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IPS Alternative

None Rebalancing
EUR
High Risk
11.2yr backtest

Performance Summary

Total Return+143.49%
Annualized Return+8.26%
Volatility+22.03%
Sharpe Ratio0.28
Max Drawdown+41.13%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
This portfolio is a 100% US small-cap equity ETF strategy focused on the Russell 2000 index for targeted growth potential.
AssetTypeAllocationTER
XRS2.XETRA
Xtrackers Russell 2000 UCITS ETF 1CIE00BJZ2DD79
ETF
100.0%0.3%
Total100.0%0.30%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €24,348.63
Histogram of Monthly Returns
The portfolio had a positive return during 79 of the 135 months (59%)
Monthly Returns Heatmap
Best month: +15.8% • Worst month: -20.3% • Best year: 2019 (+28.8%) • Worst year: 2022 (-16.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.5%+1.5%-4.4%+11.2%+5.6%+2.9%------+20.0%
2025+4.2%-7.2%-10.0%-7.2%+5.7%+1.9%+5.0%+4.0%+2.1%+4.0%+0.8%-0.3%+1.3%
2024-1.8%+3.9%+4.3%-5.7%+1.7%+1.1%+9.3%-4.6%+0.6%+2.1%+13.4%-7.5%+15.8%
2023+7.6%+2.1%-7.8%-3.3%+1.9%+6.3%+4.8%-2.7%-3.7%-7.4%+6.1%+12.1%+14.8%
2022-10.5%+3.3%+2.8%-3.7%-4.3%-6.2%+13.0%+0.5%-5.4%+7.5%-4.8%-7.6%-16.5%
2021+7.9%+5.9%+3.3%+0.3%-2.2%+5.5%-3.6%+2.4%+0.0%+3.6%-2.4%+2.2%+24.6%
2020-2.1%-8.6%-20.3%+14.2%+2.6%+2.8%-3.0%+6.0%-0.9%+2.0%+15.8%+4.6%+8.2%
2019+11.9%+6.1%-1.2%+3.5%-6.7%+4.0%+4.9%-5.5%+2.9%-0.1%+6.3%+1.0%+28.8%
2018-1.9%-1.3%-0.7%+3.7%+9.5%+0.5%+0.7%+4.7%-2.0%-8.3%+0.5%-13.1%-9.0%
2017-3.8%+5.4%-1.3%-0.7%-5.9%+2.6%-2.6%-2.0%+6.9%+1.5%+1.4%-0.1%+0.5%
2016-11.1%+2.0%+1.7%+0.7%+5.4%-0.9%+6.8%+1.2%+0.6%-2.5%+15.8%+3.4%+23.3%
2015--+0.0%--2.2%-0.9%+0.6%-8.0%-5.3%+7.6%+7.9%-6.6%-7.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +41.13% • The longest drawdown period lasted for 2 years and 8 months and was between November 2021 and July 2024. It reached a trough of -25.8%.

Detailed Metrics

Returns
Total Return
+143.49%
Annualized Return
+8.26%
Avg Monthly Return
+0.83%
Risk
Volatility (Annual)
+22.03%
Max Drawdown
+41.13%
Positive Months
59%
Average Drawdown
-10.2%
Risk-Adjusted
Sharpe Ratio
0.28
Risk-free rate: 2.0%
Sortino Ratio
0.28
Downside risk adjusted
Return/Volatility
0.37
Calmar Ratio
0.20
Return/Max Drawdown
Ulcer Index
12.21
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
24,348.63
Backtest Period
2015-03-30 to 2026-06-15
11.2 years
Rebalancing
none
Base Currency
EUR