Optimize
Annual Rebalancing
EUR
Low Risk
6.7yr backtest

Performance Summary

Total Return+43.76%
Annualized Return+5.58%
Volatility+8.32%
Sharpe Ratio0.43
Max Drawdown+18.25%

Holdings

Asset Allocation

Asset Class

Equity 50.0%Bonds 50.0%
Holdings Details
A globally diversified ETF portfolio with 50% VWCE global equities and 50% DBXQ Eurozone government bonds for balanced growth and stability.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
50.0%0.19%
DBXQ.XETRA
Xtrackers II Eurozone Government Bond 3-5 UCITS ETF 1CLU0290356954
ETF
50.0%0.15%
Total100.0%0.17%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €14,376.27
Histogram of Monthly Returns
The portfolio had a positive return during 52 of the 82 months (63%)
Monthly Returns Heatmap
Best month: +5.3% • Worst month: -5.9% • Best year: 2021 (+13.7%) • Worst year: 2022 (-11.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.9%+1.2%-3.7%+1.1%---------0.5%
2025+2.3%-0.8%-3.8%-1.1%+2.9%+0.4%+2.3%-0.1%+1.5%+2.5%-0.2%+0.1%+5.9%
2024+1.3%+1.3%+2.1%-1.3%+0.6%+2.8%+0.9%-0.0%+1.5%+0.1%+4.2%-0.9%+13.3%
2023+3.0%-0.7%+1.0%+0.0%+1.3%+1.4%+1.6%-0.3%-1.3%-1.4%+3.7%+3.0%+11.8%
2022-2.5%-1.4%+1.0%-2.0%-2.0%-3.3%+5.3%-2.3%-4.1%+1.8%+1.0%-3.7%-11.8%
2021+0.4%+1.2%+3.1%+0.6%-0.1%+2.4%+0.7%+1.5%-1.1%+2.0%+0.5%+1.8%+13.7%
2020+0.1%-4.2%-5.9%+4.3%+1.1%+1.5%-0.1%+2.6%-0.2%-0.7%+4.4%+1.1%+3.4%
2019------+0.0%-0.5%+1.6%-0.2%+1.9%+1.0%+3.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +18.25% • The longest drawdown period lasted for 2 years and 2 months and was between November 2021 and February 2024. It reached a trough of -12.2%.

Detailed Metrics

Returns
Total Return
+43.76%
Annualized Return
+5.58%
Avg Monthly Return
+0.47%
Risk
Volatility (Annual)
+8.32%
Max Drawdown
+18.25%
Positive Months
63%
Average Drawdown
-4.0%
Risk-Adjusted
Sharpe Ratio
0.43
Risk-free rate: 2.0%
Sortino Ratio
0.39
Downside risk adjusted
Return/Volatility
0.67
Calmar Ratio
0.31
Return/Max Drawdown
Ulcer Index
5.12
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
14,376.27
Backtest Period
2019-07-25 to 2026-04-02
6.7 years
Rebalancing
annual
Base Currency
EUR