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P2

Created byuser-jb9a33
None Rebalancing
EUR
Low Risk
5.9yr backtest

Performance Summary

Total Return+35.23%
Annualized Return+5.21%
Volatility+8.18%
Sharpe Ratio0.39
Max Drawdown+18.06%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A globally diversified equity portfolio through a single ETF for balanced, socially conscious long-term growth.
AssetTypeAllocationTER
MODR.XETRA
iShares Moderate Portfolio UCITS ETF EUR (Acc) • IE00BLLZQS08
ETF
100.0%0.25%
Total100.0%0.25%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €13,522.79
Histogram of Monthly Returns
The portfolio had a positive return during 47 of the 72 months (65%)
Monthly Returns Heatmap
Best month: +6.2% • Worst month: -5.9% • Best year: 2021 (+11.7%) • Worst year: 2022 (-15.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.0%+1.1%-4.5%+5.2%+3.9%+0.2%-1.5%+1.7%----+6.9%
2025+2.1%-0.7%-3.4%-0.6%+2.6%+1.4%+1.8%+0.2%+1.5%+2.2%+0.1%+0.1%+7.3%
2024+0.8%+0.7%+2.1%-1.5%+0.2%+2.8%+0.4%+0.8%+1.0%+0.1%+3.3%-1.3%+9.4%
2023+3.1%-1.2%+0.9%+0.0%-0.4%+1.6%+1.6%-1.1%-2.2%-2.6%+5.4%+3.5%+8.7%
2022-4.2%-2.0%+0.7%-3.7%-2.0%-4.8%+6.2%-2.3%-5.9%+1.5%+2.8%-2.5%-15.5%
2021+0.3%-1.1%+2.7%+1.4%+0.7%+1.7%+1.4%+1.5%-2.1%+3.0%-0.1%+2.0%+11.7%
2020---------0.1%-1.7%+5.5%+1.3%+5.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +18.06% • The longest drawdown period lasted for 2 years and 9 months and was between December 2021 and October 2024. It reached a trough of -18.1%.

Detailed Metrics

Returns
Total Return
+35.23%
Annualized Return
+5.21%
Avg Monthly Return
+0.45%
Risk
Volatility (Annual)
+8.18%
Max Drawdown
+18.06%
Positive Months
65%
Average Drawdown
-5.9%
Risk-Adjusted
Sharpe Ratio
0.39
Risk-free rate: 2.0%
Sortino Ratio
0.38
Downside risk adjusted
Return/Volatility
0.64
Calmar Ratio
0.29
Return/Max Drawdown
Ulcer Index
7.63
Drawdown depth & duration
Martin Ratio
0.00
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€13,522.79
Backtest Period
2020-09-10 to 2026-08-21
5.9 years
Rebalancing
none
Base Currency
EUR
P2 | ETF Backtest