HomePortfoliosTest infl 1

Test infl 1

Created byuser-b8stsg
Optimize
Annual Rebalancing
EUR
Low Risk
16.6yr backtest

Performance Summary

Total Return+26.87%
Annualized Return+1.44%
Volatility+2.75%
Sharpe Ratio-0.20
Max Drawdown+12.04%

Holdings

Asset Allocation

Asset Class

Bonds 50.0%Money Market 50.0%
Holdings Details
A diversified EUR portfolio with 50% European government bonds and 50% money market ETFs for stability and capital preservation.
AssetTypeAllocationTER
SXRQ.XETRA
iShares Euro Government Bond 7-10yr UCITS ETF (Acc) • IE00B3VTN290
ETF
50.0%0.15%
XEON.XETRA
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C • LU0290358497
ETF
50.0%0.1%
Total100.0%0.13%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €12,687.38
Histogram of Monthly Returns
The portfolio had a positive return during 119 of the 201 months (59%)
Monthly Returns Heatmap
Best month: +2.3% • Worst month: -2.8% • Best year: 2014 (+8.3%) • Worst year: 2022 (-10.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.5%+0.9%-1.6%+0.3%+0.7%+0.4%-0.5%-----+0.6%
2025+0.1%+0.5%-0.8%+1.3%+0.1%-0.1%-0.0%-0.1%+0.3%+0.6%+0.1%-0.3%+2.0%
2024-0.2%-0.5%+0.7%-0.6%+0.1%+0.3%+1.4%+0.3%+0.9%-0.6%+1.4%-0.8%+2.3%
2023+1.5%-1.2%+1.6%+0.1%+0.5%-0.1%+0.0%+0.3%-1.4%+0.5%+1.8%+2.2%+6.0%
2022-0.8%-1.0%-1.4%-1.9%-0.8%-0.9%+2.1%-2.8%-2.1%+0.3%+1.0%-2.1%-10.0%
2021-0.2%-1.0%+0.3%-0.5%-0.0%+0.2%+0.9%-0.3%-0.7%-0.7%+0.9%-0.7%-1.8%
2020+1.1%+0.1%-1.2%+0.0%+0.1%+0.6%+0.4%-0.4%+0.6%+0.4%+0.0%+0.0%+1.8%
2019+0.7%-0.2%+1.0%-0.0%+0.6%+1.0%+0.8%+1.0%-0.3%-0.6%-0.6%-0.4%+3.1%
2018-0.4%+0.1%+1.0%-0.2%-0.6%+0.4%-0.2%-0.2%-0.2%-0.0%+0.4%+0.4%+0.4%
2017-1.1%+0.6%-0.3%+0.3%+0.4%-0.3%+0.1%+0.4%-0.3%+0.6%+0.2%-0.5%+0.2%
2016+1.1%+0.4%+0.3%-0.6%+0.5%+0.9%+0.4%-0.1%+0.2%-1.1%-1.0%+0.6%+1.7%
2015+0.9%+0.4%+0.3%-0.7%-0.8%-1.3%+1.2%-0.6%+0.8%+0.6%+0.4%-0.7%+0.7%
2014+1.5%+0.4%+0.6%+0.6%+0.7%+0.7%+0.5%+1.1%+0.1%+0.2%+0.8%+0.6%+8.3%
2013-0.3%+0.3%+0.4%+1.5%-0.9%-1.0%+0.5%-0.4%+0.5%+1.0%+0.1%-0.6%+1.1%
2012+1.5%+0.9%+0.2%-0.1%+0.6%-0.2%+0.9%+0.2%+1.1%+0.5%+1.0%+0.3%+7.1%
2011-0.1%+0.0%-0.4%+0.0%+0.9%-0.2%+0.1%+2.3%+0.4%-1.2%-1.8%+2.2%+2.2%
2010+0.1%+0.7%+0.3%-0.6%+0.8%-0.2%+0.6%+1.2%-0.6%-0.3%-1.9%-0.3%-0.1%
2009----------+0.2%-0.4%-0.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +12.04% • The longest drawdown period lasted for 5 years and 6 months and was between December 2020 and July 2026. It reached a trough of -12.0%.

Detailed Metrics

Returns
Total Return
+26.87%
Annualized Return
+1.44%
Avg Monthly Return
+0.12%
Risk
Volatility (Annual)
+2.75%
Max Drawdown
+12.04%
Positive Months
59%
Average Drawdown
-2.6%
Risk-Adjusted
Sharpe Ratio
-0.20
Risk-free rate: 2.0%
Sortino Ratio
-0.20
Downside risk adjusted
Return/Volatility
0.52
Calmar Ratio
0.12
Return/Max Drawdown
Ulcer Index
3.83
Drawdown depth & duration
Martin Ratio
-0.00
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,687.38
Backtest Period
2009-11-25 to 2026-07-10
16.6 years
Rebalancing
annual
Base Currency
EUR