HomePortfoliosTrajan 2612
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None Rebalancing
EUR
High Risk
Multi-currency
12.5yr backtest

Performance Summary

Total Return+1025.37%
Annualized Return+21.32%
Volatility+33.32%
Sharpe Ratio0.58
Max Drawdown+59.08%

Holdings

Asset Allocation

Asset Class

Equity 93.0%Money Market 7.0%
Holdings Details
Diversified global equity portfolio with 93% stocks, 7% cash. Features core ETFs, Tesla, and emerging markets for balanced growth.
AssetTypeAllocationTER
EUNL.XETRA
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
45.0%0.2%
SPYI.XETRA
SPDR MSCI All Country World Investable Market UCITS ETF (Acc)IE00B3YLTY66
ETF
15.0%0.17%
TSLA.US
Tesla IncUS88160R1014
STOCK
14.0%0%
AEEM.PA
Amundi MSCI Emerging Markets Swap UCITS ETF EUR AccLU1681045370
ETF
12.0%0.2%
ZPRS.XETRA
State Street SPDR MSCI World Small Cap UCITS ETF USD Unhedged (Acc)IE00BCBJG560
ETF
7.0%0.45%
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%0.18%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €112,537.2
Histogram of Monthly Returns
The portfolio had a positive return during 92 of the 151 months (61%)
Monthly Returns Heatmap
Best month: +43.5% • Worst month: -28.2% • Best year: 2020 (+183.8%) • Worst year: 2022 (-51.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-4.2%-3.4%-5.7%+3.3%+12.3%-4.4%-------3.3%
2025+1.2%-21.7%-12.6%+1.6%+17.4%-8.5%+0.5%+5.1%+24.1%+4.1%-4.7%+2.5%+1.0%
2024-15.6%+6.3%-7.2%+2.7%-2.4%+9.4%+10.5%-6.6%+14.4%-1.3%+30.8%+13.6%+57.9%
2023+25.0%+14.4%-1.2%-15.5%+18.6%+19.0%+1.7%-1.8%-0.8%-15.4%+12.9%+2.7%+63.6%
2022-9.0%-5.7%+20.0%-12.4%-11.8%-8.2%+28.5%-4.6%-2.5%-10.7%-13.5%-28.2%-51.6%
2021+10.0%-10.1%+2.8%+3.0%-9.4%+9.4%+0.8%+6.2%+4.8%+33.0%+3.8%-5.7%+51.5%
2020+14.9%-3.9%-15.4%+23.8%+3.6%+13.5%+12.9%+43.5%-8.8%-6.5%+29.6%+16.5%+183.8%
2019+3.7%+3.6%-1.1%-0.6%-8.1%+5.9%+4.5%-2.9%+4.0%+5.3%+4.4%+7.2%+27.8%
2018+3.0%-1.7%-7.9%+5.3%+2.3%+4.3%-1.9%+1.2%-2.4%+1.8%+1.7%-7.0%-2.2%
2017+3.2%+3.7%+2.6%+2.3%+0.5%+0.5%-4.0%+2.1%+0.9%+2.1%-2.5%+1.2%+13.0%
2016-10.1%+1.0%+4.7%+1.6%+0.7%-1.2%+5.4%-2.0%-0.5%+0.1%+3.4%+4.4%+6.6%
2015+3.7%+4.9%+1.5%+2.1%+4.0%-1.4%+1.1%-9.0%-1.9%+2.9%+5.9%-2.9%+10.6%
2014+1.9%+8.8%-3.4%-0.2%+3.3%+4.4%-0.4%+7.8%-1.1%+0.8%+2.4%-1.0%+25.1%
2013-----------+2.7%+2.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +59.08% • The longest drawdown period lasted for 2 years and 10 months and was between January 2022 and November 2024. It reached a trough of -59.1%.

Detailed Metrics

Returns
Total Return
+1025.37%
Annualized Return
+21.32%
Avg Monthly Return
+2.10%
Risk
Volatility (Annual)
+33.32%
Max Drawdown
+59.08%
Positive Months
61%
Average Drawdown
-15.3%
Risk-Adjusted
Sharpe Ratio
0.58
Risk-free rate: 2.0%
Sortino Ratio
0.57
Downside risk adjusted
Return/Volatility
0.64
Calmar Ratio
0.36
Return/Max Drawdown
Ulcer Index
19.63
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
112,537.2
Backtest Period
2013-12-02 to 2026-06-12
12.5 years
Rebalancing
none
Base Currency
EUR