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Mininaml risk

Created byuser-pqorkc
Optimize
Annual Rebalancing
EUR
Low Risk
3.9yr backtest

Performance Summary

Total Return+14.27%
Annualized Return+3.46%
Volatility+1.48%
Sharpe Ratio0.98
Max Drawdown+2.08%

Holdings

Asset Allocation

Asset Class

Bonds 90.0%Equity 10.0%
Holdings Details
Minimal risk ETF portfolio blending 90% ultrashort Euro bonds and 10% global stocks for stability with modest growth potential.
AssetTypeAllocationTER
ERNX.XETRA
iShares EUR Ultrashort Bond UCITS ETF EUR (Acc) • IE000RHYOR04
ETF
90.0%0.09%
SPYI.XETRA
SPDR MSCI All Country World Investable Market UCITS ETF (Acc) • IE00B3YLTY66
ETF
10.0%0.17%
Total100.0%0.10%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €11,427.5
Histogram of Monthly Returns
The portfolio had a positive return during 38 of the 49 months (78%)
Monthly Returns Heatmap
Best month: +1.1% • Worst month: -0.9% • Best year: 2024 (+5.9%) • Worst year: 2022 (-0.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.3%+0.4%-0.6%+0.3%--------+0.4%
2025+0.8%-0.0%-0.6%-0.2%+0.9%+0.2%+0.8%+0.1%+0.4%+0.6%+0.1%+0.3%+3.3%
2024+0.6%+0.6%+0.8%+0.1%+0.4%+0.7%+0.4%+0.3%+0.5%+0.3%+1.1%+0.0%+5.9%
2023+0.5%+0.2%+0.2%+0.1%+0.4%+0.7%+0.5%+0.3%+0.1%-0.1%+0.8%+0.9%+4.7%
2022---+0.0%-0.4%-0.8%+0.9%-0.1%-0.9%+0.5%+0.4%-0.3%-0.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +2.08% • The longest drawdown period lasted for 8 months and was between August 2022 and April 2023. It reached a trough of -1.6%.

Detailed Metrics

Returns
Total Return
+14.27%
Annualized Return
+3.46%
Avg Monthly Return
+0.27%
Risk
Volatility (Annual)
+1.48%
Max Drawdown
+2.08%
Positive Months
78%
Average Drawdown
-0.4%
Risk-Adjusted
Sharpe Ratio
0.98
Risk-free rate: 2.0%
Sortino Ratio
0.91
Downside risk adjusted
Return/Volatility
2.34
Calmar Ratio
1.66
Return/Max Drawdown
Ulcer Index
0.47
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€11,427.5
Backtest Period
2022-04-29 to 2026-04-02
3.9 years
Rebalancing
annual
Base Currency
EUR