None Rebalancing
EUR
Moderate Risk
15.8yr backtest

Performance Summary

Total Return+559.95%
Annualized Return+12.64%
Volatility+17.44%
Sharpe Ratio0.61
Max Drawdown+33.78%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A simple, low-cost S&P 500 ETF portfolio offering diversified exposure to the entire US stock market for long-term growth.
AssetTypeAllocationTER
SXR8.XETRA
iShares Core S&P 500 UCITS ETF USD (Acc)IE00B5BMR087
ETF
100.0%0.07%
Total100.0%0.07%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €65,995.47
Histogram of Monthly Returns
The portfolio had a positive return during 119 of the 192 months (62%)
Monthly Returns Heatmap
Best month: +11.3% • Worst month: -20.2% • Best year: 2021 (+40.7%) • Worst year: 2022 (-14.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.4%-0.5%-3.8%+1.9%---------2.8%
2025+3.8%-3.6%-9.0%-5.4%+6.9%+1.5%+6.1%-1.1%+2.8%+4.7%-0.5%-0.4%+4.7%
2024+4.1%+4.4%+3.7%-2.1%+1.1%+7.0%-0.4%-0.8%+1.7%+2.7%+8.5%-0.8%+32.3%
2023+4.0%+0.9%+0.3%+0.2%+4.1%+4.2%+2.3%+0.4%-2.1%-3.1%+5.7%+3.9%+22.5%
2022-5.9%-1.9%+6.1%-3.0%-4.0%-5.9%+11.3%-1.3%-5.5%+4.9%-2.0%-6.5%-14.3%
2021+1.0%+3.4%+7.0%+2.6%-1.2%+5.7%+2.3%+3.7%-1.9%+5.8%+2.5%+4.2%+40.7%
2020+1.1%-9.1%-9.4%+11.0%+2.0%+1.0%+0.4%+6.9%-1.7%-2.5%+7.8%+1.1%+6.8%
2019+7.8%+4.2%+2.9%+4.0%-5.0%+4.0%+5.1%-1.6%+2.9%-0.5%+5.3%+1.5%+34.5%
2018+1.3%-1.0%-4.7%+3.7%+5.3%+0.9%+2.7%+3.9%+0.7%-4.3%+0.9%-9.4%-1.1%
2017-1.8%+6.3%-0.5%-1.1%-1.9%-0.6%-1.2%-0.8%+2.6%+3.9%+0.5%+1.5%+6.7%
2016-6.6%+1.8%+0.8%-0.9%+5.2%-0.2%+3.8%+0.1%-0.5%+0.8%+7.7%+2.6%+14.8%
2015+3.5%+6.1%+3.0%-2.9%+2.5%-3.4%+3.4%-7.6%-2.8%+10.7%+4.3%-3.5%+12.5%
2014-1.1%+2.4%+0.4%-0.0%+4.2%+1.9%+1.4%+5.1%+3.4%+2.3%+3.9%+3.1%+30.4%
2013+3.4%+5.5%+5.3%-0.9%+5.8%-2.8%+3.1%-3.0%+0.7%+4.5%+2.8%+0.7%+27.5%
2012+2.4%+2.5%+3.3%-0.0%+0.3%+1.5%+5.3%-0.2%-0.1%-2.8%+0.3%-1.6%+11.1%
2011-1.1%+2.7%-2.6%-1.7%+1.6%-2.2%-0.6%-6.0%+1.3%+6.0%+1.6%+6.5%+4.8%
2010----+0.1%-2.8%+3.5%-3.9%+9.5%-1.3%-20.2%+4.8%-12.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.78% • The longest drawdown period lasted for 1 year and 9 months and was between October 2010 and July 2012. It reached a trough of -31.1%.

Detailed Metrics

Returns
Total Return
+559.95%
Annualized Return
+12.64%
Avg Monthly Return
+1.07%
Risk
Volatility (Annual)
+17.44%
Max Drawdown
+33.78%
Positive Months
62%
Average Drawdown
-5.9%
Risk-Adjusted
Sharpe Ratio
0.61
Risk-free rate: 2.0%
Sortino Ratio
0.54
Downside risk adjusted
Return/Volatility
0.72
Calmar Ratio
0.37
Return/Max Drawdown
Ulcer Index
7.93
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
65,995.47
Backtest Period
2010-05-27 to 2026-04-02
15.8 years
Rebalancing
none
Base Currency
EUR