HomePortfoliosmimic

mimic

Created byuser-h7iveo
None Rebalancing
EUR
Moderate Risk
39.2yr backtest

Performance Summary

Total Return+912.76%
Annualized Return+6.09%
Volatility+10.58%
Sharpe Ratio0.39
Max Drawdown+33.98%

Holdings

Asset Allocation

Asset Class

Bonds 100.0%
Holdings Details
Sustainable balanced portfolio with 100% bond allocation for stable, long-term growth through a diversified multi-asset strategy.
AssetTypeAllocationTER
BE0026480963
BNP Paribas B Pension Sustainable Balanced Classic EUR Acc • BE0026480963
FUND
100.0%1.35%
Total100.0%1.35%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €101,276.24
Histogram of Monthly Returns
The portfolio had a positive return during 265 of the 424 months (63%)
Monthly Returns Heatmap
Best month: +14.2% • Worst month: -11.3% • Best year: 1998 (+37.5%) • Worst year: 2008 (-24.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.0%+1.8%-5.5%+4.2%+3.0%-------+4.3%
2025+2.2%+1.3%-2.7%+0.9%+2.8%-0.5%+0.8%-0.5%+0.7%+1.4%+0.4%+0.7%+7.7%
2024-0.1%+0.5%+2.5%-1.4%+1.9%-1.2%+1.8%+0.4%+1.0%-2.1%+1.6%-0.8%+4.1%
2023+3.8%+0.1%+0.4%-0.1%-0.9%+1.0%+1.0%-1.3%-3.3%-2.2%+5.4%+4.2%+8.0%
2022-3.3%-3.1%-0.8%-1.9%-1.3%-5.5%+5.3%-4.6%-5.5%+3.1%+3.7%-2.5%-15.9%
2021---------+14.2%-1.3%+1.8%+14.8%
2018+1.4%-1.6%-1.0%+1.7%+0.1%-0.3%+1.3%-----+1.5%
2017-1.0%+1.7%+2.0%+1.5%+1.2%-1.4%+0.1%-0.3%+2.1%+1.1%-0.3%-0.2%+6.7%
2016-2.6%-0.8%+1.4%-0.2%+2.3%-2.0%+2.6%+0.5%+0.1%-1.5%-0.9%+3.0%+1.7%
2015+4.7%+3.6%+1.5%-0.3%+1.1%-3.2%+3.3%-4.2%-1.4%+3.7%+1.9%-1.4%+9.4%
2014+0.3%+3.3%+0.6%+0.4%+1.6%+0.3%-0.9%+1.4%-0.3%-0.4%+2.3%+0.8%+9.8%
2013+1.0%+2.0%+0.9%+1.4%+0.5%-2.7%+2.8%-0.4%+2.5%+2.6%+0.5%+0.5%+12.0%
2012+3.3%+2.9%+1.3%-0.9%-1.9%+2.2%+2.3%+1.4%+1.1%+0.5%+1.7%+0.9%+15.6%
2011-0.1%+1.0%-0.7%+1.8%+0.1%-1.7%-1.6%-3.8%-2.0%+1.7%-2.0%+2.4%-5.0%
2010-0.1%+0.4%+3.4%-0.1%-1.6%-1.2%+2.7%+0.4%+2.2%+1.8%-2.2%+2.7%+8.5%
2009-2.0%-3.3%+1.1%+6.9%+1.9%+0.7%+4.4%+3.2%+2.7%-1.3%+0.9%+2.6%+18.9%
2008-5.0%+0.3%-1.7%+2.7%+0.1%-5.8%-0.8%+1.5%-6.4%-8.6%-3.5%+0.4%-24.3%
2007+1.3%-0.7%+1.4%+2.1%+1.5%-0.7%-1.1%-0.9%-0.3%+1.7%-2.7%-0.5%+1.1%
2006+2.8%+2.2%+0.9%+0.5%-3.6%-0.3%+0.8%+1.8%+1.7%+1.6%+0.2%+1.6%+10.5%
