HomePortfoliossauren ruhestandsfond

sauren ruhestandsfond

Created byuser-pqorkc
Annual Rebalancing
EUR
Low Risk
9.5yr backtest

Performance Summary

Total Return+25.50%
Annualized Return+2.41%
Volatility+2.45%
Sharpe Ratio0.17
Max Drawdown+9.66%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A 100% global equity portfolio for growth, investing in a diversified multi-asset fund for broad market exposure.
AssetTypeAllocationTER
LU1525525306
Sauren Ruhestandsfonds A • LU1525525306
FUND
100.0%1.89%
Total100.0%1.89%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €12,550
Histogram of Monthly Returns
The portfolio had a positive return during 69 of the 116 months (59%)
Monthly Returns Heatmap
Best month: +2.6% • Worst month: -4.8% • Best year: 2024 (+7.9%) • Worst year: 2022 (-3.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.6%+1.0%-3.1%+2.1%+1.2%+0.1%-0.2%-----+3.7%
2025+1.0%+1.0%-0.4%-1.3%+1.7%+0.3%+1.3%+0.7%+0.8%+1.0%-0.7%+0.8%+6.3%
2024+1.1%+0.5%+1.8%+0.4%+1.2%+0.1%+0.7%+0.4%+0.8%+0.3%+0.5%-0.2%+7.9%
2023+1.3%+0.2%-1.2%+0.9%-0.7%-0.6%-0.1%+0.4%+0.6%-0.4%+1.5%+1.3%+3.1%
2022-0.3%-0.8%+0.0%-0.3%-1.3%-1.4%+0.5%+0.7%-1.8%+0.5%+0.6%+0.3%-3.1%
2021-0.2%+1.2%+0.6%+1.0%+0.6%-0.2%+0.2%+0.5%-0.4%-0.1%-0.7%+0.2%+2.6%
2020-0.3%-0.9%-4.8%+2.1%+0.8%+0.7%+0.1%-0.4%+0.0%+0.2%+2.2%+1.4%+1.0%
2019+0.7%+0.3%-0.1%+0.6%-0.5%-0.3%+0.1%+0.0%+0.3%+0.0%+0.1%+0.5%+1.7%
2018+0.9%-0.1%+0.4%+0.0%-0.2%+0.3%+0.0%-0.2%+0.1%-1.3%-0.7%-0.9%-1.7%
2017+0.3%-0.4%+0.0%+0.2%+0.7%-0.2%+0.3%-0.6%+0.8%+0.5%+0.0%+0.3%+1.9%
2016-----------+0.0%+0.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +9.66% • The longest drawdown period lasted for 2 years and 5 months and was between July 2018 and January 2021. It reached a trough of -9.7%.

Detailed Metrics

Returns
Total Return
+25.50%
Annualized Return
+2.41%
Avg Monthly Return
+0.20%
Risk
Volatility (Annual)
+2.45%
Max Drawdown
+9.66%
Positive Months
59%
Average Drawdown
-1.9%
Risk-Adjusted
Sharpe Ratio
0.17
Risk-free rate: 2.0%
Sortino Ratio
0.12
Downside risk adjusted
Return/Volatility
0.98
Calmar Ratio
0.25
Return/Max Drawdown
Ulcer Index
2.30
Drawdown depth & duration
Martin Ratio
0.00
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,550
Backtest Period
2016-12-30 to 2026-07-17
9.5 years
Rebalancing
annual
Base Currency
EUR