HomePortfoliosTrajan 2605 NR

Trajan 2605 NR

Optimize
None Rebalancing
EUR
High Risk
Multi-currency
14.9yr backtest

Performance Summary

Total Return+4775.19%
Annualized Return+29.82%
Volatility+41.21%
Sharpe Ratio0.68
Max Drawdown+67.35%

Holdings

Asset Allocation

Asset Class

Equity 92.0%Money Market 8.0%
Holdings Details
Diversified global equity portfolio with 92% stocks and 8% cash, featuring core ETFs and a Tesla allocation for growth.
AssetTypeAllocationTER
EUNL.XETRA
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
57.0%0.2%
SPYI.XETRA
SPDR MSCI All Country World Investable Market UCITS ETF (Acc)IE00B3YLTY66
ETF
18.0%0.17%
TSLA.US
Tesla IncUS88160R1014
STOCK
16.0%0%
CSH.PA
Amundi EUR Overnight Return UCITS ETF AccFR0010510800
ETF
4.0%0.1%
XEON.XETRA
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1CLU0290358497
ETF
4.0%0.1%
AEEM.PA
Amundi MSCI Emerging Markets Swap UCITS ETF EUR AccLU1681045370
ETF
1.0%0.2%
Total100.0%0.15%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €487,518.64
Histogram of Monthly Returns
The portfolio had a positive return during 105 of the 179 months (59%)
Monthly Returns Heatmap
Best month: +62.2% • Worst month: -34.9% • Best year: 2020 (+397.9%) • Worst year: 2022 (-59.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-5.5%-4.6%-5.7%+1.9%+14.0%--------1.3%
2025+0.6%-25.7%-14.1%+3.2%+20.6%-10.7%-0.5%+6.6%+29.7%+4.1%-5.6%+3.0%-0.6%
2024-20.4%+7.2%-10.8%+4.4%-3.7%+11.4%+14.0%-8.5%+18.7%-1.9%+38.2%+17.2%+67.7%
2023+33.4%+19.4%-1.4%-19.8%+24.6%+23.5%+1.4%-2.0%-0.7%-18.3%+15.0%+2.3%+83.8%
2022-9.8%-6.6%+23.7%-14.3%-13.6%-8.8%+33.4%-5.2%-1.8%-13.6%-17.2%-34.9%-59.3%
2021+12.1%-13.1%+2.2%+3.4%-11.9%+11.0%+1.0%+7.1%+6.6%+40.4%+4.5%-7.3%+58.2%
2020+34.1%-0.5%-18.3%+36.7%+4.9%+21.2%+20.3%+62.2%-11.4%-8.2%+37.3%+20.7%+397.9%
2019-1.5%+4.4%-5.3%-5.9%-12.9%+9.8%+6.8%-3.9%+5.4%+13.2%+5.3%+14.0%+28.7%
2018+5.2%-1.5%-14.4%+8.7%+1.4%+11.3%-6.9%+1.4%-6.1%+12.5%+2.5%-6.5%+4.0%
2017+7.7%+2.8%+5.5%+5.9%+2.6%+2.0%-8.4%+5.2%-1.1%+0.5%-5.3%+0.8%+18.4%
2016-14.4%+1.0%+8.0%+3.1%-1.8%-2.7%+7.5%-5.5%-1.9%-0.5%+2.2%+7.9%+0.4%
2015+1.4%+3.5%-0.3%+6.6%+7.9%+1.6%+1.2%-9.2%-0.7%-4.6%+9.5%-1.1%+15.3%
2014+9.1%+18.2%-8.6%-0.3%+2.7%+8.4%-2.5%+13.8%-2.8%+0.4%+2.5%-3.2%+40.3%
2013+3.4%+2.1%+5.3%+7.4%+21.9%+1.7%+11.0%+10.1%+7.4%-7.3%-9.1%+6.8%+74.6%
2012+3.1%+4.5%+2.9%-2.5%-2.6%+2.4%+1.8%+0.6%-0.0%-1.8%+4.0%-0.4%+12.4%
2011-------2.4%-8.3%-0.2%+7.8%+2.6%+0.9%-0.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +67.35% • The longest drawdown period lasted for 3 years and 1 month and was between November 2021 and December 2024. It reached a trough of -67.3%.

Detailed Metrics

Returns
Total Return
+4775.19%
Annualized Return
+29.82%
Avg Monthly Return
+2.93%
Risk
Volatility (Annual)
+41.21%
Max Drawdown
+67.35%
Positive Months
59%
Average Drawdown
-17.6%
Risk-Adjusted
Sharpe Ratio
0.68
Risk-free rate: 2.0%
Sortino Ratio
0.69
Downside risk adjusted
Return/Volatility
0.72
Calmar Ratio
0.44
Return/Max Drawdown
Ulcer Index
22.11
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
487,518.64
Backtest Period
2011-07-08 to 2026-05-29
14.9 years
Rebalancing
none
Base Currency
EUR
Trajan 2605 NR | +29.8% CAGR | ETF Backtest