2005+2.1%+1.9%+0.6%-1.3%+3.0%+2.6%+2.3%+0.1%+3.2%-3.4%+4.1%+2.6%+19.1%
2004+4.7%+2.6%-1.7%+1.4%+0.4%+1.6%-0.5%+1.5%+2.1%+1.8%+2.7%+2.0%+20.3%
2003-3.7%-4.7%-0.6%+7.3%+3.6%+1.3%+1.8%+1.8%-0.4%+2.8%+0.2%+2.5%+11.9%
2002-0.0%-0.6%+1.1%+0.5%-0.7%-3.8%-5.6%-0.6%-8.9%+2.3%+3.1%-1.2%-14.0%
2001-0.6%+0.8%-3.5%+0.1%+0.5%+2.1%+0.8%-1.1%-5.7%-0.3%+1.7%+3.2%-2.2%
2000-9.3%+0.3%+0.2%+0.8%+1.7%+1.8%+2.7%+2.0%-2.4%+0.6%-3.1%+0.5%-4.9%
1999-2.2%-0.7%-3.0%+0.4%-2.3%-0.1%-2.5%+3.1%-3.4%-0.1%+1.6%+5.4%-4.1%
1998+4.4%+4.2%+5.9%+1.6%+5.0%+4.8%+2.4%-5.6%-3.9%+4.6%+3.0%+6.6%+37.5%
1997+4.5%+3.7%+0.5%+1.3%+2.8%+4.0%+5.6%-6.5%+2.3%-2.8%+3.0%+3.4%+23.3%
1996+3.6%-1.2%-0.7%+3.7%+1.5%+0.1%-1.1%+1.8%+2.4%+0.9%+2.8%+1.1%+15.7%
1995-2.2%-0.0%-0.3%+5.6%+2.4%-0.1%+2.2%+0.8%+1.4%-1.7%+2.7%+4.0%+15.5%
1994+1.7%-1.7%-1.8%+3.2%-1.6%-2.8%+3.6%-1.1%-4.2%+0.1%+1.7%+0.8%-2.3%
1993+4.7%+1.5%+1.3%-1.7%+1.5%+5.0%+4.2%-1.9%-1.3%+6.7%-0.8%+4.6%+25.7%
1992+3.7%+0.9%-1.0%+0.6%+2.2%-1.8%-0.5%-3.3%+2.9%+3.7%-0.7%+1.1%+7.9%
1991-0.0%+7.1%+2.7%+0.5%+0.3%-0.1%-0.5%+0.9%-1.7%+1.2%-0.3%+0.7%+11.1%
1990-4.9%-4.7%-+5.1%+3.4%-+1.2%-6.3%--2.0%-1.2%+0.3%-9.4%
1989+4.2%-2.3%+1.4%+5.1%-1.0%-0.1%+1.1%+2.0%+3.3%-5.1%+1.4%+2.0%+12.3%
1988-+8.6%+0.5%-+1.3%+3.0%--1.0%+3.5%+1.3%+0.3%-+18.4%
1987--+0.0%+1.6%-+2.1%+4.3%+1.1%-2.1%--11.3%-0.2%-5.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.98% • The longest drawdown period lasted for 5 years and 10 months and was between January 1999 and November 2004. It reached a trough of -34.0%.

Detailed Metrics

Returns
Total Return
+912.76%
Annualized Return
+6.09%
Avg Monthly Return
+0.58%
Risk
Volatility (Annual)
+10.58%
Max Drawdown
+33.98%
Positive Months
63%
Average Drawdown
-7.3%
Risk-Adjusted
Sharpe Ratio
0.39
Risk-free rate: 2.0%
Sortino Ratio
0.38
Downside risk adjusted
Return/Volatility
0.58
Calmar Ratio
0.18
Return/Max Drawdown
Ulcer Index
9.59
Drawdown depth & duration
Martin Ratio
0.00
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€101,276.24
Backtest Period
1987-03-31 to 2026-05-27
39.2 years
Rebalancing
none
Base Currency
EUR
mimic | 39-Year Backtest