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None Rebalancing
EUR
Moderate Risk
8.4yr backtest

Performance Summary

Total Return+108.94%
Annualized Return+9.17%
Volatility+12.19%
Sharpe Ratio0.59
Max Drawdown+26.15%

Holdings

Asset Allocation

Asset Class

Equity 72.0%Bonds 18.0%Money Market 10.0%
Holdings Details
Diversified global portfolio blending 72% worldwide stocks, 18% global bonds with 10% European money market funds for stability.
AssetTypeAllocationTER
IUSQ.XETRA
iShares MSCI ACWI UCITS ETF USD (Acc)IE00B6R52259
ETF
72.0%0.2%
EUNA.XETRA
iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc)IE00BDBRDM35
ETF
18.0%0.1%
XEON.XETRA
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1CLU0290358497
ETF
10.0%0.1%
Total100.0%0.17%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €20,893.86
Histogram of Monthly Returns
The portfolio had a positive return during 66 of the 102 months (65%)
Monthly Returns Heatmap
Best month: +7.8% • Worst month: -8.5% • Best year: 2019 (+22.3%) • Worst year: 2022 (-12.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.0%+1.6%-4.7%+7.4%+2.3%-------+7.4%
2025+3.6%-1.8%-6.3%-3.2%+5.0%+1.1%+4.0%-0.3%+2.5%+3.8%-0.4%+0.4%+8.0%
2024+2.3%+3.0%+3.1%-1.6%+1.0%+4.2%+0.3%-0.2%+1.5%+0.6%+5.7%-0.9%+20.5%
2023+4.3%-0.2%+0.4%+0.0%+1.8%+2.9%+2.2%-0.8%-1.4%-3.0%+5.1%+3.6%+15.6%
2022-3.9%-1.7%+2.7%-2.2%-2.7%-5.2%+7.8%-1.6%-5.3%+2.9%+1.2%-4.6%-12.7%
2021+0.8%+1.9%+4.3%+1.1%-0.1%+3.6%+0.8%+2.4%-1.7%+3.7%+0.4%+2.8%+21.7%
2020-0.2%-6.2%-8.5%+6.8%+1.5%+1.9%+0.1%+3.8%-0.7%-1.7%+7.0%+1.5%+4.3%
2019+5.8%+2.5%+2.0%+2.4%-3.5%+3.0%+2.6%-1.1%+2.2%+0.1%+3.0%+1.5%+22.3%
2018+0.9%-1.6%-2.4%+2.3%+2.3%-0.1%+1.7%+0.9%+0.3%-3.8%+0.7%-5.5%-4.6%
2017------------0.1%-0.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +26.15% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -14.5%.

Detailed Metrics

Returns
Total Return
+108.94%
Annualized Return
+9.17%
Avg Monthly Return
+0.77%
Risk
Volatility (Annual)
+12.19%
Max Drawdown
+26.15%
Positive Months
65%
Average Drawdown
-4.3%
Risk-Adjusted
Sharpe Ratio
0.59
Risk-free rate: 2.0%
Sortino Ratio
0.53
Downside risk adjusted
Return/Volatility
0.75
Calmar Ratio
0.35
Return/Max Drawdown
Ulcer Index
5.64
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
20,893.86
Backtest Period
2017-12-14 to 2026-05-08
8.4 years
Rebalancing
none
Base Currency
EUR