Optimize
Annual Rebalancing
EUR
Moderate Risk
7.0yr backtest

Performance Summary

Total Return+137.16%
Annualized Return+13.04%
Volatility+11.77%
Sharpe Ratio0.94
Max Drawdown+25.73%

Holdings

Asset Allocation

Asset Class

Equity 94.6%Bonds 5.4%
Holdings Details
Global ESG equity ETF portfolio with 95% stocks and 5% bonds, diversified across multi-factor and alternative strategies for core growth.
AssetTypeAllocationTER
IQSE.XETRA
Invesco Global Active ESG Equity UCITS ETF EUR PfHdg AccIE00BJQRDP39
ETF
62.3%0.3%
LU1103258783
AQR STYLE PREMIA UCITS-B EURLU1103258783
FUND
32.3%1.25%
FRNU.XETRA
Amundi Floating Rate USD Corporate ESG UCITS ETF USD (C)LU1681040900
ETF
5.4%0.18%
Total100.0%0.60%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €23,715.61
Histogram of Monthly Returns
The portfolio had a positive return during 61 of the 85 months (72%)
Monthly Returns Heatmap
Best month: +9.2% • Worst month: -10.0% • Best year: 2024 (+23.1%) • Worst year: 2020 (-5.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.8%+2.6%-4.2%+6.6%+3.8%+2.4%+2.2%+1.8%----+17.9%
2025+3.7%-0.1%-1.9%-1.5%+5.2%+0.2%+1.9%+0.3%+3.1%+1.8%+0.8%+2.0%+16.5%
2024+6.1%+4.0%+6.2%-1.7%+2.3%+1.0%+0.5%-0.0%+0.3%+0.2%+3.8%-1.4%+23.1%
2023+5.0%+2.0%-3.5%+0.8%-1.8%+7.6%+1.3%+0.1%+0.5%-3.2%+5.2%+2.0%+16.4%
2022+2.3%-0.4%-0.4%+0.3%+1.7%-8.6%+1.6%-2.1%-4.6%+9.2%+3.5%-2.9%-1.6%
2021+1.8%+1.3%+8.0%+0.7%+2.0%-0.3%+1.9%+1.9%-2.4%-0.9%+0.2%+6.8%+22.5%
2020-0.7%-7.5%-10.0%+3.7%+1.2%+0.8%+0.8%+4.6%-1.9%-3.8%+5.6%+2.8%-5.6%
2019-------+0.7%+2.5%+0.1%+2.2%+0.2%+5.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +25.73% • The longest drawdown period lasted for 1 year and was between February 2020 and March 2021. It reached a trough of -25.7%.

Detailed Metrics

Returns
Total Return
+137.16%
Annualized Return
+13.04%
Avg Monthly Return
+1.08%
Risk
Volatility (Annual)
+11.77%
Max Drawdown
+25.73%
Positive Months
72%
Average Drawdown
-3.9%
Risk-Adjusted
Sharpe Ratio
0.94
Risk-free rate: 2.0%
Sortino Ratio
0.86
Downside risk adjusted
Return/Volatility
1.11
Calmar Ratio
0.51
Return/Max Drawdown
Ulcer Index
5.57
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
23,715.61
Backtest Period
2019-08-05 to 2026-08-21
7.0 years
Rebalancing
annual
Base Currency
EUR
test | +13.0% CAGR | ETF Backtest