Optimize
None Rebalancing
EUR
Moderate Risk
6.7yr backtest

Performance Summary

Total Return+66.25%
Annualized Return+7.90%
Volatility+11.90%
Sharpe Ratio0.50
Max Drawdown+24.97%

Holdings

Asset Allocation

Asset Class

Equity 70.0%Bonds 30.0%
Holdings Details
Diversified ETF portfolio blending global stocks, European equities, and hedged bonds for balanced long-term growth.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
50.0%0.19%
EUNA.XETRA
iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc)IE00BDBRDM35
ETF
30.0%0.1%
VERE.XETRA
Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) AccumulatingIE00BK5BQY34
ETF
20.0%0.1%
Total100.0%0.14%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €16,624.73
Histogram of Monthly Returns
The portfolio had a positive return during 52 of the 82 months (63%)
Monthly Returns Heatmap
Best month: +7.3% • Worst month: -8.7% • Best year: 2021 (+19.0%) • Worst year: 2022 (-13.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.4%+2.1%-5.5%+1.8%---------0.4%
2025+4.1%-0.4%-5.3%-2.2%+4.5%+0.5%+2.9%+0.1%+2.3%+3.3%-0.1%+0.9%+10.4%
2024+1.9%+2.5%+3.1%-1.7%+1.6%+2.7%+0.6%+0.4%+1.1%-0.6%+4.3%-0.9%+15.8%
2023+4.7%-0.1%+0.7%+0.5%+0.6%+2.5%+1.8%-1.2%-1.8%-2.9%+5.6%+3.7%+14.9%
2022-4.0%-2.3%+1.9%-2.3%-2.1%-5.5%+7.3%-2.6%-5.7%+3.3%+2.5%-3.9%-13.3%
2021+0.1%+1.4%+4.3%+1.3%+0.6%+2.9%+1.1%+2.0%-2.1%+3.4%-0.2%+3.0%+19.0%
2020-0.1%-5.5%-8.7%+6.0%+2.0%+2.2%+0.0%+3.1%-0.6%-2.0%+7.3%+1.7%+4.3%
2019-------0.1%-0.4%+2.0%+0.2%+2.4%+1.5%+5.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +24.97% • The longest drawdown period lasted for 2 years and was between January 2022 and January 2024. It reached a trough of -15.8%.

Detailed Metrics

Returns
Total Return
+66.25%
Annualized Return
+7.90%
Avg Monthly Return
+0.67%
Risk
Volatility (Annual)
+11.90%
Max Drawdown
+24.97%
Positive Months
63%
Average Drawdown
-5.0%
Risk-Adjusted
Sharpe Ratio
0.50
Risk-free rate: 2.0%
Sortino Ratio
0.45
Downside risk adjusted
Return/Volatility
0.66
Calmar Ratio
0.32
Return/Max Drawdown
Ulcer Index
6.30
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
16,624.73
Backtest Period
2019-07-25 to 2026-04-02
6.7 years
Rebalancing
none
Base Currency
EUR