HomePortfoliosMittelfristig -5 J Scalabel

Mittelfristig -5 J Scalabel

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Annual Rebalancing
EUR
Low Risk
4.2yr backtest

Performance Summary

Total Return+23.75%
Annualized Return+5.18%
Volatility+3.98%
Sharpe Ratio0.80
Max Drawdown+5.37%

Holdings

Asset Allocation

Asset Class

Bonds 75.0%Equity 25.0%
Holdings Details
A diversified ETF portfolio blending 75% EUR corporate bonds and 25% global equities for balanced, stable growth.
AssetTypeAllocationTER
IE1A.XETRA
iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Acc)IE000F6G1DE0
ETF
45.0%0.2%
EFRN.XETRA
iShares EUR Floating Rate Bond Advanced UCITS ETF EUR (Dist)IE00BF5GB717
ETF
30.0%0.1%
VGWL.XETRA
Vanguard FTSE All-World UCITS ETF (USD) DistributingIE00B3RBWM25
ETF
25.0%0.19%
Total100.0%0.17%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €12,375
Histogram of Monthly Returns
The portfolio had a positive return during 34 of the 52 months (65%)
Monthly Returns Heatmap
Best month: +3.6% • Worst month: -2.5% • Best year: 2024 (+9.4%) • Worst year: 2022 (-3.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.6%+0.6%-2.1%+2.5%+1.9%+0.5%-0.4%-----+3.7%
2025+1.4%-0.3%-1.9%-0.5%+1.6%+0.4%+1.5%+0.0%+0.9%+1.4%-0.1%+0.1%+4.7%
2024+0.8%+0.8%+1.4%-0.6%+0.5%+1.7%+0.7%+0.2%+1.0%+0.3%+2.4%-0.3%+9.4%
2023+1.7%-0.3%+0.5%+0.3%+0.7%+0.9%+1.2%-0.1%-0.4%-0.6%+2.3%+2.0%+8.3%
2022---+0.0%-1.0%-2.5%+3.6%-1.7%-2.4%+0.7%+1.2%-1.5%-3.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +5.37% • The longest drawdown period lasted for 11 months and was between August 2022 and July 2023. It reached a trough of -5.4%.

Dividend Income

Summary
This portfolio contains 2 distributing ETFs (55.0% of total allocation)

Total Dividends Received

565.90

24 payments

Dividend Yield

1.24%

(annualized)

Avg Per Payment

23.58

per event

All dividends are automatically reinvested at the payment date. The portfolio value shown includes the compounding effect of dividend reinvestment.

Annual Breakdown
Dividend income per calendar year
YearDividends
202668.38
2025142.62
2024180.47
2023134.48
202239.97
Total565.90

Detailed Metrics

Returns
Total Return
+23.75%
Annualized Return
+5.18%
Avg Monthly Return
+0.42%
Risk
Volatility (Annual)
+3.98%
Max Drawdown
+5.37%
Positive Months
65%
Average Drawdown
-1.3%
Risk-Adjusted
Sharpe Ratio
0.80
Risk-free rate: 2.0%
Sortino Ratio
0.77
Downside risk adjusted
Return/Volatility
1.30
Calmar Ratio
0.96
Return/Max Drawdown
Ulcer Index
1.75
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
12,375
Backtest Period
2022-04-29 to 2026-07-17
4.2 years
Rebalancing
annual
Base Currency
EUR