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test_without_DFND_GOLD

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Annual Rebalancing
EUR
Moderate Risk
Multi-currency
3.8yr backtest

Performance Summary

Total Return+48.75%
Annualized Return+11.01%
Volatility+11.55%
Sharpe Ratio0.78
Max Drawdown+17.63%

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 €14,874.67
Histogram of Monthly Returns
The portfolio had a positive return during 30 of the 46 months (65%)
Monthly Returns Heatmap
Best month: +7.7% • Worst month: -5.8% • Best year: 2024 (+19.8%) • Worst year: 2022 (-5.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.8%+2.4%-5.3%+7.7%--------+5.2%
2025+3.1%-1.5%-5.8%-2.8%+4.3%+0.8%+3.2%+0.8%+2.6%+3.5%-0.3%+0.1%+7.6%
2024+2.1%+2.6%+3.2%-1.6%+0.7%+4.3%+0.4%-0.2%+1.8%+0.2%+5.4%-0.4%+19.8%
2023+4.5%-0.3%+0.5%-0.1%+1.2%+3.2%+2.3%-1.3%-1.5%-3.2%+5.4%+3.8%+15.3%
2022------+3.1%-1.5%-5.6%+2.3%+0.9%-4.0%-5.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +17.63% • The longest drawdown period lasted for 1 year and 3 months and was between August 2022 and December 2023. It reached a trough of -11.2%.

Detailed Metrics

Returns
Total Return
+48.75%
Annualized Return
+11.01%
Avg Monthly Return
+0.91%
Risk
Volatility (Annual)
+11.55%
Max Drawdown
+17.63%
Positive Months
65%
Average Drawdown
-3.7%
Risk-Adjusted
Sharpe Ratio
0.78
Risk-free rate: 2.0%
Sortino Ratio
0.75
Downside risk adjusted
Return/Volatility
0.95
Calmar Ratio
0.62
Return/Max Drawdown
Ulcer Index
4.63
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
14,874.67
Backtest Period
2022-07-12 to 2026-04-30
3.8 years
Rebalancing
annual
Base Currency
EUR