Optimize
None Rebalancing
EUR
Low Risk
6.0yr backtest

Performance Summary

Total Return-4.15%
Annualized Return-0.71%
Volatility+4.36%
Sharpe Ratio-0.62
Max Drawdown+16.02%

Holdings

Asset Allocation

Asset Class

Bonds 92.0%Equity 8.0%
Holdings Details
A diversified bond-focused portfolio with 92% Eurozone bonds and 8% global low-volatility equity for stable, risk-managed returns.
AssetTypeAllocationTER
LU2191243505
Schroder International Selection Fund Sustainable EURO Credit C Distribution EURLU2191243505
FUND
27.6%0.55%
LU1050469953
Amundi Index Solutions - Amundi Index J.P. Morgan EMU Govies 1-10 IE-DLU1050469953
FUND
27.6%0.14%
IE00B4WXT741
iShares Euro Government Inflation-Linked Bond Index Fund (IE) Flexible Acc EURIE00B4WXT741
FUND
18.4%0.15%
LU0227145116
AXA World Funds - Euro 10 + LT I Distribution EURLU0227145116
FUND
9.2%0.55%
LU1644422419
DWS Floating Rate Notes FDLU1644422419
FUND
9.2%0.3%
IQQ0.XETRA
iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)IE00B8FHGS14
ETF
8.0%0.3%
Total100.0%0.32%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €9,584.92
Histogram of Monthly Returns
The portfolio had a positive return during 42 of the 72 months (58%)
Monthly Returns Heatmap
Best month: +4.3% • Worst month: -3.9% • Best year: 2023 (+4.9%) • Worst year: 2022 (-14.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.6%+1.5%-2.4%+0.4%+0.9%+0.6%------+1.7%
2025+0.7%+0.8%-2.0%+0.5%+0.4%-0.2%+0.3%-0.4%+0.4%+0.7%+0.1%-2.5%-1.3%
2024+0.0%-0.5%+0.9%-1.1%-0.0%+0.4%+2.1%+0.4%+0.9%-0.4%+2.3%-3.0%+2.0%
2023+1.5%-1.2%+1.2%+0.3%+0.3%+0.0%+0.3%+0.1%-1.9%+0.1%+2.6%+1.4%+4.9%
2022-1.4%-1.8%-0.1%-2.4%-2.2%-2.8%+4.3%-3.7%-3.9%+1.2%+1.9%-3.9%-14.1%
2021-0.2%-1.2%+1.0%-0.4%+0.1%+0.8%+1.8%-0.1%-0.8%-0.1%+0.5%-0.8%+0.6%
2020------+1.1%-0.1%+0.8%+0.6%+0.9%+0.1%+3.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +16.02% • The longest drawdown period lasted for 4 years and 10 months and was between August 2021 and June 2026. It reached a trough of -16.0%.

Detailed Metrics

Returns
Total Return
-4.15%
Annualized Return
-0.71%
Avg Monthly Return
-0.05%
Risk
Volatility (Annual)
+4.36%
Max Drawdown
+16.02%
Positive Months
58%
Average Drawdown
-8.7%
Risk-Adjusted
Sharpe Ratio
-0.62
Risk-free rate: 2.0%
Sortino Ratio
-0.60
Downside risk adjusted
Return/Volatility
-0.16
Calmar Ratio
-0.04
Return/Max Drawdown
Ulcer Index
9.74
Drawdown depth & duration
Martin Ratio
-0.00
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
9,584.92
Backtest Period
2020-07-06 to 2026-06-26
6.0 years
Rebalancing
none
Base Currency
EUR
2 | ETF Backtest