None Rebalancing
EUR
High Risk
12.4yr backtest

Performance Summary

Total Return+217.13%
Annualized Return+9.78%
Volatility+28.54%
Sharpe Ratio0.27
Max Drawdown+63.89%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A concentrated ETF portfolio investing 100% in European bank stocks via the Amundi Euro Stoxx Banks ETF for targeted sector exposure.
AssetTypeAllocationTER
BNKE.PA
Amundi Euro Stoxx Banks UCITS ETF AccLU1829219390
ETF
100.0%0.3%
Total100.0%0.30%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €31,712.5
Histogram of Monthly Returns
The portfolio had a positive return during 90 of the 149 months (60%)
Monthly Returns Heatmap
Best month: +38.0% • Worst month: -35.2% • Best year: 2025 (+89.7%) • Worst year: 2018 (-31.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.5%-2.5%-11.1%+10.3%--------+0.1%
2025+10.7%+13.5%+1.7%+0.7%+10.8%-0.2%+9.5%+2.1%+4.5%+0.1%+5.3%+8.2%+89.7%
2024+2.8%+0.5%+14.9%+3.7%+5.3%-6.7%+5.7%-0.9%+1.6%+0.5%-3.2%+5.3%+31.9%
2023+15.9%+6.6%-13.6%+3.1%-2.9%+9.2%+6.1%-1.8%+0.1%-3.2%+8.8%+1.7%+30.2%
2022+6.5%-12.1%-2.6%-3.7%+8.9%-12.6%-0.4%-1.1%-0.5%+11.9%+8.9%+1.1%+1.0%
2021-5.0%+19.2%+4.9%+4.6%+7.8%-4.7%-0.8%+3.9%+4.4%+4.0%-8.4%+6.8%+39.8%
2020-5.7%-8.1%-35.2%+2.6%+4.3%+9.2%-6.9%+5.8%-12.0%-1.8%+38.0%+0.4%-22.6%
2019+5.3%+7.8%-5.0%+9.3%-11.8%+2.2%-2.1%-6.4%+8.9%+2.6%+4.1%+4.1%+17.9%
2018+8.1%-4.5%-6.7%+4.4%-13.3%+0.1%+5.8%-10.5%+2.2%-8.9%+0.0%-10.4%-31.0%
2017+0.6%-3.3%+11.9%+4.4%-0.4%+1.3%+3.5%-2.9%+4.8%-1.5%-2.5%-1.3%+14.3%
2016-17.3%-4.5%-0.1%+6.6%+0.1%-20.8%+8.8%+6.6%-3.7%+12.9%+0.7%+12.0%-5.0%
2015-3.6%+14.8%+6.6%-1.9%+0.7%-2.4%+5.1%-9.1%-8.0%+5.0%+0.1%-6.8%-2.1%
2014+3.3%+5.3%+1.2%-0.7%+0.7%-4.2%-1.7%+1.4%+2.6%-5.1%+2.1%-6.7%-2.4%
2013-----------+5.5%+5.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +63.89% • The longest drawdown period lasted for 8 years and 4 months and was between July 2015 and December 2023. It reached a trough of -63.9%.

Detailed Metrics

Returns
Total Return
+217.13%
Annualized Return
+9.78%
Avg Monthly Return
+1.11%
Risk
Volatility (Annual)
+28.54%
Max Drawdown
+63.89%
Positive Months
60%
Average Drawdown
-21.5%
Risk-Adjusted
Sharpe Ratio
0.27
Risk-free rate: 2.0%
Sortino Ratio
0.26
Downside risk adjusted
Return/Volatility
0.34
Calmar Ratio
0.15
Return/Max Drawdown
Ulcer Index
25.98
Drawdown depth & duration
Martin Ratio
0.00
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
31,712.5
Backtest Period
2013-12-18 to 2026-04-30
12.4 years
Rebalancing
none
Base Currency
EUR
test | +9.8% CAGR | ETF Backtest