HomePortfoliossauren ruhestandsfond

sauren ruhestandsfond

Created byuser-pqorkc
Optimize
Annual Rebalancing
EUR
Low Risk
11.8yr backtest

Performance Summary

Total Return+31.95%
Annualized Return+2.39%
Volatility+3.10%
Sharpe Ratio0.13
Max Drawdown+13.54%

Holdings

Asset Allocation

Asset Class

Bonds 100.0%
Holdings Details
Sauren Ruhestandsfond: A globally diversified portfolio blending defensive and balanced strategies for stable long-term growth.
AssetTypeAllocationTER
LU0163675910
SAUREN GLOBAL DEFENSIV A • LU0163675910
FUND
60.0%1.78%
LU1057097732
Sauren Global Balanced B • LU1057097732
FUND
40.0%1.89%
Total100.0%1.82%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €13,195.37
Histogram of Monthly Returns
The portfolio had a positive return during 88 of the 142 months (62%)
Monthly Returns Heatmap
Best month: +4.6% • Worst month: -8.6% • Best year: 2019 (+6.4%) • Worst year: 2022 (-5.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.5%+0.9%-2.9%+0.4%--------+0.7%
2025+1.0%+1.4%-0.4%-1.2%+1.7%+0.3%+1.1%+0.7%+0.8%+0.2%-0.5%+0.7%+5.8%
2024+0.8%+0.2%+1.7%+0.4%+1.1%+0.3%+0.8%+0.5%+0.8%-0.6%+0.5%-0.4%+6.2%
2023+2.7%-0.4%-0.9%+0.7%-0.8%-0.2%+0.6%+0.3%-0.2%-1.7%+2.0%+1.9%+4.0%
2022-0.9%-1.0%-0.0%-0.6%-1.2%-2.5%+0.5%+0.8%-2.9%+1.0%+1.9%-0.1%-5.1%
2021-0.1%+2.5%+0.2%+1.4%+0.5%-0.1%-0.1%+0.6%-0.0%+0.2%-0.8%+0.4%+4.8%
2020-0.2%-1.5%-8.6%+4.1%+1.9%+0.7%+1.0%+1.2%-0.4%+0.1%+4.6%+1.6%+4.0%
2019+1.9%+0.5%+0.1%+1.2%-0.9%+0.2%+1.0%-0.5%+0.5%+0.3%+0.7%+1.3%+6.4%
2018+1.3%-0.5%-0.3%+0.3%+0.5%+0.2%+0.5%-0.7%+0.2%-2.6%-0.6%-1.7%-3.4%
2017+0.9%+0.3%+0.3%+0.4%+1.1%-0.2%-0.0%-0.3%+1.0%+0.4%+0.0%-0.4%+3.6%
2016-2.1%-1.2%+0.5%-0.3%+0.9%-1.6%+1.1%+0.1%+0.2%-0.4%-1.0%+0.3%-3.6%
2015+1.9%+1.6%+0.9%+0.7%+0.6%-0.8%+0.4%-1.4%-0.5%+1.0%+1.1%-0.7%+4.8%
2014------+0.1%+0.4%-0.1%-0.8%+1.1%+0.0%+0.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +13.54% • The longest drawdown period lasted for 2 years and 9 months and was between April 2015 and January 2018. It reached a trough of -5.6%.

Detailed Metrics

Returns
Total Return
+31.95%
Annualized Return
+2.39%
Avg Monthly Return
+0.20%
Risk
Volatility (Annual)
+3.10%
Max Drawdown
+13.54%
Positive Months
62%
Average Drawdown
-2.5%
Risk-Adjusted
Sharpe Ratio
0.13
Risk-free rate: 2.0%
Sortino Ratio
0.11
Downside risk adjusted
Return/Volatility
0.77
Calmar Ratio
0.18
Return/Max Drawdown
Ulcer Index
3.15
Drawdown depth & duration
Martin Ratio
0.00
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€13,195.37
Backtest Period
2014-07-02 to 2026-04-02
11.8 years
Rebalancing
annual
Base Currency
EUR