Optimize
None Rebalancing
EUR
Low Risk
5.9yr backtest

Performance Summary

Total Return+46.68%
Annualized Return+6.66%
Volatility+7.85%
Sharpe Ratio0.59
Max Drawdown+16.58%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified global equity portfolio built with three core ETFs for balanced, long-term growth and ESG exposure.
AssetTypeAllocationTER
NTM.AS
VanEck Multi-Asset Balanced Allocation UCITS ETFNL0009272772
ETF
34.0%0.3%
MODR.XETRA
iShares Moderate Portfolio UCITS ETF EUR (Acc)IE00BLLZQS08
ETF
33.0%0.25%
XQUI.XETRA
Xtrackers Portfolio UCITS ETF 1CLU0397221945
ETF
33.0%0.7%
Total100.0%0.42%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €14,668.37
Histogram of Monthly Returns
The portfolio had a positive return during 47 of the 72 months (65%)
Monthly Returns Heatmap
Best month: +6.7% • Worst month: -5.5% • Best year: 2021 (+13.4%) • Worst year: 2022 (-14.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.9%+1.8%-4.6%+5.2%+4.2%+0.9%-1.7%+1.5%----+9.2%
2025+2.4%+0.2%-3.6%-1.3%+3.1%+0.5%+1.9%+0.2%+1.3%+2.8%-0.3%-0.4%+6.8%
2024+1.0%+0.7%+2.6%-1.8%+0.8%+2.0%+1.3%+0.4%+1.4%-0.5%+3.6%-1.5%+10.2%
2023+4.0%-1.0%-0.3%+0.4%+0.2%+1.8%+1.5%-1.1%-1.6%-2.4%+4.8%+3.8%+10.3%
2022-2.9%-2.1%+1.0%-2.8%-2.2%-4.7%+6.7%-3.2%-5.5%+1.5%+3.0%-3.7%-14.5%
2021+0.4%+0.6%+3.5%+0.7%+0.9%+1.7%+1.3%+1.1%-1.4%+2.5%-0.1%+1.6%+13.4%
2020--------+0.0%-1.4%+6.6%+1.6%+6.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +16.58% • The longest drawdown period lasted for 2 years and 9 months and was between November 2021 and August 2024. It reached a trough of -16.6%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (34.0% of total allocation)

Total Dividends Received

459.41

24 payments

Dividend Yield

0.65%

(annualized)

Avg Per Payment

19.14

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
202665.80
202587.40
202478.54
202360.12
202265.47
202173.42
202028.66
Total459.41

Detailed Metrics

Returns
Total Return
+46.68%
Annualized Return
+6.66%
Avg Monthly Return
+0.56%
Risk
Volatility (Annual)
+7.85%
Max Drawdown
+16.58%
Positive Months
65%
Average Drawdown
-5.1%
Risk-Adjusted
Sharpe Ratio
0.59
Risk-free rate: 2.0%
Sortino Ratio
0.57
Downside risk adjusted
Return/Volatility
0.85
Calmar Ratio
0.40
Return/Max Drawdown
Ulcer Index
6.71
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
14,668.37
Backtest Period
2020-09-10 to 2026-08-21
5.9 years
Rebalancing
none
Base Currency
EUR
Pista | ETF Backtest