HomePortfoliosTest inf 3

Test inf 3

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

Performance Summary

Total Return+9.64%
Annualized Return+0.80%
Volatility+2.74%
Sharpe Ratio-0.44
Max Drawdown+8.73%

Holdings

Asset Allocation

Asset Class

Money Market 50.0%Bonds 50.0%
Holdings Details
A diversified EUR ETF portfolio with 50% money market and 50% bonds, including inflation-linked and government bonds for stability.
AssetTypeAllocationTER
XEON.XETRA
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C • LU0290358497
ETF
50.0%0.1%
SXRQ.XETRA
iShares Euro Government Bond 7-10yr UCITS ETF (Acc) • IE00B3VTN290
ETF
25.0%0.15%
IBCI.XETRA
iShares Euro Inflation Linked Government Bond UCITS ETF • IE00B0M62X26
ETF
25.0%0.09%
Total100.0%0.11%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €10,963.93
Histogram of Monthly Returns
The portfolio had a positive return during 79 of the 139 months (57%)
Monthly Returns Heatmap
Best month: +2.4% • Worst month: -2.5% • Best year: 2023 (+5.2%) • Worst year: 2022 (-7.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.7%+0.7%-1.0%+0.5%+0.5%+0.2%-0.3%-----+1.3%
2025+0.2%+0.4%-0.6%+0.9%+0.2%+0.1%-0.0%-0.2%+0.3%+0.6%+0.1%-0.3%+1.8%
2024-0.3%-0.3%+0.7%-0.4%+0.0%+0.1%+1.2%+0.1%+0.9%-0.4%+1.2%-0.8%+2.1%
2023+1.1%-0.6%+1.2%+0.1%+0.5%-0.1%+0.2%+0.1%-1.5%+0.4%+1.6%+1.9%+5.2%
2022-0.5%-0.5%-0.2%-1.2%-1.4%-1.3%+2.4%-2.5%-2.4%+0.9%+1.3%-2.1%-7.4%
2021-0.0%-0.9%+0.7%-0.4%+0.2%+0.1%+1.1%-0.3%-0.3%-0.3%+0.8%-0.3%+0.5%
2020+1.1%-0.2%-2.4%+0.4%+0.1%+0.9%+0.6%-0.3%+0.3%+0.4%+0.4%+0.1%+1.4%
2019+0.5%-0.3%+0.8%+0.1%+0.3%+1.1%+1.1%+0.9%-0.3%-0.4%-0.5%-0.3%+3.0%
2018-0.4%+0.1%+0.8%-0.1%-0.7%+0.5%-0.2%-0.4%-0.1%-0.2%+0.1%+0.3%-0.3%
2017-1.0%+0.4%-0.5%+0.4%+0.2%-0.2%+0.3%+0.4%-0.2%+0.6%+0.4%-0.4%+0.2%
2016+0.7%-0.0%+0.5%-0.3%+0.5%+0.8%+0.5%-0.1%+0.2%-1.1%-0.8%+0.8%+1.7%
2015+0.8%+0.4%+0.5%-0.5%-1.0%-1.1%+1.0%-0.9%+0.6%+0.9%+0.5%-1.0%+0.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +8.73% • The longest drawdown period lasted for 3 years and 3 months and was between March 2022 and June 2025. It reached a trough of -8.7%.

Detailed Metrics

Returns
Total Return
+9.64%
Annualized Return
+0.80%
Avg Monthly Return
+0.07%
Risk
Volatility (Annual)
+2.74%
Max Drawdown
+8.73%
Positive Months
57%
Average Drawdown
-1.9%
Risk-Adjusted
Sharpe Ratio
-0.44
Risk-free rate: 2.0%
Sortino Ratio
-0.43
Downside risk adjusted
Return/Volatility
0.29
Calmar Ratio
0.09
Return/Max Drawdown
Ulcer Index
2.74
Drawdown depth & duration
Martin Ratio
-0.00
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€10,963.93
Backtest Period
2015-01-02 to 2026-07-10
11.5 years
Rebalancing
annual
Base Currency
EUR