HomePortfoliosPORTEFEUILLE OBLIGATAIRE

PORTEFEUILLE OBLIGATAIRE

PORTFOLIO OBLIGATION PERFORMANT

Created byuser-g9ljl6
Optimize
None Rebalancing
EUR
Low Risk
14.1yr backtest

Performance Summary

Total Return+40.19%
Annualized Return+2.42%
Volatility+4.05%
Sharpe Ratio0.10
Max Drawdown+18.78%

Holdings

Asset Allocation

Asset Class

Bonds 100.0%
Holdings Details
Diversified euro bond ETF portfolio balancing government, corporate, and high-yield bonds for steady income and capital preservation.
AssetTypeAllocationTER
XGLE.LSE
Xtrackers II Eurozone Government Bond UCITS ETF 1C • LU0290355717
ETF
30.0%0.07%
EUN5.XETRA
iShares Core EUR Corporate Bond UCITS ETF (Dist) • IE00B3F81R35
ETF
25.0%0.09%
SYBJ.XETRA
State Street SPDR Bloomberg Euro High Yield Bond UCITS ETF EUR Unhedged (Dist) • IE00B6YX5M31
ETF
25.0%0.4%
IBGM.AS
iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist) • IE00B1FZS806
ETF
20.0%0.15%
Total100.0%0.17%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €14,019.04
Histogram of Monthly Returns
The portfolio had a positive return during 105 of the 171 months (61%)
Monthly Returns Heatmap
Best month: +5.2% • Worst month: -5.9% • Best year: 2014 (+10.4%) • Worst year: 2022 (-15.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.5%+0.9%-2.7%+0.5%---------0.8%
2025+0.3%+0.6%-1.4%+1.4%+0.7%-0.0%+0.3%-0.2%+0.5%+0.6%+0.1%-0.2%+2.8%
2024-0.4%-0.6%+0.8%-1.0%+0.2%+0.4%+1.9%+0.4%+1.2%-0.5%+1.8%-0.7%+3.4%
2023+2.3%-1.6%+1.9%+0.0%+0.3%+0.1%+0.3%+0.2%-1.5%+0.3%+3.0%+3.4%+8.9%
2022-1.7%-2.1%-1.7%-3.6%-1.3%-3.7%+5.2%-4.9%-3.3%+0.6%+2.9%-2.7%-15.5%
2021-0.4%-1.1%+0.6%-0.5%-0.0%+0.4%+1.3%-0.4%-0.8%-0.7%+0.7%-0.3%-1.2%
2020+1.3%-0.8%-5.9%+2.8%+0.9%+1.2%+1.0%+0.2%+0.5%+0.6%+1.5%+0.4%+3.4%
2019+1.6%+0.5%+1.6%+0.4%+0.1%+2.2%+1.2%+1.6%-0.5%-0.7%-0.2%-0.1%+7.6%
2018-0.4%-0.1%+0.8%+0.1%-1.1%+0.4%+0.3%-0.3%-0.2%-0.4%-0.4%+0.3%-1.0%
2017-1.1%+1.1%-0.4%+0.7%+0.6%-0.4%+0.6%+0.6%-0.3%+1.1%-0.1%-0.5%+2.0%
2016+1.0%+0.6%+1.4%-0.1%+0.5%+1.3%+1.4%+0.3%-0.1%-1.1%-1.3%+1.1%+5.1%
2015+1.4%+1.0%+0.4%-0.8%-0.9%-2.2%+1.8%-0.9%-0.3%+1.9%+0.5%-1.3%+0.4%
2014+1.7%+0.9%+0.6%+0.9%+0.9%+0.9%+0.7%+1.3%-0.0%+0.3%+1.1%+0.7%+10.4%
2013-0.8%+0.4%+0.7%+2.0%-0.6%-2.1%+1.2%-0.3%+0.9%+1.6%+0.3%-0.7%+2.6%
2012-+1.0%+0.9%-0.5%+0.6%-0.6%+1.7%+1.6%+0.8%+1.0%+1.1%+0.9%+8.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +18.78% • The longest drawdown period lasted for 4 years and 8 months and was between August 2021 and April 2026. It reached a trough of -18.8%.

Dividend Income

Summary
This portfolio contains 3 distributing ETFs (70.0% of total allocation)

Total Dividends Received

€3,167.43

75 payments

Dividend Yield

1.73%

(annualized)

Avg Per Payment

€42.23

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
2026€170.55
2025€412.46
2024€412.61
2023€316.62
2022€149.65
2021€141.96
2020€151.33
2019€169.59
2018€148.04
2017€193.47
2016€191.50
2015€175.39
2014€248.86
2013€201.33
2012€84.08
Total€3,167.43

Detailed Metrics

Returns
Total Return
+40.19%
Annualized Return
+2.42%
Avg Monthly Return
+0.21%
Risk
Volatility (Annual)
+4.05%
Max Drawdown
+18.78%
Positive Months
61%
Average Drawdown
-4.1%
Risk-Adjusted
Sharpe Ratio
0.10
Risk-free rate: 2.0%
Sortino Ratio
0.10
Downside risk adjusted
Return/Volatility
0.60
Calmar Ratio
0.13
Return/Max Drawdown
Ulcer Index
6.02
Drawdown depth & duration
Martin Ratio
0.00
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€14,019.04
Backtest Period
2012-02-08 to 2026-04-02
14.1 years
Rebalancing
none
Base Currency
EUR