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PUT

Created byuser-dudpf9
None Rebalancing
EUR
Moderate Risk
5.6yr backtest

Performance Summary

Total Return+49.13%
Annualized Return+7.40%
Volatility+13.04%
Sharpe Ratio0.41
Max Drawdown+10.09%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
European equity portfolio using a defensive put-writing ETF strategy to generate income while managing downside risk in volatile markets.
AssetTypeAllocationTER
E50PW.SW
UBS Euro Equity Defensive Put Write SF UCITS ETF EUR acc • IE00BLDGHT92
ETF
100.0%0.21%
Total100.0%0.21%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €14,913.45
Histogram of Monthly Returns
The portfolio had a positive return during 49 of the 66 months (74%)
Monthly Returns Heatmap
Best month: +3.5% • Worst month: -3.4% • Best year: 2023 (+11.3%) • Worst year: 2022 (+0.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.5%+0.8%-2.9%+2.8%+1.2%-------+2.3%
2025+1.1%+0.5%+1.1%-3.4%+1.8%+0.1%+1.6%+0.7%+1.1%+0.3%+1.0%+1.3%+7.3%
2024+1.7%-0.1%+1.2%+1.1%-0.0%+0.6%+0.8%-0.7%+2.0%+0.7%+0.5%+0.6%+8.7%
2023+1.9%-0.1%+1.8%+1.0%+1.2%+1.5%+1.1%-0.7%+0.6%+1.3%+1.4%-0.1%+11.3%
2022-0.2%-1.1%-0.4%+0.0%+2.9%-3.0%+2.4%-1.1%-3.2%+3.5%+0.1%+0.3%+0.0%
2021-+2.7%+1.5%+0.5%+0.9%+0.4%+0.9%+0.9%+0.1%+0.7%-0.4%+1.9%+10.5%
2020---------+0.0%-+1.6%+1.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +10.09% • The longest drawdown period lasted for 7 months and was between June 2022 and January 2023. It reached a trough of -5.5%.

Detailed Metrics

Returns
Total Return
+49.13%
Annualized Return
+7.40%
Avg Monthly Return
+0.62%
Risk
Volatility (Annual)
+13.04%
Max Drawdown
+10.09%
Positive Months
74%
Average Drawdown
-1.3%
Risk-Adjusted
Sharpe Ratio
0.41
Risk-free rate: 2.0%
Sortino Ratio
0.35
Downside risk adjusted
Return/Volatility
0.57
Calmar Ratio
0.73
Return/Max Drawdown
Ulcer Index
1.63
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€14,913.45
Backtest Period
2020-10-08 to 2026-05-15
5.6 years
Rebalancing
none
Base Currency
EUR