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relax balanced

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None Rebalancing
EUR
Moderate Risk
Multi-currency
5.7yr backtest

Performance Summary

Total Return+232.04%
Annualized Return+23.21%
Volatility+12.71%
Sharpe Ratio1.67
Max Drawdown+17.26%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity portfolio with frontier markets focus for growth, diversified across multiple regions and fund strategies.
AssetTypeAllocationTER
LU0666199749
HSBC Global Investment Funds - Frontier Markets ACLU0666199749
FUND
62.0%2.15%
FR0011008770
H2O Multiequities FCP ICFR0011008770
FUND
28.0%2%
LU2206555984
Pictet TR Atlas Titan I EURLU2206555984
FUND
5.0%1.15%
LU1261431768
Fidelity Funds - Global Dividend Fund A-Acc-EURLU1261431768
FUND
5.0%1.88%
Total100.0%2.04%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €33,204.26
Histogram of Monthly Returns
The portfolio had a positive return during 51 of the 70 months (73%)
Monthly Returns Heatmap
Best month: +15.2% • Worst month: -8.5% • Best year: 2021 (+46.2%) • Worst year: 2022 (-1.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+5.6%+1.6%-6.2%+6.2%+0.2%+1.1%+2.9%-----+11.3%
2025+6.0%+2.5%-2.7%-3.5%+4.2%-0.1%+4.9%+3.0%+0.6%+1.7%+0.2%+1.7%+19.8%
2024+2.2%+5.4%+3.6%-1.4%+1.1%+0.7%+1.8%-0.6%+1.0%-1.3%+2.3%+1.2%+17.0%
2023+6.2%+2.3%-1.8%+1.0%+1.0%+5.4%+6.4%-1.5%+1.6%-4.3%+4.1%+4.4%+27.0%
2022+4.5%-5.2%+4.2%+1.4%-0.7%-8.5%+4.6%+2.9%-7.3%+2.7%+4.1%-2.5%-1.0%
2021-1.0%+7.1%+9.4%+2.1%+4.5%+3.1%-0.6%+4.4%+3.7%+4.4%-1.8%+3.9%+46.2%
2020----------2.2%+15.2%+2.8%+15.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +17.26% • The longest drawdown period lasted for 1 year and was between February 2022 and February 2023. It reached a trough of -13.5%.

Detailed Metrics

Returns
Total Return
+232.04%
Annualized Return
+23.21%
Avg Monthly Return
+1.80%
Risk
Volatility (Annual)
+12.71%
Max Drawdown
+17.26%
Positive Months
73%
Average Drawdown
-3.0%
Risk-Adjusted
Sharpe Ratio
1.67
Risk-free rate: 2.0%
Sortino Ratio
1.58
Downside risk adjusted
Return/Volatility
1.83
Calmar Ratio
1.34
Return/Max Drawdown
Ulcer Index
3.87
Drawdown depth & duration
Martin Ratio
0.05
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
33,204.26
Backtest Period
2020-10-08 to 2026-07-09
5.7 years
Rebalancing
none
Base Currency
EUR
relax balanced | +23.2% CAGR | ETF Backtest