IKE 2

ISAC + CSNDX

Optimize
Quarterly Rebalancing
EUR
Moderate Risk
14.4yr backtest

Performance Summary

Total Return+419.53%
Annualized Return+12.08%
Volatility+16.20%
Sharpe Ratio0.62
Max Drawdown+32.76%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global ETF portfolio blending ISAC and CSNDX for core growth, with EUR base currency and quarterly rebalancing.
AssetTypeAllocationTER
IUSQ.XETRA
iShares MSCI ACWI UCITS ETF USD (Acc)IE00B6R52259
ETF
85.0%0.2%
SXRV.XETRA
iShares Nasdaq 100 UCITS ETF (Acc)IE00B53SZB19
ETF
15.0%0.3%
Total100.0%0.21%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €51,952.55
Histogram of Monthly Returns
The portfolio had a positive return during 117 of the 175 months (67%)
Monthly Returns Heatmap
Best month: +10.3% • Worst month: -10.1% • Best year: 2019 (+32.0%) • Worst year: 2022 (-16.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.1%+0.9%-5.1%+2.5%---------0.8%
2025+4.1%-2.7%-7.9%-3.9%+6.7%+1.4%+5.0%-0.6%+3.2%+4.8%-0.8%+0.3%+8.8%
2024+3.0%+3.8%+3.3%-1.8%+1.2%+5.7%-0.4%-0.5%+1.8%+1.2%+6.8%-0.4%+25.9%
2023+5.6%+0.5%+1.1%-0.2%+3.8%+3.7%+2.7%-0.7%-1.6%-3.5%+6.0%+4.2%+23.1%
2022-5.4%-2.1%+4.1%-3.0%-3.7%-6.2%+10.1%-1.6%-6.0%+3.1%+0.6%-6.1%-16.2%
2021+1.3%+2.5%+5.3%+1.7%-0.6%+5.3%+1.1%+3.3%-2.2%+5.0%+1.1%+3.4%+30.6%
2020+0.1%-8.2%-10.1%+9.9%+2.1%+2.9%+0.3%+6.2%-1.4%-2.3%+9.0%+2.2%+9.1%
2019+8.1%+3.6%+2.8%+3.7%-5.3%+4.0%+3.9%-2.1%+2.9%+0.5%+4.4%+2.2%+32.0%
2018+1.8%-1.6%-3.9%+3.5%+4.0%+0.0%+2.3%+2.1%+0.4%-5.2%+0.7%-8.0%-4.6%
2017-0.3%+5.3%+0.8%-0.6%-0.7%-1.3%-0.3%-0.3%+2.1%+4.0%-0.2%+1.5%+10.1%
2016-7.1%+0.5%+1.6%-0.7%+4.3%-0.8%+4.4%+0.5%+0.6%+0.6%+4.6%+2.3%+10.8%
2015+5.1%+6.5%+2.7%-1.6%+1.8%-4.0%+2.7%-8.5%-3.3%+10.3%+3.8%-4.1%+10.3%
2014-1.7%+3.1%-0.3%+0.0%+4.5%+1.7%+1.5%+4.3%+1.6%+1.4%+3.2%+0.9%+21.7%
2013+1.9%+4.1%+3.8%-0.3%+2.9%-3.6%+2.9%-1.7%+2.6%+4.0%+1.6%+0.2%+19.6%
2012+0.9%+0.7%+0.9%-1.5%-2.6%+1.2%+6.1%+0.3%+0.1%-2.1%+1.1%-0.3%+4.7%
2011---------+0.1%+0.0%+0.6%+0.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +32.76% • The longest drawdown period lasted for 2 years and was between November 2021 and December 2023. It reached a trough of -17.9%.

Detailed Metrics

Returns
Total Return
+419.53%
Annualized Return
+12.08%
Avg Monthly Return
+1.01%
Risk
Volatility (Annual)
+16.20%
Max Drawdown
+32.76%
Positive Months
67%
Average Drawdown
-4.8%
Risk-Adjusted
Sharpe Ratio
0.62
Risk-free rate: 2.0%
Sortino Ratio
0.59
Downside risk adjusted
Return/Volatility
0.75
Calmar Ratio
0.37
Return/Max Drawdown
Ulcer Index
6.34
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
51,952.55
Backtest Period
2011-10-21 to 2026-04-02
14.4 years
Rebalancing
quarterly
Base Currency
EUR