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test_without_DFND_GOLD

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Annual Rebalancing
EUR
Moderate Risk
3.7yr backtest

Performance Summary

Total Return+60.62%
Annualized Return+13.49%
Volatility+11.60%
Sharpe Ratio0.99
Max Drawdown+13.98%

Holdings

Asset Allocation

Asset Class

Equity 80.0%Bonds 20.0%
Holdings Details
A diversified ETF portfolio with 68% global stocks, 20% ESG bonds, and 12% emerging markets for balanced growth.
AssetTypeAllocationTER
IWDA.LSE
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
68.0%0.2%
AEGE.XETRA
iShares Global Aggregate Bond ESG ​SRI UCITS ETF EUR Hedged (Acc)IE000APK27S2
ETF
20.0%0.1%
H4Z3.XETRA
HSBC MSCI Emerging Markets UCITS ETF USD (Acc)IE000KCS7J59
ETF
12.0%0.15%
Total100.0%0.17%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €16,062.28
Histogram of Monthly Returns
The portfolio had a positive return during 31 of the 46 months (67%)
Monthly Returns Heatmap
Best month: +7.6% • Worst month: -7.1% • Best year: 2023 (+17.9%) • Worst year: 2022 (-0.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.1%+1.4%-6.6%+5.4%--------+2.0%
2025+3.0%-1.5%-3.4%+0.1%+4.8%+3.6%+1.9%+1.4%+2.9%+2.5%-0.1%+1.0%+17.0%
2024+0.6%+2.6%+3.1%-2.3%+1.9%+3.4%+1.1%+1.3%+2.3%-1.4%+3.3%-1.6%+14.9%
2023+5.6%-2.1%+2.3%+1.1%-0.9%+4.7%+2.9%-2.2%-3.2%-3.1%+7.6%+4.8%+17.9%
2022------+4.5%-2.7%-7.1%+2.9%+4.7%-2.3%-0.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +13.98% • The longest drawdown period lasted for 9 months and was between August 2022 and June 2023. It reached a trough of -14.0%.

Detailed Metrics

Returns
Total Return
+60.62%
Annualized Return
+13.49%
Avg Monthly Return
+1.09%
Risk
Volatility (Annual)
+11.60%
Max Drawdown
+13.98%
Positive Months
67%
Average Drawdown
-2.9%
Risk-Adjusted
Sharpe Ratio
0.99
Risk-free rate: 2.0%
Sortino Ratio
0.98
Downside risk adjusted
Return/Volatility
1.16
Calmar Ratio
0.96
Return/Max Drawdown
Ulcer Index
3.76
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
16,062.28
Backtest Period
2022-07-12 to 2026-04-10
3.7 years
Rebalancing
annual
Base Currency
EUR