HomePortfoliostest

test

Created byuser-a3qeox
Optimize
None Rebalancing
EUR
Moderate Risk
11.3yr backtest

Performance Summary

Total Return+455.64%
Annualized Return+16.33%
Volatility+17.31%
Sharpe Ratio0.83
Max Drawdown+37.28%

Holdings

Asset Allocation

Asset Class

Equity 87.6%Other 12.4%
Holdings Details
European financial and industrial stock portfolio with concentrated holdings in Spanish banks and German industrials for focused growth.
AssetTypeAllocationTER
BBVA.MC
Banco Bilbao Vizcaya Argentaria SA • ES0113211835
STOCK
15.0%0%
MLP.XETRA
MLP SE • DE0006569908
STOCK
15.0%0%
0O7J.LSE
Corticeira Amorim • PTCOR0AE0006
STOCK
15.0%0%
CABK.MC
Caixabank SA • ES0140609019
STOCK
15.0%0%
PEUG.PA
Peugeot Invest SA • FR0000064784
STOCK
15.0%0%
HBC1.XETRA
HSBC Holdings plc • GB0005405286
STOCK
12.6%0%
0EUH.LSE
INDUS Holding AG
STOCK
12.4%0%
Total100.0%0.00%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €55,563.94
Histogram of Monthly Returns
The portfolio had a positive return during 87 of the 137 months (64%)
Monthly Returns Heatmap
Best month: +16.2% • Worst month: -20.4% • Best year: 2025 (+49.9%) • Worst year: 2018 (-15.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+5.9%-1.3%-6.4%+8.5%--------+6.3%
2025+9.4%+6.0%+0.9%-0.8%+8.3%+1.9%+4.9%-1.7%+3.1%+1.4%+2.2%+6.1%+49.9%
2024+1.0%+1.7%+10.3%+0.8%+6.1%-5.9%+1.7%-1.5%-0.7%-0.1%-0.4%+2.3%+15.5%
2023+6.3%+5.4%-2.8%+6.2%-1.6%+7.2%+2.6%-4.2%+0.1%-5.6%+5.9%+2.9%+23.3%
2022-1.5%-6.3%+1.9%-2.6%+5.4%-5.7%+1.1%-4.0%-7.4%+3.8%+3.0%+0.1%-12.4%
2021-0.6%+4.4%+3.5%+1.7%+4.9%-0.5%+0.7%+5.3%+0.3%+5.2%-7.9%+6.6%+25.4%
2020-4.7%-8.2%-20.4%+8.6%+0.2%+8.4%-2.4%+2.7%+1.8%-7.9%+16.2%+6.7%-4.2%
2019+7.3%+2.6%+0.5%+6.8%-5.0%+0.3%-2.9%-5.1%+10.1%-1.1%+6.1%+5.5%+26.5%
2018+2.3%-3.8%-2.9%+6.8%+1.6%+0.4%+3.1%-1.0%+0.4%-10.8%-4.7%-6.4%-15.0%
2017+6.9%+5.6%+7.2%+5.9%+7.0%+2.7%-1.0%-2.8%+3.7%+0.4%-3.8%-1.2%+34.2%
2016-5.3%-4.8%+4.7%+5.4%+7.2%-4.3%+4.7%+9.2%+1.7%+8.8%-4.7%+5.0%+29.3%
2015+0.7%+7.8%+8.6%+4.1%+3.1%-4.1%+3.4%-6.1%-4.7%+6.8%+6.9%-2.1%+25.4%
2014------------0.6%-0.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +37.28% • The longest drawdown period lasted for 1 year and 7 months and was between October 2021 and May 2023. It reached a trough of -23.5%.

Detailed Metrics

Returns
Total Return
+455.64%
Annualized Return
+16.33%
Avg Monthly Return
+1.40%
Risk
Volatility (Annual)
+17.31%
Max Drawdown
+37.28%
Positive Months
64%
Average Drawdown
-7.3%
Risk-Adjusted
Sharpe Ratio
0.83
Risk-free rate: 2.0%
Sortino Ratio
0.78
Downside risk adjusted
Return/Volatility
0.94
Calmar Ratio
0.44
Return/Max Drawdown
Ulcer Index
9.30
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€55,563.94
Backtest Period
2014-12-09 to 2026-04-10
11.3 years
Rebalancing
none
Base Currency
EUR