HomePortfoliosRoss+ Hold
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None Rebalancing
EUR
Low Risk
6.7yr backtest

Performance Summary

Total Return+48.58%
Annualized Return+6.10%
Volatility+9.52%
Sharpe Ratio0.43
Max Drawdown+19.37%

Holdings

Asset Allocation

Asset Class

Equity 50.0%Bonds 50.0%
Holdings Details
Diversified ETF portfolio with 50% global stocks and 50% Eurozone government bonds for balanced growth and stability.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
50.0%0.19%
X57E.XETRA
Xtrackers Eurozone Government Bond 5-7 UCITS ETF 1CLU0290357176
ETF
50.0%0.15%
Total100.0%0.17%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €14,858.12
Histogram of Monthly Returns
The portfolio had a positive return during 52 of the 82 months (63%)
Monthly Returns Heatmap
Best month: +6.6% • Worst month: -6.3% • Best year: 2024 (+15.9%) • Worst year: 2022 (-14.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.1%+1.6%-4.5%+1.5%---------0.6%
2025+2.8%-1.2%-5.1%-1.8%+3.9%+0.6%+3.1%-0.2%+2.0%+3.2%-0.3%+0.1%+6.9%
2024+1.6%+1.8%+2.6%-1.5%+0.7%+3.3%+0.9%-0.1%+1.7%+0.1%+5.1%-1.0%+15.9%
2023+3.7%-0.8%+1.1%+0.0%+1.6%+1.8%+1.7%-0.4%-1.6%-1.8%+4.4%+3.5%+13.7%
2022-3.2%-1.7%+1.3%-2.3%-2.4%-4.0%+6.6%-2.7%-4.9%+2.2%+1.3%-4.5%-14.0%
2021+0.4%+1.0%+3.3%+0.5%-0.1%+2.5%+0.9%+1.5%-1.4%+2.1%+0.7%+1.8%+14.2%
2020+0.4%-4.3%-6.3%+4.5%+1.2%+1.6%+0.2%+2.6%-0.0%-0.7%+4.5%+1.2%+4.1%
2019-------0.0%-0.1%+1.5%-0.3%+1.7%+0.9%+3.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +19.37% • The longest drawdown period lasted for 2 years and 2 months and was between November 2021 and February 2024. It reached a trough of -14.4%.

Detailed Metrics

Returns
Total Return
+48.58%
Annualized Return
+6.10%
Avg Monthly Return
+0.51%
Risk
Volatility (Annual)
+9.52%
Max Drawdown
+19.37%
Positive Months
63%
Average Drawdown
-4.7%
Risk-Adjusted
Sharpe Ratio
0.43
Risk-free rate: 2.0%
Sortino Ratio
0.39
Downside risk adjusted
Return/Volatility
0.64
Calmar Ratio
0.31
Return/Max Drawdown
Ulcer Index
5.99
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
14,858.12
Backtest Period
2019-07-25 to 2026-04-02
6.7 years
Rebalancing
none
Base Currency
EUR