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Malte Beispiel

Created byuser-5dzlim
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None Rebalancing
EUR
Low Risk
Multi-currency
3.7yr backtest

Performance Summary

Total Return+51.20%
Annualized Return+11.89%
Volatility+9.87%
Sharpe Ratio1.00
Max Drawdown+15.95%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity portfolio with 95% developed and 5% emerging markets exposure, diversified across leading active funds and core ETFs.
AssetTypeAllocationTER
DE0009848119
DWS Top Dividende LD • DE0009848119
FUND
22.5%1.45%
IE00BVVHP456
Brown Advisory Global Leaders Fund Dollar Class A Accumulation • IE00BVVHP456
FUND
22.5%1.52%
FR0010148981
Carmignac Investissement A • FR0010148981
FUND
22.5%1.86%
EUNL.XETRA
iShares Core MSCI World UCITS ETF USD (Acc) • IE00B4L5Y983
ETF
22.5%0.2%
LYP6.XETRA
Amundi Core Stoxx Europe 600 UCITS ETF Acc • LU0908500753
ETF
5.0%0.07%
LU0633140644
AB - Emerging Markets Multi-Asset Portfolio A EUR Acc • LU0633140644
FUND
5.0%1.95%
Total100.0%1.23%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €15,120.39
Histogram of Monthly Returns
The portfolio had a positive return during 28 of the 45 months (62%)
Monthly Returns Heatmap
Best month: +6.7% • Worst month: -6.2% • Best year: 2024 (+19.2%) • Worst year: 2022 (-4.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.5%+2.4%-5.5%+6.7%+1.4%-------+6.2%
2025+4.7%-1.7%-5.9%-2.4%+5.7%+0.3%+3.1%-0.3%+2.5%+4.1%-0.3%-0.1%+9.6%
2024+2.6%+4.3%+3.6%-1.8%+1.1%+3.7%-0.5%+0.9%-0.1%+0.4%+5.0%-1.2%+19.2%
2023+4.3%-0.5%+0.4%+0.5%+1.5%+2.6%+2.0%-1.3%-1.5%-2.7%+4.7%+3.8%+14.4%
2022---------6.2%+4.4%+2.3%-5.0%-4.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +15.95% • The longest drawdown period lasted for 8 months and was between September 2022 and May 2023. It reached a trough of -8.1%.

Detailed Metrics

Returns
Total Return
+51.20%
Annualized Return
+11.89%
Avg Monthly Return
+0.97%
Risk
Volatility (Annual)
+9.87%
Max Drawdown
+15.95%
Positive Months
62%
Average Drawdown
-2.7%
Risk-Adjusted
Sharpe Ratio
1.00
Risk-free rate: 2.0%
Sortino Ratio
0.93
Downside risk adjusted
Return/Volatility
1.20
Calmar Ratio
0.75
Return/Max Drawdown
Ulcer Index
3.41
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€15,120.39
Backtest Period
2022-09-07 to 2026-05-13
3.7 years
Rebalancing
none
Base Currency
EUR