HomePortfoliosManu Rente ab Jahr 20

Manu Rente ab Jahr 20

Created byuser-ohgx9f
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None Rebalancing
EUR
Low Risk
4.8yr backtest

Performance Summary

Total Return+26.45%
Annualized Return+5.06%
Volatility+7.71%
Sharpe Ratio0.40
Max Drawdown+16.92%

Holdings

Asset Allocation

Asset Class

Bonds 60.0%Equity 40.0%
Holdings Details
Diversified global portfolio with 60% bonds via a hedged aggregate fund and 40% equities spanning world, emerging, European small-cap, and semiconductor markets.
AssetTypeAllocationTER
VAGF.XETRA
Vanguard Global Aggregate Bond UCITS ETF EUR Hedged Accumulating • IE00BG47KH54
ETF
60.0%0.08%
XDWD.XETRA
Xtrackers MSCI World UCITS ETF 1C • IE00BJ0KDQ92
ETF
23.0%0.12%
AEME.PA
Amundi Core MSCI Emerging Markets UCITS ETF Acc • LU1437017350
ETF
9.0%0.18%
SEC0.XETRA
iShares MSCI Global Semiconductors UCITS ETF USD (Acc) • IE000I8KRLL9
ETF
4.0%0.35%
LYP6.XETRA
Amundi Core Stoxx Europe 600 UCITS ETF Acc • LU0908500753
ETF
2.0%0.07%
IUSN.XETRA
iShares MSCI World Small Cap UCITS ETF • IE00BF4RFH31
ETF
2.0%0.35%
Total100.0%0.11%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €12,645
Histogram of Monthly Returns
The portfolio had a positive return during 35 of the 58 months (60%)
Monthly Returns Heatmap
Best month: +7.3% • Worst month: -5.1% • Best year: 2023 (+11.1%) • Worst year: 2022 (-15.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.4%+1.9%-4.7%+7.3%+3.1%-------+9.9%
2025+2.3%-0.7%-4.0%-1.4%+2.8%+1.5%+2.1%+0.0%+2.6%+3.4%-0.4%+0.3%+8.6%
2024+0.8%+1.4%+2.3%-1.8%+1.1%+2.9%+0.5%+0.2%+1.4%-0.9%+3.0%-0.9%+10.3%
2023+4.0%-1.3%+1.4%-0.3%+1.0%+1.4%+1.2%-1.0%-1.9%-2.3%+4.9%+3.9%+11.1%
2022-3.3%-1.8%-0.2%-3.1%-1.4%-3.9%+5.2%-2.5%-5.1%+0.6%+2.7%-3.2%-15.3%
2021-------+0.3%-1.4%+1.5%+0.6%+1.2%+2.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +16.92% • The longest drawdown period lasted for 2 years and 6 months and was between November 2021 and June 2024. It reached a trough of -16.9%.

Detailed Metrics

Returns
Total Return
+26.45%
Annualized Return
+5.06%
Avg Monthly Return
+0.44%
Risk
Volatility (Annual)
+7.71%
Max Drawdown
+16.92%
Positive Months
60%
Average Drawdown
-6.0%
Risk-Adjusted
Sharpe Ratio
0.40
Risk-free rate: 2.0%
Sortino Ratio
0.39
Downside risk adjusted
Return/Volatility
0.66
Calmar Ratio
0.30
Return/Max Drawdown
Ulcer Index
7.57
Drawdown depth & duration
Martin Ratio
0.00
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,645
Backtest Period
2021-08-06 to 2026-05-08
4.8 years
Rebalancing
none
Base Currency
EUR
Manu Rente ab Jahr 20 | ETF Backtest