HomePortfoliosPTF Balanced

PTF Balanced

Created byuser-lf5ze1
Optimize FIRE Projection
Annual Rebalancing
EUR
Low Risk
7.1yr backtest

Performance Summary

Total Return+49.03%
Annualized Return+5.77%
Volatility+6.32%
Sharpe Ratio0.60
Max Drawdown+14.28%

Holdings

Asset Allocation

Asset Class

Money Market 50.0%Equity 40.0%Bonds 10.0%
Holdings Details
Diversified ETF portfolio with 50% money market, 40% global equity, and 10% bonds for balanced growth and stability.
AssetTypeAllocationTER
XEON.XETRA
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C • LU0290358497
ETF
50.0%0.1%
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) Accumulating • IE00BK5BQT80
ETF
35.0%0.19%
IBGS.AS
iShares Euro Government Bond 1-3yr UCITS ETF (Dist) • IE00B14X4Q57
ETF
5.0%0.15%
EUN5.XETRA
iShares Core EUR Corporate Bond UCITS ETF (Dist) • IE00B3F81R35
ETF
5.0%0.09%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITS • IE00BKM4GZ66
ETF
5.0%0.18%
Total100.0%0.14%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €14,903.01
Histogram of Monthly Returns
The portfolio had a positive return during 56 of the 87 months (64%)
Monthly Returns Heatmap
Best month: +3.7% • Worst month: -4.8% • Best year: 2024 (+11.5%) • Worst year: 2022 (-6.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.9%+1.0%-2.5%+3.7%+2.8%+0.7%-0.9%+1.2%+0.4%---+7.4%
2025+1.8%-0.7%-2.6%-1.3%+2.3%+0.6%+1.9%-0.0%+1.4%+2.0%-0.2%+0.3%+5.5%
2024+1.1%+1.6%+1.7%-0.5%+0.6%+2.2%+0.4%-0.1%+1.2%+0.3%+2.8%-0.3%+11.5%
2023+2.2%-0.3%+0.3%+0.0%+1.0%+1.5%+1.4%-0.4%-0.4%-1.3%+2.6%+1.9%+8.8%
2022-1.7%-1.0%+1.2%-1.0%-1.3%-2.4%+3.3%-0.7%-2.6%+1.0%+1.1%-2.1%-6.3%
2021+0.5%+1.1%+2.2%+0.5%-0.0%+1.8%+0.1%+1.2%-0.8%+1.7%+0.0%+1.5%+10.0%
2020-0.5%-3.2%-4.8%+3.4%+0.6%+1.3%+0.1%+1.9%-0.3%-0.6%+3.4%+1.0%+2.1%
2019-------0.0%-0.8%+1.3%+0.1%+1.5%+1.1%+3.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +14.28% • The longest drawdown period lasted for 2 years and was between November 2021 and November 2023. It reached a trough of -7.3%.
When could this portfolio get you to financial independence?

PTF Balanced returned +5.77% a year over the 7 years above. Run those same monthly returns forward through 10,000 simulated paths, with your own savings and target retirement age, to see when they could reach your FIRE number.

Dividend Income

Summary
This portfolio contains 2 distributing ETFs (10.0% of total allocation)

Total Dividends Received

€130.75

19 payments

Dividend Yield

0.16%

(annualized)

Avg Per Payment

€6.88

per event

All dividends are automatically reinvested at the payment date. The portfolio value shown includes the compounding effect of dividend reinvestment.

Annual Breakdown
Dividend income per calendar year
YearDividends
2026€30.22
2025€38.20
2024€35.17
2023€14.38
2022€4.17
2021€4.18
2020€4.42
Total€130.75

Detailed Metrics

Returns
Total Return
+49.03%
Annualized Return
+5.77%
Avg Monthly Return
+0.47%
Risk
Volatility (Annual)
+6.32%
Max Drawdown
+14.28%
Positive Months
64%
Average Drawdown
-2.3%
Risk-Adjusted
Sharpe Ratio
0.60
Risk-free rate: 2.0%
Sortino Ratio
0.54
Downside risk adjusted
Return/Volatility
0.91
Calmar Ratio
0.40
Return/Max Drawdown
Ulcer Index
3.04
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€14,903.01
Backtest Period
2019-07-25 to 2026-09-04
7.1 years
Rebalancing
annual
Base Currency
EUR