IKE 3

ISAC + CSSPX

Optimize
Quarterly Rebalancing
EUR
Moderate Risk
14.4yr backtest

Performance Summary

Total Return+376.93%
Annualized Return+11.42%
Volatility+15.91%
Sharpe Ratio0.59
Max Drawdown+33.63%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified EUR ETF portfolio combining global and European stocks, rebalanced quarterly for disciplined, long-term growth.
AssetTypeAllocationTER
IUSQ.XETRA
iShares MSCI ACWI UCITS ETF USD (Acc)IE00B6R52259
ETF
85.0%0.2%
SXR8.XETRA
iShares Core S&P 500 UCITS ETF USD (Acc)IE00B5BMR087
ETF
15.0%0.07%
Total100.0%0.18%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €47,692.57
Histogram of Monthly Returns
The portfolio had a positive return during 117 of the 175 months (67%)
Monthly Returns Heatmap
Best month: +9.8% • Worst month: -11.0% • Best year: 2021 (+30.8%) • Worst year: 2022 (-13.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.1%+1.2%-5.1%+2.3%---------0.6%
2025+4.2%-2.5%-7.6%-4.2%+6.3%+1.2%+4.9%-0.4%+2.9%+4.5%-0.5%+0.3%+8.4%
2024+3.0%+3.8%+3.6%-1.8%+1.1%+5.3%+0.1%-0.4%+1.7%+1.2%+6.9%-1.0%+25.7%
2023+4.9%+0.2%+0.2%+0.0%+2.6%+3.7%+2.6%-0.7%-1.6%-3.5%+5.8%+4.0%+19.1%
2022-4.8%-1.9%+4.1%-2.3%-3.4%-6.2%+9.7%-1.5%-5.8%+3.8%+0.8%-5.8%-13.7%
2021+1.2%+3.0%+5.8%+1.6%-0.3%+4.7%+1.1%+3.1%-2.0%+4.8%+0.7%+3.7%+30.8%
2020-0.4%-8.5%-11.0%+9.6%+1.9%+2.2%+0.1%+5.7%-1.1%-2.3%+9.1%+1.9%+5.2%
2019+7.9%+3.6%+2.5%+3.5%-5.0%+3.9%+3.7%-1.9%+3.1%+0.1%+4.3%+2.0%+30.8%
2018+1.5%-1.9%-3.6%+3.5%+3.5%-0.0%+2.4%+1.7%+0.6%-5.0%+0.9%-8.1%-5.2%
2017-0.7%+5.2%+0.6%-0.8%-1.1%-0.8%-0.6%-0.5%+2.4%+3.7%-0.1%+1.5%+8.8%
2016-6.7%+0.7%+1.6%-0.1%+3.9%-0.4%+3.9%+0.4%+0.3%+0.5%+5.1%+2.4%+11.5%
2015+5.0%+6.3%+2.8%-1.8%+1.7%-3.9%+2.3%-8.4%-3.3%+9.8%+3.8%-4.2%+9.0%
2014-1.9%+2.9%+0.2%+0.2%+4.1%+1.6%+1.1%+4.1%+1.5%+1.3%+2.9%+1.1%+20.7%
2013+2.2%+4.2%+3.9%-0.4%+2.7%-3.5%+2.8%-2.2%+2.4%+3.9%+1.6%+0.1%+18.9%
2012+0.4%+0.4%+0.5%-1.4%-2.4%+1.3%+6.1%-0.1%+0.3%-1.5%+0.9%+0.0%+4.3%
2011---------+0.3%+0.2%+1.0%+1.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.63% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -16.4%.

Detailed Metrics

Returns
Total Return
+376.93%
Annualized Return
+11.42%
Avg Monthly Return
+0.96%
Risk
Volatility (Annual)
+15.91%
Max Drawdown
+33.63%
Positive Months
67%
Average Drawdown
-4.7%
Risk-Adjusted
Sharpe Ratio
0.59
Risk-free rate: 2.0%
Sortino Ratio
0.56
Downside risk adjusted
Return/Volatility
0.72
Calmar Ratio
0.34
Return/Max Drawdown
Ulcer Index
6.27
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
47,692.57
Backtest Period
2011-10-21 to 2026-04-02
14.4 years
Rebalancing
quarterly
Base Currency
EUR