Optimize
None Rebalancing
EUR
Moderate Risk
11.5yr backtest

Performance Summary

Total Return+489.05%
Annualized Return+16.66%
Volatility+17.43%
Sharpe Ratio0.84
Max Drawdown+37.51%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
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 SAES0113211835
STOCK
15.0%0%
MLP.XETRA
MLP SEDE0006569908
STOCK
15.0%0%
0O7J.LSE
Corticeira AmorimPTCOR0AE0006
STOCK
15.0%0%
CABK.MC
Caixabank SAES0140609019
STOCK
15.0%0%
PEUG.PA
Peugeot Invest SAFR0000064784
STOCK
15.0%0%
HBC1.XETRA
HSBC Holdings plcGB0005405286
STOCK
12.6%0%
0EUH.LSE
INDUS Holding AGDE0006200108
STOCK
12.4%0%
Total100.0%0.00%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €58,904.95
Histogram of Monthly Returns
The portfolio had a positive return during 88 of the 139 months (63%)
Monthly Returns Heatmap
Best month: +16.0% • Worst month: -20.4% • Best year: 2025 (+49.7%) • Worst year: 2018 (-15.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+5.9%-1.3%-6.3%+9.3%+5.3%-0.6%------+12.0%
2025+9.4%+6.0%+0.9%-0.8%+8.3%+2.1%+4.8%-1.7%+3.2%+1.3%+2.1%+6.1%+49.7%
2024+1.1%+1.6%+10.2%+0.8%+6.2%-5.9%+1.7%-1.5%-0.7%-0.1%-0.4%+2.3%+15.4%
2023+6.3%+5.4%-2.8%+6.2%-1.5%+7.1%+2.6%-4.2%+0.1%-5.6%+5.8%+2.9%+23.3%
2022-1.6%-6.3%+1.9%-2.6%+5.5%-5.6%+1.1%-4.0%-7.4%+3.9%+2.9%+0.1%-12.4%
2021-0.6%+4.4%+3.5%+1.6%+5.0%-0.4%+0.7%+5.3%+0.3%+5.2%-7.9%+6.7%+25.4%
2020-4.9%-8.0%-20.4%+8.7%+0.2%+8.4%-2.4%+2.7%+1.8%-7.7%+16.0%+6.7%-4.1%
2019+7.6%+2.6%+0.6%+6.8%-5.0%+0.4%-3.0%-5.1%+10.1%-1.1%+6.1%+5.5%+27.1%
2018+2.4%-3.6%-3.0%+6.8%+1.6%+0.5%+3.2%-1.0%+0.3%-10.8%-4.9%-6.4%-15.1%
2017+6.8%+5.7%+7.2%+6.0%+7.0%+2.3%-0.8%-2.5%+3.7%+0.4%-3.8%-1.3%+34.0%
2016-5.3%-4.6%+4.5%+5.3%+7.4%-4.3%+4.7%+9.2%+1.7%+8.8%-4.8%+5.2%+29.7%
2015+0.7%+7.8%+8.6%+4.2%+3.0%-4.1%+3.4%-6.1%-4.7%+6.8%+7.0%-2.1%+25.6%
2014------------0.5%-0.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +37.51% • The longest drawdown period lasted for 1 year and 7 months and was between October 2021 and May 2023. It reached a trough of -23.4%.

Detailed Metrics

Returns
Total Return
+489.05%
Annualized Return
+16.66%
Avg Monthly Return
+1.42%
Risk
Volatility (Annual)
+17.43%
Max Drawdown
+37.51%
Positive Months
63%
Average Drawdown
-7.2%
Risk-Adjusted
Sharpe Ratio
0.84
Risk-free rate: 2.0%
Sortino Ratio
0.80
Downside risk adjusted
Return/Volatility
0.96
Calmar Ratio
0.44
Return/Max Drawdown
Ulcer Index
9.23
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
58,904.95
Backtest Period
2014-12-09 to 2026-06-12
11.5 years
Rebalancing
none
Base Currency
EUR
test | +16.7% CAGR | ETF Backtest