IKE XTB

moje obecne portfolio

Optimize
None Rebalancing
EUR
Moderate Risk
8.5yr backtest

Performance Summary

Total Return+132.87%
Annualized Return+10.41%
Volatility+15.41%
Sharpe Ratio0.55
Max Drawdown+33.70%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified global ETF portfolio with 60% MSCI World, 20% Europe, 10% Emerging Markets, and 10% Value for long-term growth.
AssetTypeAllocationTER
XDWD.XETRA
Xtrackers MSCI World UCITS ETF 1CIE00BJ0KDQ92
ETF
60.0%0.12%
LYP6.XETRA
Amundi Core Stoxx Europe 600 UCITS ETF AccLU0908500753
ETF
20.0%0.07%
XMME.XETRA
Xtrackers MSCI Emerging Markets UCITS ETF 1CIE00BTJRMP35
ETF
10.0%0.18%
XDEV.XETRA
Xtrackers MSCI World Value UCITS ETF 1CIE00BL25JM42
ETF
10.0%0.25%
Total100.0%0.13%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €23,287.03
Histogram of Monthly Returns
The portfolio had a positive return during 68 of the 104 months (65%)
Monthly Returns Heatmap
Best month: +10.7% • Worst month: -12.2% • Best year: 2019 (+29.0%) • Worst year: 2022 (-12.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.9%+2.2%-5.7%+2.2%--------+0.4%
2025+4.8%-1.1%-6.6%-3.4%+5.8%+0.6%+3.9%+0.1%+2.6%+4.2%+0.0%+0.9%+11.9%
2024+2.5%+3.2%+3.9%-1.8%+1.6%+3.4%+0.6%-0.1%+1.2%+0.1%+5.7%-1.0%+20.8%
2023+5.4%+0.4%-0.1%+0.4%+1.3%+3.5%+2.5%-1.3%-1.3%-3.7%+5.9%+4.0%+18.0%
2022-4.2%-2.2%+3.3%-1.9%-2.6%-6.6%+8.7%-2.1%-6.2%+4.4%+2.4%-5.0%-12.5%
2021+0.7%+3.2%+5.9%+1.4%+0.6%+3.8%+1.0%+2.6%-1.9%+4.4%-0.2%+4.3%+28.5%
2020-1.0%-8.3%-12.2%+8.7%+2.2%+2.2%-0.8%+5.0%-0.9%-2.8%+10.7%+2.1%+2.5%
2019+7.9%+3.3%+2.3%+3.4%-5.2%+4.0%+2.7%-2.0%+3.6%+0.3%+3.8%+2.2%+29.0%
2018+1.5%-2.3%-3.1%+3.8%+2.3%-0.6%+2.6%+0.3%+0.7%-5.2%+0.5%-7.5%-7.4%
2017--------+1.4%+3.3%-0.4%+1.3%+5.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.70% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -15.9%.

Detailed Metrics

Returns
Total Return
+132.87%
Annualized Return
+10.41%
Avg Monthly Return
+0.89%
Risk
Volatility (Annual)
+15.41%
Max Drawdown
+33.70%
Positive Months
65%
Average Drawdown
-5.0%
Risk-Adjusted
Sharpe Ratio
0.55
Risk-free rate: 2.0%
Sortino Ratio
0.49
Downside risk adjusted
Return/Volatility
0.68
Calmar Ratio
0.31
Return/Max Drawdown
Ulcer Index
6.66
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
23,287.03
Backtest Period
2017-09-19 to 2026-04-02
8.5 years
Rebalancing
none
Base Currency
EUR