Optimize
Monthly Rebalancing
EUR
High Risk
12.3yr backtest

Performance Summary

Total Return+261.64%
Annualized Return+10.97%
Volatility+25.25%
Sharpe Ratio0.36
Max Drawdown+50.92%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Test portfolio: A diversified ETF portfolio with monthly rebalancing, managed in EUR for strategic, disciplined investing.
AssetTypeAllocationTER
BNKE.PA
Amundi Euro Stoxx Banks UCITS ETF AccLU1829219390
ETF
50.0%0.3%
BRES.PA
Amundi STOXX Europe 600 Basic Resources UCITS ETF AccLU1834983550
ETF
50.0%0.3%
Total100.0%0.30%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €36,163.53
Histogram of Monthly Returns
The portfolio had a positive return during 85 of the 149 months (57%)
Monthly Returns Heatmap
Best month: +27.9% • Worst month: -24.1% • Best year: 2025 (+59.0%) • Worst year: 2018 (-21.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+8.8%+3.0%-9.6%+8.2%--------+9.5%
2025+7.1%+7.0%-2.6%-3.0%+8.6%-1.4%+6.1%+3.6%+6.9%+3.3%+3.4%+9.2%+59.0%
2024-0.9%-3.0%+11.1%+6.8%+3.5%-5.7%+0.4%-2.0%+5.2%-2.8%-1.8%+0.8%+10.9%
2023+12.1%+3.3%-6.9%-6.8%-4.3%+6.0%+5.8%-3.5%+2.5%-3.5%+6.6%+3.2%+13.1%
2022+4.6%-2.0%+3.4%-3.1%+4.6%-15.8%+2.7%-1.3%-2.2%+7.3%+12.1%-1.3%+6.5%
2021-1.2%+15.8%+3.0%+4.1%+5.0%-3.8%+3.2%+0.7%-1.4%+3.4%-4.8%+7.5%+34.4%
2020-6.5%-9.9%-24.1%+5.1%+6.0%+6.8%-2.7%+5.2%-6.6%-3.3%+27.9%+5.2%-5.3%
2019+8.6%+5.7%-0.5%+4.6%-10.7%+5.8%-3.2%-7.0%+6.8%+2.0%+4.5%+4.0%+20.3%
2018+6.1%-3.9%-4.9%+5.0%-4.0%-1.9%+2.3%-8.4%+3.9%-8.0%-3.9%-4.7%-21.4%
2017+4.9%-1.9%+5.3%+0.9%-2.2%+0.4%+6.0%+0.4%+1.9%+1.7%-3.2%+3.8%+19.1%
2016-14.8%+6.7%+3.1%+10.2%-4.8%-7.4%+9.9%+0.9%+3.4%+9.3%+5.6%+6.6%+28.7%
2015-1.0%+14.0%+0.3%+1.1%-0.3%-5.1%-0.6%-9.8%-11.2%+8.9%-3.4%-9.4%-17.8%
2014+1.6%+5.1%-0.5%+0.5%-0.6%-1.1%+3.0%-0.7%-1.0%-4.7%+0.4%-4.4%-2.9%
2013-----------+5.4%+5.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +50.92% • The longest drawdown period lasted for 3 years and 1 month and was between January 2018 and March 2021. It reached a trough of -50.9%.

Detailed Metrics

Returns
Total Return
+261.64%
Annualized Return
+10.97%
Avg Monthly Return
+1.07%
Risk
Volatility (Annual)
+25.25%
Max Drawdown
+50.92%
Positive Months
57%
Average Drawdown
-12.6%
Risk-Adjusted
Sharpe Ratio
0.36
Risk-free rate: 2.0%
Sortino Ratio
0.34
Downside risk adjusted
Return/Volatility
0.43
Calmar Ratio
0.22
Return/Max Drawdown
Ulcer Index
16.30
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
36,163.53
Backtest Period
2013-12-18 to 2026-04-24
12.3 years
Rebalancing
monthly
Base Currency
EUR
Test | +11.0% CAGR | ETF Backtest