None Rebalancing
EUR
Moderate Risk
11.6yr backtest

Performance Summary

Total Return+247.34%
Annualized Return+11.30%
Volatility+19.44%
Sharpe Ratio0.48
Max Drawdown+39.17%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Invest in the entire S&P 500 with equal weight diversification through this single, straightforward Xtrackers UCITS ETF portfolio.
AssetTypeAllocationTER
XDEW.F
Xtrackers S&P 500 Equal Weight UCITS ETF 1CIE00BLNMYC90
ETF
100.0%0.15%
Total100.0%0.15%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €34,733.98
Histogram of Monthly Returns
The portfolio had a positive return during 88 of the 141 months (62%)
Monthly Returns Heatmap
Best month: +17.5% • Worst month: -16.8% • Best year: 2021 (+41.5%) • Worst year: 2022 (-6.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.5%+3.5%-2.8%+0.6%--------+1.6%
2025+3.2%-2.1%-6.6%-7.1%+4.5%-0.4%+5.8%-0.9%+0.7%+0.2%+1.8%+0.4%-1.3%
2024+2.5%+2.1%+5.6%-3.4%-1.1%+3.3%+3.3%-0.8%+2.5%+0.9%+9.8%-5.0%+20.7%
2023+5.2%-1.1%-5.1%+0.4%-0.8%+5.8%+1.4%-0.3%-2.6%-5.4%+6.1%+5.6%+8.6%
2022-4.2%-1.7%+6.7%+0.0%-3.9%-6.9%+10.6%-0.1%-7.0%+7.5%-0.7%-4.8%-6.1%
2021+2.8%+5.5%+8.2%+2.6%+0.9%+2.4%+1.1%+2.9%-1.4%+3.7%+2.3%+4.7%+41.5%
2020-0.0%-9.7%-16.8%+17.5%+0.6%+0.2%+0.3%+3.6%-1.3%-0.5%+12.1%+0.1%+1.9%
2019+8.9%+5.7%+1.4%+3.6%-6.3%+5.4%+3.8%-2.3%+4.5%-2.6%+6.0%+0.1%+30.8%
2018+0.5%-2.3%-2.4%+2.4%+5.3%+1.2%+1.9%+2.4%-0.4%-4.0%+1.2%-10.4%-5.3%
2017-1.1%+6.6%-1.1%-1.0%-3.9%+0.5%-2.1%-2.4%+3.8%+2.9%+2.2%+1.2%+5.1%
2016-8.5%+2.5%+3.3%+1.1%+3.1%-0.9%+5.2%+0.0%-1.6%+1.3%+9.6%+0.7%+15.8%
2015+2.4%+7.6%+3.9%-4.3%+3.1%-4.8%+2.3%-6.8%-3.4%+9.7%+3.8%-3.4%+9.1%
2014-------+4.9%+2.3%+4.0%+2.4%+3.9%+18.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +39.17% • The longest drawdown period lasted for 1 year and 7 months and was between April 2015 and November 2016. It reached a trough of -23.1%.

Detailed Metrics

Returns
Total Return
+247.34%
Annualized Return
+11.30%
Avg Monthly Return
+0.99%
Risk
Volatility (Annual)
+19.44%
Max Drawdown
+39.17%
Positive Months
62%
Average Drawdown
-6.2%
Risk-Adjusted
Sharpe Ratio
0.48
Risk-free rate: 2.0%
Sortino Ratio
0.47
Downside risk adjusted
Return/Volatility
0.58
Calmar Ratio
0.29
Return/Max Drawdown
Ulcer Index
7.79
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
34,733.98
Backtest Period
2014-08-15 to 2026-04-02
11.6 years
Rebalancing
none
Base Currency
EUR