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testing

Created byuser-k1xkie

None Rebalancing

EUR

Low Risk

1.2yr backtest

Performance Summary

Total Return+19.36%

Annualized Return+16.47%

Volatility+7.97%

Sharpe Ratio1.81

Max Drawdown+5.22%

Holdings

Asset Allocation

Asset Class

Equity 67.0%Money Market 33.0%

Holdings Details

This diversified equity and money market portfolio targets North America, Europe, and Emerging Markets for balanced global exposure.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
FI4000029327 OP-Amerikka Indeksi A • FI4000029327	FI4000029327	Acc	FUND	39.0%	0.39%
XEON.XETRA Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C • LU0290358497	LU0290358497	Acc	ETF	33.0%	0.1%
FI4000029301 OP-Eurooppa Indeksi A • FI4000029301	FI4000029301	Acc	FUND	16.8%	0.39%
IS3N.XETRA iShares Core MSCI Emerging Markets IMI UCITS • IE00BKM4GZ66	IE00BKM4GZ66	Acc	ETF	9.0%	0.18%
DFEN.XETRA VanEck Defense UCITS ETF A • IE000YYE6WK5	IE000YYE6WK5	Acc	ETF	1.3%	0.55%
QUTM.XETRA VanEck Quantum Computing UCITS ETF A • IE0007Y8Y157	IE0007Y8Y157	Acc	ETF	0.9%	0.55%
Total		Total			100.0%	0.28%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €11,935.6

Histogram of Monthly Returns

The portfolio had a positive return during 12 of the 15 months (80%)

Monthly Returns Heatmap

Best month: +6.1% • Worst month: -3.6% • Best year: 2025 (+9.8%) • Worst year: 2026 (+8.8%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+1.2%	+0.9%	-3.6%	+6.1%	+4.3%	+0.9%	-1.1%	-	-	-	-	-	+8.8%
2025	-	-	-	-	+0.7%	+0.9%	+2.6%	+0.1%	+2.5%	+2.9%	-0.4%	+0.2%	+9.8%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +5.22% • The longest drawdown period lasted for 1 month and was between November 2025 and January 2026. It reached a trough of -2.8%.

Detailed Metrics

Returns

Total Return

+19.36%

Annualized Return

+16.47%

Avg Monthly Return

+1.21%

Risk

Volatility (Annual)

+7.97%

Max Drawdown

+5.22%

Positive Months

80%

Average Drawdown

-1.0%

Risk-Adjusted

Sharpe Ratio

1.81

Risk-free rate: 2.0%

Sortino Ratio

1.76

Downside risk adjusted

Return/Volatility

2.07

Calmar Ratio

3.16

Return/Max Drawdown

Ulcer Index

1.21

Drawdown depth & duration

Martin Ratio

0.12

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€11,935.6

Backtest Period

2025-05-26 to 2026-07-24
1.2 years

Rebalancing

none

Base Currency

EUR