HomePortfoliosd

d

Created byuser-whnqky
None Rebalancing
EUR
Moderate Risk
2.7yr backtest

Performance Summary

Total Return+71.66%
Annualized Return+22.26%
Volatility+14.52%
Sharpe Ratio1.40
Max Drawdown+23.27%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A 100% S&P 500 ETF portfolio for straightforward, long-term growth through broad US large-cap market exposure.
AssetTypeAllocationTER
SPYL.XETRA
State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) • IE000XZSV718
ETF
100.0%0.03%
Total100.0%0.03%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €17,165.56
Histogram of Monthly Returns
The portfolio had a positive return during 20 of the 33 months (61%)
Monthly Returns Heatmap
Best month: +9.4% • Worst month: -9.0% • Best year: 2024 (+32.3%) • Worst year: 2025 (+4.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.5%-0.3%-3.8%+9.4%+6.4%+0.9%+0.9%-----+13.1%
2025+3.8%-3.7%-9.0%-5.3%+6.9%+1.5%+6.1%-1.1%+2.8%+4.8%-0.5%-0.4%+4.7%
2024+4.0%+4.4%+3.6%-2.1%+1.1%+7.0%-0.4%-0.7%+1.7%+2.6%+8.4%-0.8%+32.3%
2023----------+5.4%+4.0%+9.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +23.27% • The longest drawdown period lasted for 8 months and was between February 2025 and October 2025. It reached a trough of -23.3%.

Detailed Metrics

Returns
Total Return
+71.66%
Annualized Return
+22.26%
Avg Monthly Return
+1.73%
Risk
Volatility (Annual)
+14.52%
Max Drawdown
+23.27%
Positive Months
61%
Average Drawdown
-3.9%
Risk-Adjusted
Sharpe Ratio
1.40
Risk-free rate: 2.0%
Sortino Ratio
1.30
Downside risk adjusted
Return/Volatility
1.53
Calmar Ratio
0.96
Return/Max Drawdown
Ulcer Index
5.40
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€17,165.56
Backtest Period
2023-11-01 to 2026-07-10
2.7 years
Rebalancing
none
Base Currency
EUR