.18%
EUNA.XETRA
iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc)IE00BDBRDM35
ETF
10.0%0.1%
Total100.0%0.19%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €20,733.33
Histogram of Monthly Returns
The portfolio had a positive return during 65 of the 101 months (64%)
Monthly Returns Heatmap
Best month: +8.3% • Worst month: -10.4% • Best year: 2019 (+26.6%) • Worst year: 2022 (-13.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.9%+1.9%-5.5%+1.9%---------0.0%
2025+3.5%-1.8%-6.1%-3.4%+5.2%+1.4%+4.1%-0.3%+3.0%+4.2%-0.7%+0.4%+9.3%
2024+2.1%+3.2%+3.3%-1.3%+0.8%+4.6%+0.3%-0.4%+2.0%+0.4%+5.6%-1.0%+21.1%
2023+4.9%-0.7%+0.4%-0.2%+1.8%+3.3%+2.6%-1.3%-1.4%-3.4%+5.5%+3.7%+15.9%
2022-4.0%-2.1%+2.9%-2.2%-2.9%-5.5%+7.9%-1.3%-6.1%+2.5%+2.1%-4.9%-13.7%
2021+1.1%+2.4%+4.7%+1.3%-0.1%+4.1%+0.4%+2.6%-1.7%+3.9%+0.3%+3.2%+24.3%
2020-0.8%-7.1%-10.4%+8.3%+1.6%+2.6%+0.4%+4.4%-0.7%-1.6%+8.2%+2.2%+5.6%
2019+7.5%+2.8%+2.4%+2.9%-4.6%+3.6%+2.8%-1.8%+2.9%+0.2%+3.5%+2.3%+26.6%
2018+1.4%-1.9%-2.8%+2.8%+2.5%-0.7%+2.2%+0.8%+0.5%-4.8%+1.1%-6.6%-5.9%
2017-----------+0.2%+0.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +30.32% • The longest drawdown period lasted for 2 years and was between January 2022 and January 2024. It reached a trough of -15.3%.

Detailed Metrics

Returns
Total Return
+107.33%
Annualized Return
+9.18%
Avg Monthly Return
+0.78%
Risk
Volatility (Annual)
+14.15%
Max Drawdown
+30.32%
Positive Months
64%
Average Drawdown
-4.9%
Risk-Adjusted
Sharpe Ratio
0.51
Risk-free rate: 2.0%
Sortino Ratio
0.45
Downside risk adjusted
Return/Volatility
0.65
Calmar Ratio
0.30
Return/Max Drawdown
Ulcer Index
6.37
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
20,733.33
Backtest Period
2017-12-14 to 2026-04-02
8.3 years
Rebalancing
annual
Base Currency
EUR