SWAP 2025

2025 swap

Optimize
None Rebalancing
EUR
Moderate Risk
17.0yr backtest

Performance Summary

Total Return+563.24%
Annualized Return+11.80%
Volatility+14.64%
Sharpe Ratio0.67
Max Drawdown+34.09%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A 100% equity portfolio focused on US dividends, global security, water, agriculture, and financial services for targeted 2025 growth.
AssetTypeAllocationTER
BE0947853660
DPAM CAPITAL B - Equities US Dividend Sustainable B EUR CapBE0947853660
FUND
40.5%1.5%
LU0270904781
Pictet Security P Eur LU0270904781
FUND
32.8%2%
LU0104884860
Pictet Water P Eur LU0104884860
FUND
13.3%2%
LU0366534344
Pictet Agriculture P Eur LU0366534344
FUND
10.8%2.01%
LU0114722498
Fidelity Global Financial Services A-EURLU0114722498
FUND
2.6%1.89%
Total100.0%1.80%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €66,324.44
Histogram of Monthly Returns
The portfolio had a positive return during 130 of the 205 months (63%)
Monthly Returns Heatmap
Best month: +11.5% • Worst month: -12.2% • Best year: 2021 (+34.6%) • Worst year: 2022 (-17.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.7%+0.7%-4.3%+7.5%+2.1%-------+5.0%
2025+3.6%-2.6%-9.3%-4.3%+5.7%+1.0%+3.6%-1.7%+0.6%+1.8%-0.3%-1.9%-4.7%
2024+2.6%+4.1%+2.5%-3.4%+0.7%+3.9%+0.8%+0.8%+0.6%+1.0%+8.1%-3.1%+19.7%
2023+2.9%+0.6%-1.2%-1.1%+2.2%+3.8%+1.3%-1.0%-2.5%-3.6%+6.2%+4.1%+11.6%
2022-7.4%-3.1%+3.9%-0.9%-4.2%-6.0%+10.5%-2.5%-7.3%+5.8%+0.2%-6.6%-17.7%
2021+0.4%+2.4%+7.0%+2.0%+0.6%+4.0%+3.1%+3.2%-2.9%+5.2%+1.4%+4.1%+34.6%
2020+1.0%-9.3%-12.2%+11.5%+3.5%+0.0%+0.8%+3.1%+0.0%-2.2%+8.9%+1.5%+4.4%
2019+7.1%+5.1%+2.4%+3.9%-5.1%+4.0%+4.5%-1.1%+2.7%-0.1%+4.4%+0.6%+31.8%
2018+0.8%-2.1%-2.4%+1.6%+5.5%-0.3%+3.2%+3.4%+0.3%-5.3%+1.9%-9.3%-3.5%
2017+0.1%+4.8%-0.0%-0.3%-1.3%-1.2%-1.8%-0.2%+2.9%+3.9%-0.2%-0.1%+6.5%
2016-3.9%-0.2%+2.1%+0.1%+4.9%+0.2%+2.6%+0.4%-1.0%-1.3%+5.2%+1.8%+11.2%
2015+4.6%+6.5%+3.5%-2.7%+3.8%-3.7%+2.3%-7.7%-2.2%+7.5%+5.8%-5.1%+11.8%
2014-1.6%+2.5%+0.2%-1.3%+3.8%+1.6%+0.3%+4.9%+1.5%+2.7%+2.9%+2.8%+22.1%
2013+2.7%+5.0%+4.5%-1.8%+3.3%-2.5%+3.8%-2.0%+1.4%+3.2%+1.7%+1.8%+22.8%
2012+4.1%+2.9%+2.7%+0.0%-1.1%+1.3%+4.5%-0.4%-0.2%-1.4%+0.6%+0.1%+13.5%
2011-1.3%+2.5%-2.0%-0.7%+1.4%-2.7%-3.5%-4.7%-2.2%+6.3%+2.1%+4.0%-1.4%
2010-1.0%+4.4%+6.6%+3.5%-0.9%-3.2%+1.5%-0.5%+2.3%+2.1%+5.4%+4.5%+26.9%
2009----+1.2%-0.4%+5.9%+1.0%+2.5%-3.5%+3.2%+8.7%+19.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +34.09% • The longest drawdown period lasted for 2 years and 2 months and was between December 2021 and March 2024. It reached a trough of -19.6%.

Detailed Metrics

Returns
Total Return
+563.24%
Annualized Return
+11.80%
Avg Monthly Return
+0.99%
Risk
Volatility (Annual)
+14.64%
Max Drawdown
+34.09%
Positive Months
63%
Average Drawdown
-5.7%
Risk-Adjusted
Sharpe Ratio
0.67
Risk-free rate: 2.0%
Sortino Ratio
0.63
Downside risk adjusted
Return/Volatility
0.81
Calmar Ratio
0.35
Return/Max Drawdown
Ulcer Index
7.36
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
66,324.44
Backtest Period
2009-05-28 to 2026-05-13
17.0 years
Rebalancing
none
Base Currency
EUR