Optimize
None Rebalancing
EUR
Moderate Risk
6.7yr backtest

Performance Summary

Total Return+73.88%
Annualized Return+8.62%
Volatility+11.69%
Sharpe Ratio0.57
Max Drawdown+23.55%

Holdings

Asset Allocation

Asset Class

Equity 67.0%Money Market 33.0%
Holdings Details
Diversified ETF portfolio blending global stocks and cash-equivalent bonds for balanced growth and stability in all market conditions.
AssetTypeAllocationTER
EUNL.XETRA
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
34.0%0.2%
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
33.0%0.19%
XEON.XETRA
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1CLU0290358497
ETF
33.0%0.1%
Total100.0%0.16%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €17,388.27
Histogram of Monthly Returns
The portfolio had a positive return during 52 of the 82 months (63%)
Monthly Returns Heatmap
Best month: +7.0% • Worst month: -7.4% • Best year: 2021 (+21.3%) • Worst year: 2022 (-10.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.7%+1.1%-4.0%+1.7%---------0.6%
2025+3.5%-1.8%-5.9%-3.0%+4.8%+0.8%+3.8%-0.2%+2.2%+3.5%-0.3%+0.3%+7.2%
2024+2.4%+2.9%+2.8%-1.4%+1.0%+3.8%+0.3%-0.2%+1.3%+0.9%+5.5%-0.8%+19.9%
2023+3.6%+0.3%+0.2%+0.1%+1.8%+2.8%+1.9%-0.5%-1.1%-2.5%+4.3%+3.1%+14.8%
2022-3.8%-1.4%+3.2%-1.8%-2.5%-4.5%+7.0%-1.3%-4.3%+3.0%+0.6%-4.1%-10.2%
2021+0.5%+2.1%+4.2%+1.2%-0.2%+3.3%+0.9%+2.2%-1.4%+3.5%+0.3%+2.9%+21.3%
2020-0.1%-5.9%-7.4%+6.1%+1.5%+1.4%-0.2%+3.9%-0.8%-1.6%+6.2%+1.4%+3.5%
2019------+0.0%-1.2%+2.2%-0.0%+2.9%+1.3%+5.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +23.55% • The longest drawdown period lasted for 1 year and 8 months and was between January 2022 and September 2023. It reached a trough of -12.5%.

Detailed Metrics

Returns
Total Return
+73.88%
Annualized Return
+8.62%
Avg Monthly Return
+0.72%
Risk
Volatility (Annual)
+11.69%
Max Drawdown
+23.55%
Positive Months
63%
Average Drawdown
-4.0%
Risk-Adjusted
Sharpe Ratio
0.57
Risk-free rate: 2.0%
Sortino Ratio
0.51
Downside risk adjusted
Return/Volatility
0.74
Calmar Ratio
0.37
Return/Max Drawdown
Ulcer Index
5.22
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
17,388.27
Backtest Period
2019-07-25 to 2026-04-02
6.7 years
Rebalancing
none
Base Currency
EUR