None Rebalancing
EUR
Moderate Risk
16.7yr backtest

Performance Summary

Total Return+645.95%
Annualized Return+12.76%
Volatility+15.80%
Sharpe Ratio0.68
Max Drawdown+33.62%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
T2 EUR portfolio: diversified global ETF mix for long-term growth, featuring US stocks, tech, healthcare, and European bonds.
AssetTypeAllocationTER
CW8.PA
Amundi MSCI World Swap UCITS ETF EUR AccLU1681043599
ETF
100.0%0.38%
Total100.0%0.38%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €74,594.62
Histogram of Monthly Returns
The portfolio had a positive return during 134 of the 202 months (66%)
Monthly Returns Heatmap
Best month: +10.1% • Worst month: -10.8% • Best year: 2021 (+32.4%) • Worst year: 2022 (-13.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.7%+1.0%-4.7%+1.9%---------1.2%
2025+3.8%-2.6%-7.9%-3.9%+6.4%+0.7%+4.8%-0.4%+2.5%+4.2%-0.3%+0.1%+6.6%
2024+3.9%+3.7%+3.6%-2.0%+1.2%+5.0%+0.2%-0.3%+1.3%+1.2%+7.4%-0.6%+27.1%
2023+5.2%+0.6%+0.1%+0.3%+2.3%+3.9%+2.3%-0.6%-1.6%-3.3%+5.7%+3.7%+19.6%
2022-5.0%-2.1%+4.8%-2.7%-4.0%-5.8%+10.1%-1.9%-5.6%+4.3%+0.4%-5.9%-13.7%
2021+0.6%+3.1%+6.0%+2.1%-0.3%+4.7%+1.9%+3.0%-1.9%+5.2%+0.6%+3.6%+32.4%
2020+1.3%-8.8%-10.8%+9.5%+2.4%+1.7%-0.3%+5.8%-1.1%-2.6%+9.3%+1.8%+6.3%
2019+6.8%+4.0%+2.5%+3.5%-4.8%+3.9%+3.7%-1.8%+3.3%-0.1%+4.5%+0.5%+28.5%
2018+1.5%-1.9%-3.6%+3.7%+3.6%+0.3%+2.4%+2.0%+0.6%-5.0%+0.6%-7.5%-3.9%
2017-0.3%+5.0%+0.5%-0.5%-1.2%-1.0%-0.8%-0.9%+2.8%+3.6%-0.3%+0.8%+7.7%
2016-6.8%+0.3%+1.1%+0.2%+4.0%-1.2%+4.0%+0.3%+0.1%+0.5%+5.3%+2.2%+9.9%
2015+5.7%+6.3%+3.1%-1.7%+1.6%-3.9%+3.3%-8.1%-3.5%+9.5%+3.9%-3.9%+11.3%
2014-1.2%+3.0%-0.1%+0.3%+3.7%+1.6%+0.8%+3.6%+1.9%+1.1%+2.9%+1.0%+19.9%
2013+3.6%+3.7%+4.3%+0.6%+2.4%-3.2%+3.4%-2.2%+2.6%+3.8%+1.4%+0.2%+22.3%
2012+4.1%+2.8%+1.7%-0.8%-2.1%+2.3%+4.7%+0.4%+0.1%-1.5%+1.3%-1.0%+12.4%
2011-0.7%+2.8%-3.8%-0.6%+1.2%-2.2%-0.7%-7.5%-1.4%+5.9%+0.5%+3.6%-3.5%
2010-0.9%+2.3%+7.3%+2.3%-2.7%-2.1%+1.0%-1.7%+1.7%+1.4%+4.6%+5.0%+19.2%
2009------+10.0%+5.2%+1.0%-2.4%+1.4%+7.6%+24.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.62% • The longest drawdown period lasted for 1 year and 10 months and was between January 2022 and November 2023. It reached a trough of -16.7%.

Detailed Metrics

Returns
Total Return
+645.95%
Annualized Return
+12.76%
Avg Monthly Return
+1.06%
Risk
Volatility (Annual)
+15.80%
Max Drawdown
+33.62%
Positive Months
66%
Average Drawdown
-5.0%
Risk-Adjusted
Sharpe Ratio
0.68
Risk-free rate: 2.0%
Sortino Ratio
0.64
Downside risk adjusted
Return/Volatility
0.81
Calmar Ratio
0.38
Return/Max Drawdown
Ulcer Index
6.43
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
74,594.62
Backtest Period
2009-07-08 to 2026-04-02
16.7 years
Rebalancing
none
Base Currency
EUR