HomePortfoliosTrajan 2605
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Annual Rebalancing
EUR
Moderate Risk
Multi-currency
14.9yr backtest

Performance Summary

Total Return+1642.31%
Annualized Return+21.07%
Volatility+18.52%
Sharpe Ratio1.03
Max Drawdown+37.87%

Holdings

Asset Allocation

Asset Class

Equity 92.0%Money Market 8.0%
Holdings Details
Global equity ETF portfolio with 92% stocks and 8% money market funds, offering diversified exposure to developed and emerging markets.
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 €174,230.61
Histogram of Monthly Returns
The portfolio had a positive return during 116 of the 180 months (64%)
Monthly Returns Heatmap
Best month: +31.9% • Worst month: -12.8% • Best year: 2020 (+109.2%) • Worst year: 2022 (-18.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.4%+0.3%-4.7%+6.7%+6.5%-0.0%------+8.1%
2025+3.1%-6.3%-8.0%-2.7%+7.7%-0.9%+3.6%+0.7%+6.3%+4.0%-1.2%+0.8%+5.9%
2024-1.2%+3.9%+1.3%-1.0%+0.4%+5.3%+2.1%-1.6%+3.8%+0.5%+11.6%+2.5%+31.0%
2023+10.2%+4.8%-0.3%-5.1%+7.1%+8.6%+2.0%-1.0%-1.2%-7.6%+7.8%+3.4%+30.5%
2022-4.9%-2.3%+6.7%-4.2%-4.6%-6.1%+11.9%-2.1%-4.7%+1.2%-1.7%-8.3%-18.9%
2021+4.2%-0.2%+4.9%+1.9%-2.1%+5.2%+1.3%+3.5%-0.5%+10.6%+1.3%+1.2%+35.3%
2020+9.0%-5.4%-12.8%+17.6%+3.0%+9.1%+8.5%+31.9%-7.0%-5.6%+23.9%+13.0%+109.2%
2019+4.6%+3.7%+0.1%+0.9%-6.5%+4.9%+4.1%-2.2%+3.5%+3.1%+4.3%+4.9%+27.8%
2018+2.3%-1.6%-6.5%+4.8%+2.7%+3.1%-0.5%+1.5%-1.3%-0.1%+1.1%-7.2%-2.4%
2017+2.1%+3.8%+2.1%+1.7%+0.2%+0.2%-3.5%+1.4%+1.2%+2.2%-2.0%+1.1%+10.7%
2016-9.0%+1.0%+3.2%+1.4%+1.5%-1.4%+4.6%-1.4%-0.4%+0.2%+4.0%+3.9%+7.1%
2015+3.7%+5.2%+1.7%+0.9%+3.8%-2.0%+2.0%-8.8%-2.0%+4.7%+5.3%-2.9%+11.1%
2014+2.5%+8.8%-3.6%+0.1%+3.2%+4.2%-0.5%+7.6%-0.3%+0.8%+2.5%-0.7%+26.4%
2013+3.3%+2.2%+5.1%+6.4%+19.4%+1.1%+10.1%+8.9%+7.0%-6.4%-8.2%+6.1%+66.7%
2012+3.2%+4.3%+2.8%-2.4%-2.5%+2.4%+2.0%+0.6%-0.0%-1.7%+3.8%-0.4%+12.3%
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: +37.87% • The longest drawdown period lasted for 1 year and 5 months and was between January 2022 and June 2023. It reached a trough of -21.6%.

Detailed Metrics

Returns
Total Return
+1642.31%
Annualized Return
+21.07%
Avg Monthly Return
+1.75%
Risk
Volatility (Annual)
+18.52%
Max Drawdown
+37.87%
Positive Months
64%
Average Drawdown
-5.7%
Risk-Adjusted
Sharpe Ratio
1.03
Risk-free rate: 2.0%
Sortino Ratio
0.99
Downside risk adjusted
Return/Volatility
1.14
Calmar Ratio
0.56
Return/Max Drawdown
Ulcer Index
7.27
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
174,230.61
Backtest Period
2011-07-08 to 2026-06-18
14.9 years
Rebalancing
annual
Base Currency
EUR