Annual Rebalancing
USD
Low Risk
12.1yr backtest

Performance Summary

Total Return+14.33%
Annualized Return+1.11%
Volatility+9.11%
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 $11,433.13
Histogram of Monthly Returns
The portfolio had a positive return during 86 of the 146 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%+0.6%-----1.3%
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 August 2026. It reached a trough of -25.0%.

Detailed Metrics

Returns
Total Return
+14.33%
Annualized Return
+1.11%
Avg Monthly Return
+0.11%
Risk
Volatility (Annual)
+9.11%
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
7.48
Drawdown depth & duration
Martin Ratio
-0.00
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$11,433.13
Backtest Period
2014-07-07 to 2026-08-13
12.1 years
Rebalancing
annual
Base Currency
USD