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None Rebalancing
EUR
Moderate Risk
3.5yr backtest

Performance Summary

Total Return+54.63%
Annualized Return+13.09%
Volatility+12.18%
Sharpe Ratio0.91
Max Drawdown+19.44%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Available investment portfolio in EUR with a buy-and-hold strategy, featuring top global ETFs for a diversified core holding.
AssetTypeAllocationTER
ZA30.XETRA
iShares S&P 500 Scored and Screened UCITS ETF USD (Acc)IE000R9FA4A0
ETF
44.0%0.07%
DBXA.XETRA
Xtrackers MSCI Europe UCITS ETF 1CLU0274209237
ETF
27.0%0.12%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
13.0%0.18%
EUNN.XETRA
iShares Core MSCI Japan IMI UCITS ETFIE00B4L5YX21
ETF
8.0%0.12%
IUSN.F
iShares MSCI World Small Cap UCITS ETFIE00BF4RFH31
ETF
8.0%0.35%
Total100.0%0.12%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €15,462.8
Histogram of Monthly Returns
The portfolio had a positive return during 31 of the 44 months (70%)
Monthly Returns Heatmap
Best month: +5.7% • Worst month: -6.4% • Best year: 2024 (+19.9%) • Worst year: 2022 (-2.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.4%+2.6%-6.4%+2.2%--------+0.6%
2025+3.9%-1.1%-6.4%-3.9%+5.6%+0.8%+4.1%+0.4%+2.6%+4.3%+0.1%+0.9%+11.2%
2024+2.4%+3.1%+3.8%-1.3%+1.6%+3.5%+0.6%-0.4%+1.2%-0.1%+5.5%-1.4%+19.9%
2023+5.4%+0.1%+0.2%+0.5%+1.8%+3.3%+2.6%-1.3%-1.6%-3.4%+5.7%+3.8%+17.8%
2022---------3.8%+4.2%+2.6%-4.9%-2.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +19.44% • The longest drawdown period lasted for 7 months and was between February 2025 and September 2025. It reached a trough of -19.4%.

Detailed Metrics

Returns
Total Return
+54.63%
Annualized Return
+13.09%
Avg Monthly Return
+1.04%
Risk
Volatility (Annual)
+12.18%
Max Drawdown
+19.44%
Positive Months
70%
Average Drawdown
-2.7%
Risk-Adjusted
Sharpe Ratio
0.91
Risk-free rate: 2.0%
Sortino Ratio
0.83
Downside risk adjusted
Return/Volatility
1.07
Calmar Ratio
0.67
Return/Max Drawdown
Ulcer Index
3.60
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
15,462.8
Backtest Period
2022-09-16 to 2026-04-02
3.5 years
Rebalancing
none
Base Currency
EUR