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None Rebalancing
EUR
Moderate Risk
6.3yr backtest

Performance Summary

Total Return+127.80%
Annualized Return+14.07%
Volatility+19.56%
Sharpe Ratio0.62
Max Drawdown+33.81%

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 €22,779.74
Histogram of Monthly Returns
The portfolio had a positive return during 46 of the 76 months (61%)
Monthly Returns Heatmap
Best month: +14.7% • Worst month: -11.4% • Best year: 2021 (+39.7%) • Worst year: 2022 (-13.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.2%+0.2%-3.9%+9.9%+2.1%-------+7.7%
2025+3.6%-4.0%-9.1%-4.9%+6.9%+1.6%+6.8%-1.9%+2.9%+5.0%-0.5%-1.3%+3.9%
2024+5.3%+2.5%+5.0%-2.6%+1.3%+6.5%+0.5%-1.1%+0.7%+3.7%+8.6%-1.0%+33.0%
2023+2.5%+2.0%-1.3%+0.5%+5.0%+3.4%+2.2%+0.4%-1.5%-2.8%+6.3%+2.6%+20.7%
2022-6.2%-3.0%+7.2%-2.3%-3.0%-6.6%+10.8%-0.3%-6.7%+5.1%-1.7%-5.3%-13.0%
2021+1.3%+3.5%+5.3%+3.2%-1.0%+6.4%+2.6%+3.6%-2.7%+5.2%+3.9%+3.1%+39.7%
2020--11.4%-11.3%+14.7%+2.7%-0.9%+2.0%+6.2%-1.7%-3.1%+8.5%+1.5%+4.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.81% • The longest drawdown period lasted for 1 year and was between August 2022 and August 2023. It reached a trough of -15.5%.

Detailed Metrics

Returns
Total Return
+127.80%
Annualized Return
+14.07%
Avg Monthly Return
+1.20%
Risk
Volatility (Annual)
+19.56%
Max Drawdown
+33.81%
Positive Months
61%
Average Drawdown
-5.8%
Risk-Adjusted
Sharpe Ratio
0.62
Risk-free rate: 2.0%
Sortino Ratio
0.61
Downside risk adjusted
Return/Volatility
0.72
Calmar Ratio
0.42
Return/Max Drawdown
Ulcer Index
7.56
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
22,779.74
Backtest Period
2020-02-04 to 2026-05-08
6.3 years
Rebalancing
none
Base Currency
EUR