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Test1

Created byuser-b8stsg
Optimize
Annual Rebalancing
EUR
Low Risk
17.0yr backtest

Performance Summary

Total Return+8.00%
Annualized Return+0.45%
Volatility+0.33%
Sharpe Ratio-4.65
Max Drawdown+4.31%

Holdings

Asset Allocation

Asset Class

Money Market 100.0%
Holdings Details
A 100% money market portfolio with EUR-focused ETFs for capital preservation and low-risk liquidity in European markets.
AssetTypeAllocationTER
XEON.XETRA
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C • LU0290358497
ETF
50.0%0.1%
C3M.PA
Amundi Euro Government Bond 0-6 M UCITS ETF Acc • FR0010754200
ETF
50.0%0.14%
Total100.0%0.12%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €10,799.61
Histogram of Monthly Returns
The portfolio had a positive return during 99 of the 205 months (48%)
Monthly Returns Heatmap
Best month: +0.3% • Worst month: -0.1% • Best year: 2024 (+3.7%) • Worst year: 2021 (-0.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.2%+0.1%+0.1%+0.2%+0.2%+0.1%+0.1%-----+1.0%
2025+0.2%+0.2%+0.2%+0.2%+0.2%+0.1%+0.2%+0.2%+0.1%+0.2%+0.1%+0.2%+2.2%
2024+0.3%+0.3%+0.3%+0.3%+0.3%+0.3%+0.3%+0.3%+0.3%+0.2%+0.3%+0.3%+3.7%
2023+0.1%+0.2%+0.3%+0.2%+0.3%+0.2%+0.3%+0.3%+0.3%+0.3%+0.3%+0.3%+3.1%
2022-0.1%-0.1%-0.1%-0.0%-0.1%-0.1%-0.1%-0.0%-0.1%+0.1%+0.1%+0.1%-0.2%
2021-0.1%-0.0%-0.1%-0.1%-0.0%-0.1%-0.1%-0.1%-0.1%-0.1%-0.0%-0.1%-0.7%
2020-0.0%-0.1%-0.1%-0.1%-0.1%+0.1%-0.1%-0.0%-0.1%-0.0%-0.1%-0.1%-0.6%
2019-0.1%-0.0%-0.0%-0.1%-0.1%-0.0%-0.1%-0.0%-0.0%-0.1%-0.1%-0.1%-0.5%
2018-0.1%-0.1%-0.0%-0.1%-0.1%-0.1%-0.1%-0.0%-0.1%-0.0%-0.0%-0.1%-0.6%
2017-0.1%-0.1%-0.1%-0.0%-0.0%-0.1%-0.1%-0.1%-0.0%-0.1%-0.0%-0.1%-0.6%
2016-0.0%-0.0%-0.1%-0.0%-0.0%-0.0%-0.1%-0.1%-0.1%-0.0%-0.1%-0.0%-0.5%
2015-0.0%-0.0%-0.0%-0.0%-0.0%-0.0%-0.0%-0.0%-0.0%-0.0%-0.0%-0.0%-0.2%
2014+0.0%+0.0%+0.0%+0.0%+0.0%+0.0%+0.0%-0.0%-0.0%-0.0%-0.0%-0.0%+0.0%
2013+0.0%-0.0%+0.0%+0.0%-0.0%-0.0%+0.0%+0.0%+0.0%+0.0%-0.0%+0.0%+0.0%
2012+0.1%+0.0%+0.1%-0.0%+0.0%+0.0%+0.0%+0.0%+0.1%+0.0%+0.0%+0.0%+0.5%
2011+0.0%+0.1%+0.0%+0.1%+0.0%+0.0%+0.2%+0.1%+0.1%+0.1%+0.0%+0.2%+0.9%
2010+0.0%+0.0%+0.0%+0.0%+0.0%+0.0%+0.0%+0.0%+0.0%+0.0%+0.1%+0.0%+0.3%
2009------+0.1%+0.0%+0.0%+0.1%+0.0%+0.0%+0.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +4.31% • The longest drawdown period lasted for 9 years and 7 months and was between August 2014 and April 2024. It reached a trough of -4.3%.

Detailed Metrics

Returns
Total Return
+8.00%
Annualized Return
+0.45%
Avg Monthly Return
+0.04%
Risk
Volatility (Annual)
+0.33%
Max Drawdown
+4.31%
Positive Months
48%
Average Drawdown
-1.5%
Risk-Adjusted
Sharpe Ratio
-4.65
Risk-free rate: 2.0%
Sortino Ratio
-4.69
Downside risk adjusted
Return/Volatility
1.36
Calmar Ratio
0.10
Return/Max Drawdown
Ulcer Index
1.80
Drawdown depth & duration
Martin Ratio
-0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€10,799.61
Backtest Period
2009-07-08 to 2026-07-10
17.0 years
Rebalancing
annual
Base Currency
EUR
Test1 | 17-Year Backtest