HomePortfoliosTrajan 2612
Optimize
None Rebalancing
EUR
Moderate Risk
Multi-currency
14.9yr backtest

Performance Summary

Total Return+1555.45%
Annualized Return+20.74%
Volatility+18.72%
Sharpe Ratio1.00
Max Drawdown+38.00%

Holdings

Asset Allocation

Asset Class

Equity 93.0%Money Market 7.0%
Holdings Details
Global equity ETF portfolio with 93% stocks and 7% cash, targeting both developed and emerging markets for diversified growth.
AssetTypeAllocationTER
EUNL.XETRA
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
47.0%0.2%
SPYI.XETRA
SPDR MSCI All Country World Investable Market UCITS ETF (Acc)IE00B3YLTY66
ETF
19.0%0.17%
TSLA.US
Tesla IncUS88160R1014
STOCK
16.0%0%
AEEM.PA
Amundi MSCI Emerging Markets Swap UCITS ETF EUR AccLU1681045370
ETF
11.0%0.2%
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
3.0%0.1%
Total100.0%0.16%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €165,545.03
Histogram of Monthly Returns
The portfolio had a positive return during 118 of the 179 months (66%)
Monthly Returns Heatmap
Best month: +31.7% • Worst month: -13.2% • Best year: 2020 (+109.7%) • Worst year: 2022 (-19.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.3%+0.8%-5.3%+7.3%+6.9%-------+9.9%
2025+3.0%-6.2%-7.5%-2.8%+7.6%-0.7%+3.6%+0.7%+6.7%+4.2%-1.4%+0.9%+7.1%
2024-1.7%+3.9%+1.3%-0.6%+0.3%+5.4%+2.1%-1.7%+4.3%+0.2%+11.0%+2.7%+30.0%
2023+10.4%+4.2%-0.2%-5.4%+6.9%+8.6%+2.2%-1.4%-1.1%-7.7%+7.8%+3.3%+29.2%
2022-4.3%-2.6%+6.2%-4.0%-4.5%-5.8%+11.2%-1.9%-5.0%+0.4%-0.8%-8.3%-19.2%
2021+4.5%-0.3%+4.5%+1.6%-2.0%+5.0%+0.5%+3.4%-0.4%+10.4%+1.1%+1.0%+32.7%
2020+8.5%-5.1%-13.2%+17.6%+2.8%+9.6%+8.8%+31.7%-6.9%-5.3%+23.8%+13.2%+109.7%
2019+4.7%+3.3%+0.1%+0.8%-6.8%+5.0%+3.8%-2.4%+3.5%+3.3%+4.1%+5.4%+26.9%
2018+2.6%-1.7%-6.4%+4.5%+2.3%+2.7%-0.5%+1.1%-1.3%-0.2%+1.5%-6.8%-3.0%
2017+2.6%+3.7%+2.3%+1.7%+0.3%+0.3%-3.2%+1.6%+1.0%+2.4%-2.1%+1.3%+12.2%
2016-9.1%+1.0%+3.9%+1.3%+1.0%-0.7%+4.7%-1.2%-0.2%+0.4%+3.3%+3.6%+7.5%
2015+4.0%+5.1%+1.7%+1.4%+3.3%-2.1%+1.2%-9.1%-1.9%+4.6%+5.1%-3.1%+9.7%
2014+2.0%+8.7%-3.3%+0.0%+3.4%+4.2%-0.2%+7.7%-0.9%+0.9%+2.2%-1.0%+25.6%
2013+2.9%+2.0%+4.7%+6.3%+19.2%+0.9%+10.0%+9.1%+7.2%-6.5%-8.5%+6.0%+64.0%
2012+3.9%+4.4%+2.3%-2.4%-2.8%+2.4%+2.0%+0.3%+0.3%-1.8%+3.8%+0.0%+12.8%
2011-------2.4%-8.7%-0.9%+8.1%+2.5%+0.5%-1.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +38.00% • The longest drawdown period lasted for 1 year and 5 months and was between January 2022 and June 2023. It reached a trough of -21.9%.

Detailed Metrics

Returns
Total Return
+1555.45%
Annualized Return
+20.74%
Avg Monthly Return
+1.73%
Risk
Volatility (Annual)
+18.72%
Max Drawdown
+38.00%
Positive Months
66%
Average Drawdown
-5.8%
Risk-Adjusted
Sharpe Ratio
1.00
Risk-free rate: 2.0%
Sortino Ratio
0.97
Downside risk adjusted
Return/Volatility
1.11
Calmar Ratio
0.55
Return/Max Drawdown
Ulcer Index
7.42
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
165,545.03
Backtest Period
2011-07-08 to 2026-05-29
14.9 years
Rebalancing
none
Base Currency
EUR
Trajan 2612 | +20.7% CAGR | ETF Backtest