Optimize
None Rebalancing
EUR
Low Risk
6.7yr backtest

Performance Summary

Total Return+50.50%
Annualized Return+6.30%
Volatility+9.37%
Sharpe Ratio0.46
Max Drawdown+18.88%

Holdings

Asset Allocation

Asset Class

Equity 50.0%Bonds 50.0%
Holdings Details
Global stock and European bond ETF portfolio for balanced growth and stability in a single diversified investment strategy.
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 €15,050.43
Histogram of Monthly Returns
The portfolio had a positive return during 52 of the 82 months (63%)
Monthly Returns Heatmap
Best month: +6.0% • Worst month: -6.1% • Best year: 2024 (+15.8%) • Worst year: 2022 (-12.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.0%+1.4%-4.3%+1.4%---------0.5%
2025+2.9%-1.3%-4.9%-2.0%+3.9%+0.6%+3.0%-0.1%+1.9%+3.1%-0.3%+0.2%+6.9%
2024+1.7%+1.9%+2.5%-1.4%+0.7%+3.3%+0.7%-0.1%+1.6%+0.2%+4.8%-0.9%+15.8%
2023+3.4%-0.6%+0.9%+0.0%+1.5%+1.8%+1.8%-0.4%-1.3%-1.8%+4.0%+3.1%+12.9%
2022-2.9%-1.5%+1.6%-2.0%-2.2%-3.8%+6.0%-2.2%-4.4%+2.1%+1.1%-4.0%-12.1%
2021+0.4%+1.3%+3.3%+0.7%-0.1%+2.5%+0.7%+1.6%-1.2%+2.2%+0.5%+1.9%+14.5%
2020+0.1%-4.3%-6.1%+4.5%+1.1%+1.5%-0.1%+2.8%-0.3%-0.8%+4.5%+1.1%+3.5%
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: +18.88% • The longest drawdown period lasted for 2 years and 2 months and was between November 2021 and January 2024. It reached a trough of -12.8%.

Detailed Metrics

Returns
Total Return
+50.50%
Annualized Return
+6.30%
Avg Monthly Return
+0.53%
Risk
Volatility (Annual)
+9.37%
Max Drawdown
+18.88%
Positive Months
63%
Average Drawdown
-4.2%
Risk-Adjusted
Sharpe Ratio
0.46
Risk-free rate: 2.0%
Sortino Ratio
0.41
Downside risk adjusted
Return/Volatility
0.67
Calmar Ratio
0.33
Return/Max Drawdown
Ulcer Index
5.30
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
15,050.43
Backtest Period
2019-07-25 to 2026-04-02
6.7 years
Rebalancing
none
Base Currency
EUR