HomePortfoliosTrajan 3

Trajan 3

Created byuser-tsffw4
Annual Rebalancing
EUR
Moderate Risk
Multi-currency
0.9yr backtest

Performance Summary

Total Return+21.01%
Annualized Return+22.30%
Volatility+12.27%
Sharpe Ratio1.65
Max Drawdown+7.15%

Holdings

Asset Allocation

Asset Class

Equity 89.5%Money Market 7.5%Bonds 3.0%
Holdings Details
A diversified global ETF portfolio with 88% equity exposure, blending world stocks, Europe, and defensive assets for balanced growth.
AssetTypeAllocationTER
SPPW.XETRA
SPDR MSCI World UCITS ETF • IE00BFY0GT14
ETF
43.0%0.12%
SPYI.XETRA
SPDR MSCI All Country World Investable Market UCITS ETF (Acc) • IE00B3YLTY66
ETF
14.0%0.17%
TSLA.US
Tesla Inc • US88160R1014
STOCK
14.0%0%
PRAZ.XETRA
Amundi Prime Eurozone UCITS ETF DR (C) • LU2089238112
ETF
10.0%0.05%
LYOR.XETRA
Amundi Smart Overnight Return UCITS ETF Acc • LU1190417599
ETF
7.5%0.1%
GERD.XETRA
L&G Gerd Kommer Multifactor Equity UCITS ETF USD Accumulating • IE0001UQQ933
ETF
7.0%0.45%
ERNX.XETRA
iShares EUR Ultrashort Bond UCITS ETF EUR (Acc) • IE000RHYOR04
ETF
3.0%0.09%
UIQ4.XETRA
UBS Euro Equity Defensive Put Write SF UCITS ETF EUR acc • IE00BLDGHT92
ETF
1.5%0.21%
Total100.0%0.13%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €12,101.05
Histogram of Monthly Returns
The portfolio had a positive return during 8 of the 12 months (67%)
Monthly Returns Heatmap
Best month: +6.4% • Worst month: -4.9% • Best year: 2025 (+13.1%) • Worst year: 2026 (+6.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.1%+0.7%-4.9%+6.3%+5.2%-------+6.9%
2025------1.1%+3.0%+0.8%+6.4%+3.6%-1.2%+1.0%+13.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +7.15% • The longest drawdown period lasted for 3 months and was between January 2026 and April 2026. It reached a trough of -7.1%.

Detailed Metrics

Returns
Total Return
+21.01%
Annualized Return
+22.30%
Avg Monthly Return
+1.65%
Risk
Volatility (Annual)
+12.27%
Max Drawdown
+7.15%
Positive Months
67%
Average Drawdown
-1.8%
Risk-Adjusted
Sharpe Ratio
1.65
Risk-free rate: 2.0%
Sortino Ratio
1.60
Downside risk adjusted
Return/Volatility
1.82
Calmar Ratio
3.12
Return/Max Drawdown
Ulcer Index
2.07
Drawdown depth & duration
Martin Ratio
0.10
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,101.05
Backtest Period
2025-06-10 to 2026-05-22
0.9 years
Rebalancing
annual
Base Currency
EUR