HomePortfoliosTrajan 2605 NR

Trajan 2605 NR

Optimize FIRE Projection
None Rebalancing
EUR
High Risk
Multi-currency
15.2yr backtest

Performance Summary

Total Return+3971.14%
Annualized Return+27.70%
Volatility+41.38%
Sharpe Ratio0.62
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 €407,113.84
Histogram of Monthly Returns
The portfolio had a positive return during 106 of the 183 months (58%)
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%-1.2%-24.3%+15.5%-3.3%----17.6%
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%.
When could this portfolio get you to financial independence?

Trajan 2605 NR returned +27.70% a year over the 15 years above. Run those same monthly returns forward through 10,000 simulated paths, with your own savings and target retirement age, to see when they could reach your FIRE number.

Detailed Metrics

Returns
Total Return
+3971.14%
Annualized Return
+27.70%
Avg Monthly Return
+2.80%
Risk
Volatility (Annual)
+41.38%
Max Drawdown
+67.35%
Positive Months
58%
Average Drawdown
-17.8%
Risk-Adjusted
Sharpe Ratio
0.62
Risk-free rate: 2.0%
Sortino Ratio
0.64
Downside risk adjusted
Return/Volatility
0.67
Calmar Ratio
0.41
Return/Max Drawdown
Ulcer Index
22.23
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
407,113.84
Backtest Period
2011-07-08 to 2026-09-04
15.2 years
Rebalancing
none
Base Currency
EUR