Optimize
None Rebalancing
EUR
Moderate Risk
6.8yr backtest

Performance Summary

Total Return+102.19%
Annualized Return+10.90%
Volatility+12.88%
Sharpe Ratio0.69
Max Drawdown+25.30%

Holdings

Asset Allocation

Asset Class

Equity 70.0%Bonds 30.0%
Holdings Details
A diversified ETF portfolio with 70% global equities and 30% hedged bonds for balanced, long-term growth.
AssetTypeAllocationTER
SXR8.XETRA
iShares Core S&P 500 UCITS ETF USD (Acc)IE00B5BMR087
ETF
50.0%0.07%
EUNA.XETRA
iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc)IE00BDBRDM35
ETF
30.0%0.1%
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
20.0%0.19%
Total100.0%0.10%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €20,218.93
Histogram of Monthly Returns
The portfolio had a positive return during 52 of the 83 months (63%)
Monthly Returns Heatmap
Best month: +8.9% • Worst month: -7.3% • Best year: 2021 (+26.2%) • Worst year: 2022 (-14.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.1%+0.4%-3.9%+7.8%+3.7%-------+7.7%
2025+3.4%-2.6%-7.3%-4.0%+5.3%+1.3%+4.8%-0.7%+2.5%+4.0%-0.4%-0.1%+5.4%
2024+3.0%+3.3%+3.1%-2.0%+1.1%+5.4%+0.0%-0.4%+1.6%+1.5%+6.9%-0.9%+24.7%
2023+3.7%+0.1%+0.6%+0.1%+2.7%+3.1%+1.9%+0.0%-1.9%-2.7%+5.2%+3.7%+17.6%
2022-4.8%-1.8%+3.8%-2.8%-3.1%-5.0%+8.9%-1.7%-5.3%+3.6%-0.6%-5.1%-14.0%
2021+0.6%+1.8%+4.9%+1.7%-0.6%+4.1%+1.7%+2.6%-1.7%+4.1%+1.6%+3.1%+26.2%
2020+0.9%-6.1%-7.2%+7.3%+1.5%+1.2%+0.4%+4.3%-1.0%-1.6%+5.9%+1.0%+5.6%
2019------+0.3%-0.6%+1.8%-0.3%+3.4%+1.1%+5.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +25.30% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -15.5%.

Detailed Metrics

Returns
Total Return
+102.19%
Annualized Return
+10.90%
Avg Monthly Return
+0.91%
Risk
Volatility (Annual)
+12.88%
Max Drawdown
+25.30%
Positive Months
63%
Average Drawdown
-4.9%
Risk-Adjusted
Sharpe Ratio
0.69
Risk-free rate: 2.0%
Sortino Ratio
0.63
Downside risk adjusted
Return/Volatility
0.85
Calmar Ratio
0.43
Return/Max Drawdown
Ulcer Index
6.17
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
20,218.93
Backtest Period
2019-07-25 to 2026-05-15
6.8 years
Rebalancing
none
Base Currency
EUR