Optimize
None Rebalancing
EUR
Moderate Risk
7.4yr backtest

Performance Summary

Total Return+127.52%
Annualized Return+11.75%
Volatility+15.33%
Sharpe Ratio0.64
Max Drawdown+33.76%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
EUR-based investment portfolio with a simple, long-term buy-and-hold strategy for straightforward, diversified market exposure.
AssetTypeAllocationTER
LYP6.F
Amundi Core Stoxx Europe 600 UCITS ETF AccLU0908500753
ETF
50.0%0.07%
SPPE.XETRA
State Street SPDR S&P 500 UCITS ETF EUR HedgedIE00BYYW2V44
ETF
50.0%0.05%
Total100.0%0.06%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €22,751.96
Histogram of Monthly Returns
The portfolio had a positive return during 57 of the 90 months (63%)
Monthly Returns Heatmap
Best month: +12.1% • Worst month: -12.7% • Best year: 2019 (+30.1%) • Worst year: 2022 (-16.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.7%+1.2%-6.5%+7.7%--------+3.6%
2025+5.0%-0.8%-4.0%-1.0%+6.1%+2.0%+2.1%+0.8%+2.0%+3.3%-0.0%+1.6%+17.8%
2024+1.6%+2.7%+3.5%-1.5%+2.7%+2.0%+0.8%+1.5%+1.2%-1.3%+3.4%-1.8%+15.6%
2023+5.8%-0.0%+1.0%+2.3%-0.8%+3.6%+2.6%-1.8%-3.3%-3.7%+7.6%+5.3%+19.5%
2022-4.9%-3.3%+3.8%-4.8%-1.9%-8.8%+8.7%-3.8%-7.9%+6.2%+4.4%-3.1%-16.0%
2021-1.3%+3.5%+4.6%+4.2%+1.0%+2.6%+1.9%+2.9%-4.1%+5.2%-0.8%+4.3%+26.3%
2020-1.0%-9.4%-12.7%+9.1%+3.8%+2.4%+2.6%+5.2%-2.8%-3.6%+12.1%+3.1%+6.2%
2019+8.5%+4.0%+0.8%+4.7%-4.4%+4.1%+0.9%-1.9%+2.5%+1.7%+3.1%+3.1%+30.1%
2018----------+0.0%-8.0%-8.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.76% • The longest drawdown period lasted for 2 years and was between January 2022 and January 2024. It reached a trough of -23.1%.

Detailed Metrics

Returns
Total Return
+127.52%
Annualized Return
+11.75%
Avg Monthly Return
+1.01%
Risk
Volatility (Annual)
+15.33%
Max Drawdown
+33.76%
Positive Months
63%
Average Drawdown
-5.9%
Risk-Adjusted
Sharpe Ratio
0.64
Risk-free rate: 2.0%
Sortino Ratio
0.59
Downside risk adjusted
Return/Volatility
0.77
Calmar Ratio
0.35
Return/Max Drawdown
Ulcer Index
7.98
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
22,751.96
Backtest Period
2018-11-30 to 2026-04-24
7.4 years
Rebalancing
none
Base Currency
EUR