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Created byuser-eols0j
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None Rebalancing
EUR
Low Risk
6.2yr backtest

Performance Summary

Total Return+18.25%
Annualized Return+2.73%
Volatility+1.93%
Sharpe Ratio0.38
Max Drawdown+7.66%

Holdings

Asset Allocation

Asset Class

Bonds 100.0%
Holdings Details
A 100% Euro bond portfolio diversified across inflation-linked, high yield, short-term, and corporate bonds for stability.
AssetTypeAllocationTER
LU0935222652
EURO INFLATION-I/A EUR • LU0935222652
FUND
20.0%0.5%
LU2111936113
DWS Invest ESG Euro High Yield XC • LU2111936113
FUND
20.0%0.6%
ES0170156006
Santalucía Renta Fija Corto Plazo Euro A FI • ES0170156006
FUND
20.0%0.5%
LU1199649895
Bond Short Term EUR T1 Class Z • LU1199649895
FUND
20.0%0.3%
LU0555026250
Ing Euro Credit (Euro Agg. Credit) • LU0555026250
FUND
10.0%0.8%
FR0013241031
Ostrum SRI Euro Bonds 3-5 GP • FR0013241031
FUND
10.0%0.3%
Total100.0%0.49%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €11,825.05
Histogram of Monthly Returns
The portfolio had a positive return during 52 of the 75 months (69%)
Monthly Returns Heatmap
Best month: +2.5% • Worst month: -2.5% • Best year: 2020 (+7.5%) • Worst year: 2022 (-5.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.6%+0.4%-1.3%+0.9%+0.6%+0.3%------+1.5%
2025+0.4%+0.5%-0.3%+0.6%+0.4%+0.4%+0.4%+0.1%+0.2%+0.4%+0.0%+0.0%+3.2%
2024+0.1%-0.3%+0.8%-0.3%+0.3%+0.3%+1.0%+0.4%+0.8%-0.0%+0.8%+0.0%+4.0%
2023+1.1%-0.3%+0.6%+0.2%+0.4%-0.2%+0.8%+0.2%-0.5%+0.4%+1.3%+1.6%+5.7%
2022-0.5%-0.9%+0.0%-1.0%-0.9%-2.4%+2.5%-1.6%-2.5%+0.9%+1.5%-1.1%-5.9%
2021+0.0%-0.3%+0.6%-0.0%+0.2%+0.2%+0.8%-0.0%-0.1%-0.3%+0.3%+0.2%+1.5%
2020---+1.9%+0.8%+1.3%+1.0%+0.3%+0.0%+0.4%+1.3%+0.3%+7.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +7.66% • The longest drawdown period lasted for 2 years and 6 months and was between November 2021 and May 2024. It reached a trough of -7.7%.

Detailed Metrics

Returns
Total Return
+18.25%
Annualized Return
+2.73%
Avg Monthly Return
+0.23%
Risk
Volatility (Annual)
+1.93%
Max Drawdown
+7.66%
Positive Months
69%
Average Drawdown
-1.8%
Risk-Adjusted
Sharpe Ratio
0.38
Risk-free rate: 2.0%
Sortino Ratio
0.38
Downside risk adjusted
Return/Volatility
1.41
Calmar Ratio
0.36
Return/Max Drawdown
Ulcer Index
2.50
Drawdown depth & duration
Martin Ratio
0.00
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€11,825.05
Backtest Period
2020-04-07 to 2026-06-29
6.2 years
Rebalancing
none
Base Currency
EUR
1 | ETF Backtest