Optimize
None Rebalancing
EUR
Moderate Risk
7.5yr backtest

Performance Summary

Total Return+100.41%
Annualized Return+9.69%
Volatility+16.03%
Sharpe Ratio0.48
Max Drawdown+34.92%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified ETF portfolio blending 50% global stocks and 50% German blue-chip DAX index for balanced growth potential.
AssetTypeAllocationTER
ELFW.XETRA
Deka MSCI World UCITS ETF DistributionDE000ETFL508
ETF
50.0%0.3%
0MLH.IL
iShares Core DAX® UCITS ETF (DE) EUR (Acc)DE0005933931
ETF
50.0%0.16%
Total100.0%0.23%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €20,040.73
Histogram of Monthly Returns
The portfolio had a positive return during 60 of the 92 months (65%)
Monthly Returns Heatmap
Best month: +12.2% • Worst month: -13.4% • Best year: 2019 (+29.1%) • Worst year: 2018 (-13.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.3%+2.2%-7.3%+2.2%---------2.9%
2025+6.4%-0.1%-5.1%-1.6%+6.9%+0.6%+2.7%-0.7%+0.8%+2.8%-0.7%+1.3%+13.5%
2024+2.5%+3.8%+4.2%-2.2%+1.6%+2.4%+0.4%+0.8%+1.8%+0.3%+4.7%+0.4%+22.5%
2023+6.4%+1.2%+0.5%+0.5%+1.5%+2.4%+2.6%-1.7%-2.2%-3.9%+7.5%+3.7%+19.6%
2022-4.6%-3.6%+3.0%-3.0%-0.8%-9.2%+8.6%-2.7%-6.3%+6.9%+3.9%-4.7%-13.4%
2021-1.3%+2.9%+7.3%+1.5%+0.6%+2.9%+0.9%+2.6%-2.6%+3.4%-0.9%+4.4%+23.6%
2020-0.8%-9.6%-13.4%+10.2%+4.3%+3.4%+0.2%+5.8%-1.8%-6.3%+12.2%+3.2%+4.3%
2019+7.4%+3.3%+1.6%+5.1%-4.9%+4.5%+1.1%-2.0%+3.7%+2.1%+3.2%+1.4%+29.1%
2018---------0.1%-5.9%-0.4%-8.1%-13.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +34.92% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -19.5%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (50.0% of total allocation)

Total Dividends Received

697.20

29 payments

Dividend Yield

0.67%

(annualized)

Avg Per Payment

24.04

per event

All dividends are automatically reinvested at the payment date. The portfolio value shown includes the compounding effect of dividend reinvestment.

Annual Breakdown
Dividend income per calendar year
YearDividends
202611.54
2025111.77
2024107.71
2023111.90
2022112.94
202176.20
202077.90
201987.22
Total697.20

Detailed Metrics

Returns
Total Return
+100.41%
Annualized Return
+9.69%
Avg Monthly Return
+0.85%
Risk
Volatility (Annual)
+16.03%
Max Drawdown
+34.92%
Positive Months
65%
Average Drawdown
-5.5%
Risk-Adjusted
Sharpe Ratio
0.48
Risk-free rate: 2.0%
Sortino Ratio
0.42
Downside risk adjusted
Return/Volatility
0.60
Calmar Ratio
0.28
Return/Max Drawdown
Ulcer Index
7.33
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
20,040.73
Backtest Period
2018-09-25 to 2026-04-01
7.5 years
Rebalancing
none
Base Currency
EUR