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Portfolio 80-20

80% actions sur le monde 20% obligations Objetif: cout minimum

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Annual Rebalancing
EUR
Moderate Risk
5.1yr backtest

Performance Summary

Total Return+62.41%
Annualized Return+10.05%
Volatility+11.99%
Sharpe Ratio0.67
Max Drawdown+17.94%

Holdings

Asset Allocation

Asset Class

Equity 80.0%Bonds 20.0%
Holdings Details
Diversified 80% global stocks, 20% European high-yield bonds ETF portfolio. A low-cost core strategy for balanced growth.
AssetTypeAllocationTER
EUNL.XETRA
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
80.0%0.2%
AYE2.XETRA
iShares EUR High Yield Corporate Bond ESG SRI UCITS ETF EUR (Acc)IE00BJK55C48
ETF
20.0%0.25%
Total100.0%0.21%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €16,241.11
Histogram of Monthly Returns
The portfolio had a positive return during 39 of the 61 months (64%)
Monthly Returns Heatmap
Best month: +9.5% • Worst month: -6.6% • Best year: 2024 (+22.0%) • Worst year: 2022 (-13.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.5%+0.9%-4.4%+6.8%--------+3.5%
2025+3.7%-1.8%-6.6%-3.0%+5.3%+0.7%+4.0%-0.3%+2.1%+3.6%-0.2%+0.3%+7.5%
2024+2.6%+3.0%+3.1%-1.7%+1.2%+4.0%+0.5%-0.1%+1.3%+1.1%+6.3%-0.9%+22.0%
2023+4.3%+0.4%+0.2%+0.3%+2.0%+3.2%+2.1%-0.5%-1.3%-2.8%+5.3%+4.0%+18.2%
2022-4.9%-1.9%+3.7%-2.8%-2.9%-6.4%+9.5%-2.4%-5.0%+3.9%+0.9%-4.6%-13.0%
2021---+1.2%-0.3%+3.9%+1.6%+2.5%-1.6%+4.0%+0.4%+3.6%+16.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +17.94% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -16.1%.

Detailed Metrics

Returns
Total Return
+62.41%
Annualized Return
+10.05%
Avg Monthly Return
+0.85%
Risk
Volatility (Annual)
+11.99%
Max Drawdown
+17.94%
Positive Months
64%
Average Drawdown
-4.6%
Risk-Adjusted
Sharpe Ratio
0.67
Risk-free rate: 2.0%
Sortino Ratio
0.62
Downside risk adjusted
Return/Volatility
0.84
Calmar Ratio
0.56
Return/Max Drawdown
Ulcer Index
5.71
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
16,241.11
Backtest Period
2021-04-01 to 2026-04-24
5.1 years
Rebalancing
annual
Base Currency
EUR
Portfolio 80-20 | +10.1% CAGR | ETF Backtest