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None Rebalancing
EUR
High Risk
6.2yr backtest

Performance Summary

Total Return+104.11%
Annualized Return+12.29%
Volatility+21.96%
Sharpe Ratio0.47
Max Drawdown+34.25%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Track my S&P 500 ETF portfolio with 100% VUAA allocation. Monitor US stock market exposure through this Vanguard UCITS ETF investment strategy in EUR.
AssetTypeAllocationTER
VUAA.F
Vanguard S&P 500 UCITS ETF (USD) AccumulatingIE00BFMXXD54
ETF
100.0%0.07%
Total100.0%0.07%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €20,411.35
Histogram of Monthly Returns
The portfolio had a positive return during 44 of the 75 months (59%)
Monthly Returns Heatmap
Best month: +14.8% • Worst month: -12.8% • Best year: 2021 (+41.1%) • Worst year: 2022 (-15.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.2%+0.2%-3.9%+1.3%---------2.7%
2025+3.3%-4.1%-8.3%-4.8%+5.6%+2.9%+5.9%-2.5%+3.4%+5.1%-0.1%-1.3%+3.9%
2024+3.6%+2.2%+4.5%-2.7%+2.1%+7.6%-1.9%+0.7%+1.7%+2.4%+8.9%-1.2%+30.8%
2023+5.4%+0.2%+0.5%-0.5%+4.3%+4.5%+3.1%-1.0%-2.4%-2.0%+6.5%+4.2%+24.7%
2022-6.8%-3.2%+7.6%-3.0%-2.5%-6.5%+11.2%-1.0%-6.0%+6.2%-2.7%-7.4%-15.0%
2021+1.4%+2.6%+6.3%+4.1%-1.7%+5.2%+3.6%+2.4%-2.2%+6.8%+3.0%+3.8%+41.1%
2020--12.8%-10.8%+14.8%+1.4%+1.7%+0.1%+7.2%-2.0%-2.7%+9.8%-0.3%+3.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +34.25% • The longest drawdown period lasted for 1 year and was between August 2022 and September 2023. It reached a trough of -16.2%.

Detailed Metrics

Returns
Total Return
+104.11%
Annualized Return
+12.29%
Avg Monthly Return
+1.08%
Risk
Volatility (Annual)
+21.96%
Max Drawdown
+34.25%
Positive Months
59%
Average Drawdown
-6.2%
Risk-Adjusted
Sharpe Ratio
0.47
Risk-free rate: 2.0%
Sortino Ratio
0.45
Downside risk adjusted
Return/Volatility
0.56
Calmar Ratio
0.36
Return/Max Drawdown
Ulcer Index
7.88
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
20,411.35
Backtest Period
2020-02-04 to 2026-04-02
6.2 years
Rebalancing
none
Base Currency
EUR