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S&P500

Created byuser-7e98oc
Optimize
Annual Rebalancing
EUR
Moderate Risk
2.4yr backtest

Performance Summary

Total Return+43.79%
Annualized Return+16.21%
Volatility+13.34%
Sharpe Ratio1.07
Max Drawdown+21.00%

Holdings

Asset Allocation

Asset Class

Equity 90.0%Bonds 10.0%
Holdings Details
Diversified S&P 500 & global bonds ETF portfolio for core growth and stability in a simple 90/10 allocation.
AssetTypeAllocationTER
SPYL.XETRA
State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) • IE000XZSV718
ETF
90.0%0.03%
VAGF.XETRA
Vanguard Global Aggregate Bond UCITS ETF EUR Hedged Accumulating • IE00BG47KH54
ETF
10.0%0.08%
Total100.0%0.04%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €14,379.35
Histogram of Monthly Returns
The portfolio had a positive return during 17 of the 30 months (57%)
Monthly Returns Heatmap
Best month: +7.8% • Worst month: -8.1% • Best year: 2024 (+29.2%) • Worst year: 2026 (-2.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.3%-0.3%-3.7%+1.8%---------2.6%
2025+3.5%-3.2%-8.1%-4.6%+6.0%+1.4%+5.4%-1.0%+2.6%+4.3%-0.4%-0.4%+4.6%
2024+3.6%+3.9%+3.3%-2.1%+1.1%+6.4%-0.3%-0.6%+1.7%+2.3%+7.8%-0.8%+29.2%
2023----------+5.1%+3.9%+9.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +21.00% • The longest drawdown period lasted for 8 months and was between February 2025 and October 2025. It reached a trough of -21.0%.

Detailed Metrics

Returns
Total Return
+43.79%
Annualized Return
+16.21%
Avg Monthly Return
+1.28%
Risk
Volatility (Annual)
+13.34%
Max Drawdown
+21.00%
Positive Months
57%
Average Drawdown
-3.7%
Risk-Adjusted
Sharpe Ratio
1.07
Risk-free rate: 2.0%
Sortino Ratio
0.98
Downside risk adjusted
Return/Volatility
1.22
Calmar Ratio
0.77
Return/Max Drawdown
Ulcer Index
5.07
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€14,379.35
Backtest Period
2023-11-01 to 2026-04-02
2.4 years
Rebalancing
annual
Base Currency
EUR