HomePortfoliosTest inf 2

Test inf 2

Created byuser-b8stsg
Optimize
Annual Rebalancing
EUR
Low Risk
11.5yr backtest

Performance Summary

Total Return+13.31%
Annualized Return+1.09%
Volatility+2.96%
Sharpe Ratio-0.31
Max Drawdown+8.51%

Holdings

Asset Allocation

Asset Class

Bonds 50.0%Money Market 50.0%
Holdings Details
A 50/50 EUR bond and money market ETF portfolio for European investors seeking inflation protection and capital preservation.
AssetTypeAllocationTER
IBCI.XETRA
iShares Euro Inflation Linked Government Bond UCITS ETF • IE00B0M62X26
ETF
50.0%0.09%
XEON.XETRA
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C • LU0290358497
ETF
50.0%0.1%
Total100.0%0.10%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €11,331.12
Histogram of Monthly Returns
The portfolio had a positive return during 80 of the 139 months (58%)
Monthly Returns Heatmap
Best month: +2.7% • Worst month: -3.5% • Best year: 2023 (+4.3%) • Worst year: 2022 (-4.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.9%+0.6%-0.5%+0.8%+0.3%+0.0%-0.2%-----+2.0%
2025+0.2%+0.4%-0.4%+0.6%+0.3%+0.3%+0.0%-0.3%+0.3%+0.7%+0.0%-0.4%+1.5%
2024-0.4%-0.0%+0.6%-0.2%+0.0%-0.1%+1.1%-0.1%+0.8%-0.3%+1.1%-0.7%+1.8%
2023+0.7%+0.0%+0.9%+0.1%+0.5%-0.0%+0.4%-0.0%-1.6%+0.3%+1.4%+1.6%+4.3%
2022-0.3%-0.0%+1.0%-0.5%-1.9%-1.6%+2.7%-2.2%-2.8%+1.5%+1.6%-2.1%-4.7%
2021+0.1%-0.7%+1.2%-0.4%+0.4%+0.1%+1.4%-0.2%+0.2%+0.1%+0.7%+0.1%+2.8%
2020+1.0%-0.5%-3.5%+0.8%+0.2%+1.1%+0.8%-0.2%+0.0%+0.5%+0.7%+0.3%+1.1%
2019+0.4%-0.4%+0.6%+0.3%-0.0%+1.1%+1.4%+0.7%-0.3%-0.2%-0.4%-0.1%+2.9%
2018-0.3%+0.1%+0.6%+0.0%-0.9%+0.6%-0.3%-0.5%-0.1%-0.3%-0.1%+0.1%-1.0%
2017-0.9%+0.2%-0.7%+0.5%+0.1%-0.1%+0.4%+0.4%-0.2%+0.6%+0.5%-0.4%+0.2%
2016+0.3%-0.5%+0.7%-0.1%+0.4%+0.6%+0.5%-0.1%+0.3%-1.0%-0.6%+1.1%+1.6%
2015+1.1%+0.4%+0.8%-0.3%-1.2%-1.0%+0.8%-1.1%+0.3%+1.1%+0.5%-1.3%+0.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +8.51% • The longest drawdown period lasted for 4 years and 2 months and was between March 2015 and June 2019. It reached a trough of -3.6%.

Detailed Metrics

Returns
Total Return
+13.31%
Annualized Return
+1.09%
Avg Monthly Return
+0.09%
Risk
Volatility (Annual)
+2.96%
Max Drawdown
+8.51%
Positive Months
58%
Average Drawdown
-2.0%
Risk-Adjusted
Sharpe Ratio
-0.31
Risk-free rate: 2.0%
Sortino Ratio
-0.30
Downside risk adjusted
Return/Volatility
0.37
Calmar Ratio
0.13
Return/Max Drawdown
Ulcer Index
2.59
Drawdown depth & duration
Martin Ratio
-0.00
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€11,331.12
Backtest Period
2015-01-02 to 2026-07-10
11.5 years
Rebalancing
annual
Base Currency
EUR