Swap 2026

swap 2026

Optimize
None Rebalancing
EUR
Moderate Risk
18.6yr backtest

Performance Summary

Total Return+1486.47%
Annualized Return+16.06%
Volatility+16.46%
Sharpe Ratio0.85
Max Drawdown+44.38%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity portfolio with a strong healthcare focus, anchored by a multi-asset core fund and leading pharmaceutical stocks for targeted growth.
AssetTypeAllocationTER
LU1038809395
Flossbach von Storch - Multiple Opportunities II RTLU1038809395
FUND
58.9%1.66%
LLY.XETRA
Eli Lilly and CompanyUS5324571083
STOCK
21.5%0%
LU0171307068
BlackRock Global Funds - World Healthscience Fund A2LU0171307068
FUND
13.0%1.81%
NOV.XETRA
Novo Nordisk A/SDK0062498333
STOCK
6.6%-
Total100.0%1.21%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €158,647.37
Histogram of Monthly Returns
The portfolio had a positive return during 147 of the 224 months (66%)
Monthly Returns Heatmap
Best month: +16.9% • Worst month: -15.1% • Best year: 2021 (+52.9%) • Worst year: 2008 (-16.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.9%-6.6%-7.6%+2.4%+8.0%--------5.5%
2025+3.3%+7.2%-15.1%+0.3%-8.7%-1.1%-6.6%-0.1%-1.1%+9.6%+16.0%-0.1%-0.2%
2024+10.9%+9.6%+6.6%-0.7%+3.7%+9.7%-9.8%+8.7%-9.8%-1.2%-2.0%-7.0%+16.5%
2023-3.1%-0.6%+7.4%+6.7%+4.3%+2.4%-1.8%+16.9%+0.0%+2.7%+3.6%-0.7%+43.1%
2022-8.8%+1.7%+11.3%+5.4%-1.7%+2.7%+5.9%-5.1%+1.8%+7.2%+1.5%+0.8%+23.3%
2021+7.0%-0.1%+0.8%+0.5%+5.1%+9.3%+5.5%+5.6%-4.1%+8.2%+0.5%+5.9%+52.9%
2020+4.5%-5.8%+2.9%+8.4%-0.9%+1.6%-4.2%+1.0%+1.9%-5.6%+4.4%+4.3%+11.9%
2019+4.5%+4.8%+5.2%-3.9%-1.4%+1.3%+0.4%+4.3%+0.7%+0.9%+3.7%+3.9%+26.9%
2018-0.9%-2.7%+11.3%+2.0%+4.0%-0.9%+6.8%+2.4%-0.2%-1.2%+4.4%-4.8%+20.8%
2017-0.5%+6.0%+0.3%+0.6%-0.4%+0.1%-2.2%+1.6%+2.7%+1.8%+0.5%+1.1%+11.8%
2016-7.3%-0.2%+0.2%+1.9%+2.0%+0.2%+4.7%-4.7%-2.5%-4.3%-1.1%+4.8%-6.9%
2015+8.4%+2.3%+7.6%-1.7%+3.1%-1.7%+4.2%-5.4%-4.0%+6.1%+3.5%+0.1%+23.7%
2014+2.1%+7.1%-1.1%-0.0%+0.7%+3.2%+0.8%+2.5%+4.3%+0.1%+2.7%+1.7%+26.7%
2013+5.2%+2.3%+3.3%-0.0%-0.5%-4.2%+3.7%-1.3%-0.1%+0.1%+2.5%-0.1%+11.2%
2012+1.7%+3.7%+2.7%+1.5%-0.6%+1.0%+6.4%+0.9%+0.7%-0.7%+1.9%-0.6%+20.1%
2011-2.7%+3.5%-0.6%+0.8%+2.9%-2.0%+1.6%-0.7%-0.3%+1.5%+2.5%+4.9%+12.0%
2010+2.9%+1.9%+4.8%+1.0%-1.0%+1.2%-3.3%+1.7%+2.6%+1.9%+1.6%+4.4%+21.1%
2009+3.4%-8.8%+1.9%+6.3%+1.6%+3.7%+5.1%+3.2%+1.9%+1.8%+2.9%+2.7%+27.9%
2008-5.4%+1.6%-3.1%+1.7%+3.8%-4.8%+0.0%+3.0%-11.0%-5.3%+0.1%+3.2%-16.2%
2007----------0.8%-2.6%+1.9%-1.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +44.38% • The longest drawdown period lasted for 2 years and 2 months and was between July 2015 and October 2017. It reached a trough of -16.0%.

Detailed Metrics

Returns
Total Return
+1486.47%
Annualized Return
+16.06%
Avg Monthly Return
+1.34%
Risk
Volatility (Annual)
+16.46%
Max Drawdown
+44.38%
Positive Months
66%
Average Drawdown
-6.5%
Risk-Adjusted
Sharpe Ratio
0.85
Risk-free rate: 2.0%
Sortino Ratio
0.84
Downside risk adjusted
Return/Volatility
0.98
Calmar Ratio
0.36
Return/Max Drawdown
Ulcer Index
9.72
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
158,647.37
Backtest Period
2007-10-23 to 2026-05-15
18.6 years
Rebalancing
none
Base Currency
EUR