HomePortfoliosRente EU M
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None Rebalancing
EUR
Moderate Risk
6.3yr backtest

Performance Summary

Total Return+89.45%
Annualized Return+10.76%
Volatility+15.16%
Sharpe Ratio0.58
Max Drawdown+30.68%

Holdings

Asset Allocation

Asset Class

Equity 90.0%Bonds 10.0%
Holdings Details
A diversified 90/10 ETF portfolio for global growth, blending prime world equities, ESG leaders, emerging markets, and EUR bonds for stability.
AssetTypeAllocationTER
F50A.XETRA
Amundi Prime Global UCITS ETF AccIE0009DRDY20
ETF
60.0%0.05%
JREG.XETRA
JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)IE00BF4G6Y48
ETF
20.0%0.25%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
10.0%0.18%
VGEA.XETRA
Vanguard EUR Eurozone Government Bond UCITS ETF AccumulatingIE00BH04GL39
ETF
5.5%0.07%
VECA.XETRA
Vanguard EUR Corporate Bond UCITS ETF AccumulatingIE00BGYWT403
ETF
4.5%0.07%
Total100.0%0.10%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €18,944.67
Histogram of Monthly Returns
The portfolio had a positive return during 48 of the 76 months (63%)
Monthly Returns Heatmap
Best month: +8.6% • Worst month: -10.4% • Best year: 2021 (+27.1%) • Worst year: 2022 (-13.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.0%+1.6%-5.1%+8.2%--------+5.3%
2025+3.9%-1.9%-7.2%-3.4%+5.5%+1.0%+4.6%-0.4%+2.6%+4.4%-0.4%+0.4%+8.4%
2024+2.7%+3.5%+3.5%-1.7%+1.1%+4.7%+0.5%-0.6%+1.7%+0.7%+6.7%-1.3%+23.3%
2023+4.4%+0.1%+0.7%+0.0%+2.1%+3.6%+2.1%-0.7%-1.4%-2.6%+4.7%+4.0%+18.2%
2022-4.7%-2.2%+3.8%-2.4%-3.1%-5.8%+8.6%-1.5%-5.7%+3.1%+1.7%-5.3%-13.8%
2021+0.9%+2.5%+5.1%+1.3%-0.1%+4.4%+1.0%+2.6%-1.7%+4.4%+0.4%+3.6%+27.1%
2020-1.8%-7.5%-10.4%+8.6%+1.8%+2.3%-0.0%+5.0%-0.8%-2.0%+8.5%+1.9%+3.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +30.68% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -16.4%.

Detailed Metrics

Returns
Total Return
+89.45%
Annualized Return
+10.76%
Avg Monthly Return
+0.92%
Risk
Volatility (Annual)
+15.16%
Max Drawdown
+30.68%
Positive Months
63%
Average Drawdown
-5.6%
Risk-Adjusted
Sharpe Ratio
0.58
Risk-free rate: 2.0%
Sortino Ratio
0.52
Downside risk adjusted
Return/Volatility
0.71
Calmar Ratio
0.35
Return/Max Drawdown
Ulcer Index
7.09
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
18,944.67
Backtest Period
2020-01-28 to 2026-04-30
6.3 years
Rebalancing
none
Base Currency
EUR
Rente EU M | +10.8% CAGR | ETF Backtest