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IKZE

My single fund IKZE portfolio.

Created byuser-jv0j9y
None Rebalancing
EUR
Moderate Risk
5.3yr backtest

Performance Summary

Total Return+56.72%
Annualized Return+8.83%
Volatility+10.87%
Sharpe Ratio0.63
Max Drawdown+16.79%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
IKZE single ETF portfolio in EUR. Simple, diversified investment strategy for long-term wealth building with minimal management.
AssetTypeAllocationTER
V80A.XETRA
Vanguard LifeStrategy 80% Equity UCITS ETF (EUR) Accumulating • IE00BMVB5R75
ETF
100.0%0.25%
Total100.0%0.25%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €15,672.06
Histogram of Monthly Returns
The portfolio had a positive return during 41 of the 65 months (63%)
Monthly Returns Heatmap
Best month: +8.1% • Worst month: -5.7% • Best year: 2021 (+20.5%) • Worst year: 2022 (-13.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.2%+1.8%-4.9%+1.8%---------0.3%
2025+3.6%-1.7%-5.7%-3.3%+5.0%+1.1%+3.8%-0.2%+2.5%+3.5%-0.4%+0.1%+8.0%
2024+2.3%+2.6%+3.0%-1.8%+1.0%+4.0%+0.4%+0.3%+1.3%+0.4%+5.6%-1.2%+19.3%
2023+4.0%-0.2%+0.4%-0.1%+1.9%+2.9%+2.1%-1.0%-1.5%-3.0%+5.3%+3.7%+15.1%
2022-4.3%-1.9%+2.8%-2.5%-2.7%-5.2%+8.1%-2.1%-5.4%+2.7%+1.4%-4.3%-13.5%
2021-0.2%+1.7%+4.7%+1.1%+0.0%+3.5%+0.9%+2.3%-1.7%+3.5%+0.4%+2.8%+20.5%
2020-----------+1.8%+1.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +16.79% • The longest drawdown period lasted for 2 years and was between December 2021 and January 2024. It reached a trough of -15.3%.

Detailed Metrics

Returns
Total Return
+56.72%
Annualized Return
+8.83%
Avg Monthly Return
+0.74%
Risk
Volatility (Annual)
+10.87%
Max Drawdown
+16.79%
Positive Months
63%
Average Drawdown
-4.7%
Risk-Adjusted
Sharpe Ratio
0.63
Risk-free rate: 2.0%
Sortino Ratio
0.58
Downside risk adjusted
Return/Volatility
0.81
Calmar Ratio
0.53
Return/Max Drawdown
Ulcer Index
5.84
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€15,672.06
Backtest Period
2020-12-10 to 2026-04-02
5.3 years
Rebalancing
none
Base Currency
EUR