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Test

Created byuser-b8stsg
Optimize
Annual Rebalancing
EUR
Low Risk
Multi-currency
5.9yr backtest

Performance Summary

Total Return+13.76%
Annualized Return+2.22%
Volatility+1.67%
Sharpe Ratio0.13
Max Drawdown+2.06%

Holdings

Asset Allocation

Asset Class

Money Market 80.0%Bonds 20.0%
Holdings Details
A diversified ETF portfolio blending 80% EUR money market funds and 20% CLO bonds for stability and income in Europe.
AssetTypeAllocationTER
XEON.XETRA
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C • LU0290358497
ETF
40.0%0.1%
C3M.PA
Amundi Euro Government Bond 0-6 M UCITS ETF Acc • FR0010754200
ETF
40.0%0.14%
AAA.US
Listed Funds Trust - AAF First Priority CLO Bond ETF • US46144X6105
ETF
20.0%0.25%
Total100.0%0.15%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €11,376.38
Histogram of Monthly Returns
The portfolio had a positive return during 49 of the 71 months (69%)
Monthly Returns Heatmap
Best month: +1.0% • Worst month: -0.8% • Best year: 2024 (+5.7%) • Worst year: 2020 (-0.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.3%+0.5%+0.5%-0.1%+0.4%+0.5%+0.4%-----+2.1%
2025+0.3%+0.3%-0.7%-0.7%+0.1%-0.4%+0.6%+0.1%+0.1%+0.5%+0.1%+0.1%+0.4%
2024+0.9%+0.4%+0.3%+0.6%-0.0%+0.6%+0.2%-0.1%+0.2%+0.8%+1.0%+0.7%+5.7%
2023+0.1%+0.8%-0.3%+0.1%+0.9%-0.0%+0.2%+0.6%+1.0%+0.4%-0.1%+0.0%+3.6%
2022+0.2%-0.1%+0.2%+1.0%-0.7%+0.4%+0.5%+0.5%+0.4%-0.1%-0.8%-0.4%+1.0%
2021+0.1%+0.0%+0.5%-0.5%-0.3%+0.6%-0.0%+0.1%+0.4%+0.0%+0.4%-0.1%+1.1%
2020--------+0.1%+0.1%-0.6%-0.2%-0.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +2.06% • The longest drawdown period lasted for 1 year and 1 month and was between September 2020 and November 2021. It reached a trough of -1.2%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (20.0% of total allocation)

Total Dividends Received

€512.72

70 payments

Dividend Yield

0.83%

(annualized)

Avg Per Payment

€7.32

per event

All dividends are automatically reinvested at the payment date. The portfolio value shown includes the compounding effect of dividend reinvestment.

Annual Breakdown
Dividend income per calendar year
YearDividends
2026€52.50
2025€105.73
2024€147.91
2023€127.09
2022€51.30
2021€21.84
2020€6.37
Total€512.72

Detailed Metrics

Returns
Total Return
+13.76%
Annualized Return
+2.22%
Avg Monthly Return
+0.18%
Risk
Volatility (Annual)
+1.67%
Max Drawdown
+2.06%
Positive Months
69%
Average Drawdown
-0.5%
Risk-Adjusted
Sharpe Ratio
0.13
Risk-free rate: 2.0%
Sortino Ratio
0.14
Downside risk adjusted
Return/Volatility
1.33
Calmar Ratio
1.08
Return/Max Drawdown
Ulcer Index
0.67
Drawdown depth & duration
Martin Ratio
0.00
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€11,376.38
Backtest Period
2020-09-11 to 2026-07-24
5.9 years
Rebalancing
annual
Base Currency
EUR