Optimize
None Rebalancing
EUR
Moderate Risk
16.7yr backtest

Performance Summary

Total Return+345.94%
Annualized Return+9.34%
Volatility+12.11%
Sharpe Ratio0.61
Max Drawdown+30.56%

Holdings

Asset Allocation

Asset Class

Equity 66.0%Bonds 34.0%
Holdings Details
Zoée ALM investment portfolio in EUR: Combines SRI credit fund with European and global equity ETFs for a diversified, balanced approach.
AssetTypeAllocationTER
FR0010752543
Lazard Credit Fi SRI RVC EURFR0010752543
FUND
34.0%0.5%
MSE.PA
Amundi EURO STOXX 50 II UCITS ETF AccFR0007054358
ETF
33.0%0.2%
LYYA.XETRA
Amundi MSCI World Swap II UCITS ETF DistFR0010315770
ETF
33.0%0.3%
Total100.0%0.34%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €44,593.73
Histogram of Monthly Returns
The portfolio had a positive return during 129 of the 202 months (64%)
Monthly Returns Heatmap
Best month: +10.2% • Worst month: -13.0% • Best year: 2019 (+25.0%) • Worst year: 2022 (-11.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.2%+1.5%-5.7%+2.1%---------1.1%
2025+4.7%-0.3%-5.6%-2.5%+5.1%+0.3%+2.9%+0.0%+2.5%+3.2%-0.1%+0.9%+11.2%
2024+2.9%+3.4%+3.5%-1.7%+1.5%+2.2%+0.3%+0.5%+1.2%-0.1%+4.2%+0.1%+19.3%
2023+5.9%+0.8%-0.5%+0.9%+0.9%+3.4%+2.1%-1.4%-1.7%-2.5%+5.8%+3.6%+18.4%
2022-3.8%-3.2%+2.4%-2.2%-1.9%-6.4%+7.4%-2.4%-5.0%+4.8%+3.0%-4.1%-11.8%
2021-0.2%+2.8%+5.2%+1.8%+0.6%+2.8%+1.2%+2.4%-1.8%+4.0%-1.0%+3.9%+23.4%
2020-0.2%-6.8%-13.0%+7.4%+3.0%+3.1%-0.5%+4.0%-1.2%-3.2%+10.2%+1.7%+2.4%
2019+5.3%+3.4%+1.9%+3.6%-3.9%+4.1%+2.0%-1.0%+2.8%+0.5%+3.0%+1.2%+25.0%
2018+1.6%-2.3%-2.5%+3.5%+0.4%-0.1%+2.5%-0.3%+0.4%-4.3%-0.4%-5.3%-6.8%
2017-0.5%+3.2%+2.0%+0.6%+0.0%-1.2%-0.1%-0.6%+2.9%+2.6%-0.9%+0.1%+8.2%
2016-5.7%-1.6%+2.0%+0.8%+2.6%-2.4%+3.9%+1.0%-0.4%+1.0%+2.0%+3.9%+7.0%
2015+4.8%+5.4%+2.3%-1.3%+0.6%-3.5%+3.4%-6.7%-3.6%+7.8%+2.9%-4.0%+7.1%
2014-1.1%+3.0%+0.3%+0.9%+2.8%+0.6%-0.9%+1.9%+1.1%-0.4%+2.8%-0.4%+10.9%
2013+1.8%+1.2%+1.7%+1.9%+2.2%-3.5%+3.7%-1.3%+3.4%+3.8%+1.1%+0.4%+17.4%
2012+5.6%+3.8%+0.9%-2.9%-4.0%+4.0%+3.9%+2.1%+1.2%+0.6%+2.1%+1.4%+19.9%
2011+2.1%+2.4%-2.1%+1.6%-0.7%-1.2%-2.7%-9.6%-5.7%+7.1%-3.6%+2.4%-10.5%
2010-1.2%+0.3%+5.7%-0.3%-3.9%-2.1%+3.8%-1.5%+2.6%+2.1%-3.2%+3.5%+5.4%
2009------+7.9%+4.6%+3.5%-1.3%+0.9%+4.4%+21.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +30.56% • The longest drawdown period lasted for 1 year and 9 months and was between April 2015 and January 2017. It reached a trough of -21.2%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (33.0% of total allocation)

Total Dividends Received

3,291.51

29 payments

Dividend Yield

0.88%

(annualized)

Avg Per Payment

113.50

per event

All dividends are automatically reinvested at the payment date. The portfolio value shown includes the compounding effect of dividend reinvestment.

Annual Breakdown
Dividend income per calendar year
YearDividends
2025308.56
2024368.44
2023243.36
2022291.21
2021227.76
2020206.57
2019183.83
2018222.45
2017203.55
2016214.34
2015211.60
2014129.26
2013115.84
2012110.38
2011111.74
201067.46
200975.20
Total3,291.51

Detailed Metrics

Returns
Total Return
+345.94%
Annualized Return
+9.34%
Avg Monthly Return
+0.80%
Risk
Volatility (Annual)
+12.11%
Max Drawdown
+30.56%
Positive Months
64%
Average Drawdown
-4.8%
Risk-Adjusted
Sharpe Ratio
0.61
Risk-free rate: 2.0%
Sortino Ratio
0.56
Downside risk adjusted
Return/Volatility
0.77
Calmar Ratio
0.31
Return/Max Drawdown
Ulcer Index
6.47
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
44,593.73
Backtest Period
2009-07-03 to 2026-04-01
16.7 years
Rebalancing
none
Base Currency
EUR