HomePortfoliosSimplest 80/20

Simplest 80/20

Optimize
Annual Rebalancing
EUR
Moderate Risk
14.5yr backtest

Performance Summary

Total Return+260.04%
Annualized Return+9.21%
Volatility+11.97%
Sharpe Ratio0.60
Max Drawdown+27.23%

Holdings

Asset Allocation

Asset Class

Equity 80.0%Money Market 20.0%
Holdings Details
A diversified ETF portfolio with 80% global equities and 20% EUR money market for core growth and stability.
AssetTypeAllocationTER
IUSQ.XETRA
iShares MSCI ACWI UCITS ETF USD (Acc)IE00B6R52259
ETF
80.0%0.2%
XEON.XETRA
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1CLU0290358497
ETF
20.0%0.1%
Total100.0%0.18%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €36,004.3
Histogram of Monthly Returns
The portfolio had a positive return during 113 of the 176 months (64%)
Monthly Returns Heatmap
Best month: +7.7% • Worst month: -8.8% • Best year: 2019 (+24.0%) • Worst year: 2022 (-10.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.0%+1.4%-4.2%+7.0%+2.2%-------+7.1%
2025+3.5%-1.8%-5.8%-3.1%+4.8%+0.9%+3.8%-0.2%+2.4%+3.6%-0.4%+0.4%+7.7%
2024+2.3%+3.0%+3.0%-1.3%+0.9%+4.1%+0.2%-0.2%+1.4%+0.8%+5.5%-0.8%+20.4%
2023+4.0%+0.1%+0.2%+0.0%+1.9%+3.0%+2.2%-0.7%-1.2%-2.9%+4.7%+3.3%+15.4%
2022-3.7%-1.5%+2.9%-1.8%-2.6%-4.9%+7.3%-1.2%-4.7%+2.8%+1.0%-4.4%-10.9%
2021+0.9%+2.3%+4.5%+1.2%-0.1%+3.7%+0.7%+2.5%-1.6%+3.9%+0.3%+3.0%+23.2%
2020-0.5%-6.7%-8.8%+7.1%+1.5%+1.9%-0.0%+4.3%-0.8%-1.8%+7.4%+1.6%+3.9%
2019+6.3%+2.9%+1.9%+2.8%-4.1%+3.2%+2.8%-1.6%+2.6%+0.2%+3.4%+1.8%+24.0%
2018+1.2%-1.7%-2.8%+2.7%+2.5%-0.2%+1.9%+1.0%+0.4%-4.1%+0.7%-6.3%-4.9%
2017-0.4%+4.0%+0.6%-0.6%-0.8%-0.7%-0.4%-0.4%+1.9%+2.9%-0.2%+1.2%+7.2%
2016-5.5%+0.4%+1.4%-0.0%+2.9%-0.4%+3.2%+0.4%+0.3%+0.4%+3.8%+1.9%+8.6%
2015+4.2%+5.1%+2.3%-1.3%+1.3%-3.3%+1.7%-7.0%-2.7%+7.7%+3.0%-3.6%+6.6%
2014-1.6%+2.4%+0.1%+0.2%+3.3%+1.2%+0.9%+3.2%+0.9%+0.9%+2.3%+0.6%+15.2%
2013+1.6%+3.2%+3.0%-0.2%+1.8%-2.9%+2.2%-1.6%+2.2%+3.1%+1.1%-0.0%+13.9%
2012+0.0%+0.0%+0.0%-1.3%-2.3%+1.0%+5.0%-0.1%+0.3%-1.0%+0.9%+0.2%+2.5%
2011---------+0.0%+0.0%+0.0%+0.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +27.23% • The longest drawdown period lasted for 1 year and 10 months and was between January 2022 and November 2023. It reached a trough of -13.1%.

Detailed Metrics

Returns
Total Return
+260.04%
Annualized Return
+9.21%
Avg Monthly Return
+0.77%
Risk
Volatility (Annual)
+11.97%
Max Drawdown
+27.23%
Positive Months
64%
Average Drawdown
-3.9%
Risk-Adjusted
Sharpe Ratio
0.60
Risk-free rate: 2.0%
Sortino Ratio
0.55
Downside risk adjusted
Return/Volatility
0.77
Calmar Ratio
0.34
Return/Max Drawdown
Ulcer Index
5.19
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
36,004.3
Backtest Period
2011-10-21 to 2026-05-08
14.5 years
Rebalancing
annual
Base Currency
EUR