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Portfolio DB II

Optimize
Annual Rebalancing
EUR
Moderate Risk
Multi-currency
7.6yr backtest

Performance Summary

Total Return+242.52%
Annualized Return+17.50%
Volatility+16.14%
Sharpe Ratio0.96
Max Drawdown+33.48%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global equity ETF portfolio blending US, European, and emerging markets with core and value factor strategies for growth.
AssetTypeAllocationTER
CSPX.AS
iShares Core S&P 500 UCITS ETF USD (Acc)IE00B5BMR087
ETF
40.0%0.07%
CEMS.XETRA
iShares Edge MSCI Europe Value Factor UCITS ETFIE00BQN1K901
ETF
25.0%0.25%
CNDX.AS
iShares Nasdaq 100 UCITS ETF (Acc)IE00B53SZB19
ETF
20.0%0.3%
EMVL.LSE
iShares Edge MSCI EM Value Factor UCITS ETF USD (Acc)IE00BG0SKF03
ETF
15.0%0.4%
Total100.0%0.21%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €34,251.73
Histogram of Monthly Returns
The portfolio had a positive return during 61 of the 92 months (66%)
Monthly Returns Heatmap
Best month: +10.5% • Worst month: -11.3% • Best year: 2021 (+32.5%) • Worst year: 2022 (-14.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.5%+2.5%-5.7%+10.5%+8.5%+0.8%-2.6%+2.0%----+18.8%
2025+3.9%-1.2%-6.5%-3.6%+6.9%+1.7%+4.8%-0.0%+2.8%+5.8%-0.2%+1.3%+15.8%
2024+2.7%+3.7%+3.5%-0.6%+2.2%+4.6%-0.6%-0.6%+1.8%+0.8%+5.5%+0.9%+26.3%
2023+6.3%+1.5%+0.5%+0.1%+3.3%+4.0%+3.0%-0.9%-1.1%-4.0%+6.3%+3.7%+24.5%
2022-3.2%-2.5%+3.5%-2.9%-2.1%-7.5%+8.7%-1.8%-6.2%+3.9%+1.6%-5.7%-14.5%
2021+1.2%+3.3%+6.6%+1.8%-0.2%+4.4%+0.9%+3.3%-2.1%+4.6%+1.0%+4.2%+32.5%
2020-0.2%-8.1%-11.3%+10.2%+1.8%+3.4%-0.1%+6.6%-2.1%-2.7%+10.0%+2.4%+7.7%
2019+7.8%+3.6%+2.1%+4.0%-6.6%+4.3%+3.8%-2.8%+3.6%+0.5%+4.6%+2.2%+29.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.48% • The longest drawdown period lasted for 1 year and 6 months and was between January 2022 and July 2023. It reached a trough of -15.8%.

Detailed Metrics

Returns
Total Return
+242.52%
Annualized Return
+17.50%
Avg Monthly Return
+1.43%
Risk
Volatility (Annual)
+16.14%
Max Drawdown
+33.48%
Positive Months
66%
Average Drawdown
-4.9%
Risk-Adjusted
Sharpe Ratio
0.96
Risk-free rate: 2.0%
Sortino Ratio
0.87
Downside risk adjusted
Return/Volatility
1.08
Calmar Ratio
0.52
Return/Max Drawdown
Ulcer Index
6.52
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
34,251.73
Backtest Period
2019-01-02 to 2026-08-21
7.6 years
Rebalancing
annual
Base Currency
EUR