Optimize
None Rebalancing
EUR
Low Risk
6.3yr backtest

Performance Summary

Total Return+25.53%
Annualized Return+3.69%
Volatility+2.91%
Sharpe Ratio0.58
Max Drawdown+8.52%

Holdings

Asset Allocation

Asset Class

Bonds 100.0%
Holdings Details
A 100% Euro bond portfolio diversified across inflation-linked, high-yield, corporate, and short-term fixed income securities.
AssetTypeAllocationTER
LU0935222652
EURO INFLATION-I/A EURLU0935222652
FUND
53.0%0.5%
LU2111936113
DWS Invest ESG Euro High Yield XCLU2111936113
FUND
27.0%0.6%
ES0170156006
Santalucía Renta Fija Corto Plazo Euro A FIES0170156006
FUND
5.0%0.5%
LU0555026250
Ing Euro Credit (Euro Agg. Credit)LU0555026250
FUND
5.0%0.8%
LU0335987698
Eurizon Ef Bond Eur Medium TermLU0335987698
FUND
5.0%0.55%
LU1199649895
Bond Short Term EUR T1 Class ZLU1199649895
FUND
5.0%0.3%
Total100.0%0.53%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €12,553.01
Histogram of Monthly Returns
The portfolio had a positive return during 51 of the 76 months (67%)
Monthly Returns Heatmap
Best month: +3.6% • Worst month: -3.7% • Best year: 2020 (+10.9%) • Worst year: 2022 (-5.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.9%+0.4%-1.3%+1.2%+0.6%+0.2%-0.0%-----+1.9%
2025+0.5%+0.5%-0.4%+0.6%+0.5%+0.5%+0.3%+0.0%+0.2%+0.5%+0.0%-0.1%+3.3%
2024-0.1%-0.4%+1.0%-0.5%+0.3%-0.0%+1.3%+0.3%+0.9%-0.1%+0.9%-0.1%+3.4%
2023+1.1%+0.0%+0.5%+0.1%+0.5%-0.3%+1.0%+0.1%-1.1%+0.4%+1.5%+1.9%+5.8%
2022-0.3%-0.5%+0.7%-0.6%-1.4%-3.0%+3.6%-1.9%-3.7%+1.6%+1.9%-1.9%-5.5%
2021+0.1%-0.7%+1.3%-0.2%+0.5%+0.2%+1.7%-0.1%+0.1%-0.2%+0.6%+0.5%+3.9%
2020---+2.4%+1.1%+2.0%+1.6%+0.2%-0.0%+0.7%+1.9%+0.6%+10.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +8.52% • The longest drawdown period lasted for 2 years and 4 months and was between March 2022 and July 2024. It reached a trough of -8.5%.

Detailed Metrics

Returns
Total Return
+25.53%
Annualized Return
+3.69%
Avg Monthly Return
+0.31%
Risk
Volatility (Annual)
+2.91%
Max Drawdown
+8.52%
Positive Months
67%
Average Drawdown
-1.8%
Risk-Adjusted
Sharpe Ratio
0.58
Risk-free rate: 2.0%
Sortino Ratio
0.58
Downside risk adjusted
Return/Volatility
1.27
Calmar Ratio
0.43
Return/Max Drawdown
Ulcer Index
2.58
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
12,553.01
Backtest Period
2020-04-07 to 2026-07-16
6.3 years
Rebalancing
none
Base Currency
EUR
1 | ETF Backtest