Annual Rebalancing
USD
Low Risk
12.2yr backtest

Performance Summary

Total Return+13.94%
Annualized Return+1.08%
Volatility+9.09%
Sharpe Ratio-0.10
Max Drawdown+25.02%

Holdings

Asset Allocation

Asset Class

Bonds 100.0%
Holdings Details
A 100% bond portfolio focused on the financial sector for targeted fixed income exposure and stability.
AssetTypeAllocationTER
IE00BK017C39
Algebris UCITS Funds plc - Algebris Financial Credit Fund ID USD IncIE00BK017C39
FUND
100.0%0.75%
Total100.0%0.75%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $11,394.24
Histogram of Monthly Returns
The portfolio had a positive return during 86 of the 147 months (59%)
Monthly Returns Heatmap
Best month: +6.3% • Worst month: -9.5% • Best year: 2019 (+12.5%) • Worst year: 2022 (-14.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.5%+0.5%-2.5%+0.7%+0.7%+0.9%-1.7%+0.4%-0.2%----1.7%
2025-0.1%+1.1%-0.9%-1.4%+1.4%+1.3%-0.1%+0.4%+1.1%-0.7%+0.2%+0.6%+2.8%
2024-1.1%+0.1%+2.1%-1.6%+1.8%-0.1%+0.2%+1.2%+1.2%-1.4%+0.7%+0.6%+3.6%
2023+2.7%-1.0%-5.1%+0.5%+1.0%+0.9%+1.4%-0.6%-0.5%-1.2%+4.7%+4.8%+7.5%
2022-2.8%-2.2%+0.3%-4.5%+0.1%-5.5%+2.3%-2.7%-6.7%+2.0%+4.9%+0.6%-14.0%
2021-0.8%+0.8%+0.6%-0.0%+0.2%+0.4%-0.8%-0.0%-0.1%-0.9%-1.0%+1.2%-0.4%
2020+0.3%+0.0%-9.5%+6.3%+2.8%+1.6%-1.4%+3.8%-0.7%-1.9%+5.8%+1.0%+7.4%
2019+2.7%+1.4%+0.2%+1.4%-2.1%+3.2%-0.1%+0.9%+1.4%+0.4%+0.7%+2.0%+12.5%
2018+0.5%-0.4%-1.0%-1.1%-3.1%-1.1%+1.6%-1.3%+0.7%-2.9%-2.3%+0.4%-9.7%
2017-0.4%+1.6%+0.8%+0.3%+1.4%-0.0%+1.0%-0.1%+0.4%+0.8%+0.4%+0.5%+6.9%
2016-3.0%-3.2%+3.8%+0.8%+1.5%-2.0%+2.0%+1.6%-1.0%+0.6%-1.7%+3.3%+2.3%
2015+0.1%+1.6%+0.6%-1.3%+0.6%-1.1%+0.4%-0.9%-0.7%+1.1%+0.5%-0.1%+0.5%
2014-------0.6%+0.1%-1.3%+0.1%+0.1%+0.1%-1.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +25.02% • The longest drawdown period lasted for 4 years and 11 months and was between September 2021 and September 2026. It reached a trough of -25.0%.
When could this portfolio get you to financial independence?

TEST returned +1.08% a year over the 12 years above. Run those same monthly returns forward through 10,000 simulated paths, with your own savings and target retirement age, to see when they could reach your FIRE number.

Detailed Metrics

Returns
Total Return
+13.94%
Annualized Return
+1.08%
Avg Monthly Return
+0.11%
Risk
Volatility (Annual)
+9.09%
Max Drawdown
+25.02%
Positive Months
59%
Average Drawdown
-5.6%
Risk-Adjusted
Sharpe Ratio
-0.10
Risk-free rate: 2.0%
Sortino Ratio
-0.09
Downside risk adjusted
Return/Volatility
0.12
Calmar Ratio
0.04
Return/Max Drawdown
Ulcer Index
7.47
Drawdown depth & duration
Martin Ratio
-0.00
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$11,394.24
Backtest Period
2014-07-07 to 2026-09-03
12.2 years
Rebalancing
annual
Base Currency
USD