HomePortfoliosTLCC - Min Vola

TLCC - Min Vola

Created byuser-julfmc
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Monthly Rebalancing
EUR
Low Risk
Multi-currency
8.2yr backtest

Performance Summary

Total Return+20.52%
Annualized Return+2.32%
Volatility+3.11%
Sharpe Ratio0.10
Max Drawdown+9.15%

Holdings

Asset Allocation

Asset Class

Bonds 100.0%
Holdings Details
A 100% bond ETF portfolio focused on short-duration euro and USD corporate debt, with ESG floating-rate exposure for steady, lower-risk income.
AssetTypeAllocationTER
LDCE.XETRA
PIMCO Advantage Euro Low Duration Corporate Bond UCITS ETF Dist • IE00BP9F2J32
ETF
30.0%0.25%
SDHA.LSE
iShares USD Short Duration High Yield Corporate Bond UCITS ETF USD (Acc) • IE00BZ17CN18
ETF
30.0%0.45%
LU0451400914
Axa Wf Euro Credit Short Duration • LU0451400914
FUND
30.0%0.75%
EFRN.XETRA
iShares EUR Floating Rate Bond Advanced UCITS ETF EUR (Dist) • IE00BF5GB717
ETF
5.0%0.1%
AFRN.PA
Amundi Floating Rate Euro Corporate ESG UCITS ETF EUR (C) • LU1681041114
ETF
5.0%0.18%
Total100.0%0.45%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €12,052.3
Histogram of Monthly Returns
The portfolio had a positive return during 65 of the 98 months (66%)
Monthly Returns Heatmap
Best month: +3.4% • Worst month: -5.3% • Best year: 2024 (+7.1%) • Worst year: 2022 (-3.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.1%+0.7%-0.8%+0.5%+0.8%+0.8%-0.7%+0.2%----+1.5%
2025+0.8%+0.5%-1.4%-0.7%+0.4%-0.5%+1.0%+0.4%+0.2%+0.7%+0.2%-0.1%+1.4%
2024+1.0%-0.2%+0.8%-0.0%-0.1%+1.0%+0.8%+0.1%+0.8%+0.5%+1.8%+0.4%+7.1%
2023+0.9%+0.3%-0.2%-0.0%+0.7%-0.4%+0.6%+0.8%+0.6%+0.2%+0.8%+1.2%+5.6%
2022-0.5%-0.7%-0.1%+0.1%-0.4%-2.0%+3.4%-1.2%-0.7%+0.4%-0.5%-1.1%-3.3%
2021+0.2%+0.3%+1.2%-0.5%-0.4%+1.1%+0.1%+0.2%+0.5%-0.2%+0.2%+0.4%+3.3%
2020+0.6%-0.6%-5.3%+2.3%+0.7%+0.2%-0.1%+0.4%+0.1%+0.5%+0.2%+0.1%-1.0%
2019+1.3%+0.7%+0.8%+0.6%-0.3%+0.2%+1.1%+0.1%+0.3%-0.6%+0.4%-0.1%+4.8%
2018------+0.5%+0.2%+0.2%+0.1%-0.4%-0.6%-0.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +9.15% • The longest drawdown period lasted for 1 year and 10 months and was between December 2021 and November 2023. It reached a trough of -4.2%.

Dividend Income

Summary
This portfolio contains 2 distributing ETFs (35.0% of total allocation)

Total Dividends Received

€476.26

40 payments

Dividend Yield

0.54%

(annualized)

Avg Per Payment

€11.91

per event

All dividends are automatically reinvested at the payment date. The portfolio value shown includes the compounding effect of dividend reinvestment.

Annual Breakdown
Dividend income per calendar year
YearDividends
2026€67.34
2025€129.82
2024€116.56
2023€71.75
2022€28.79
2021€16.15
2020€15.97
2019€19.55
2018€10.35
Total€476.26

Detailed Metrics

Returns
Total Return
+20.52%
Annualized Return
+2.32%
Avg Monthly Return
+0.19%
Risk
Volatility (Annual)
+3.11%
Max Drawdown
+9.15%
Positive Months
66%
Average Drawdown
-1.3%
Risk-Adjusted
Sharpe Ratio
0.10
Risk-free rate: 2.0%
Sortino Ratio
0.10
Downside risk adjusted
Return/Volatility
0.75
Calmar Ratio
0.25
Return/Max Drawdown
Ulcer Index
1.79
Drawdown depth & duration
Martin Ratio
0.00
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,052.3
Backtest Period
2018-07-03 to 2026-08-27
8.2 years
Rebalancing
monthly
Base Currency
EUR