Annual Rebalancing
EUR
Low Risk
7.2yr backtest

Performance Summary

Total Return+32.28%
Annualized Return+3.95%
Volatility+3.51%
Sharpe Ratio0.55
Max Drawdown+11.46%

Holdings

Asset Allocation

Asset Class

Bonds 80.0%Equity 20.0%
Holdings Details
Diversified ETF portfolio with 80% ESG euro floating-rate corporate bonds and 20% global equities for steady income and stable long-term growth.
AssetTypeAllocationTER
FRNE.XETRA
Amundi Floating Rate Euro Corporate ESG UCITS ETF EUR (C) • LU1681041114
ETF
80.0%0.18%
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) Accumulating • IE00BK5BQT80
ETF
20.0%0.19%
Total100.0%0.18%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €13,228.44
Histogram of Monthly Returns
The portfolio had a positive return during 60 of the 88 months (68%)
Monthly Returns Heatmap
Best month: +3.8% • Worst month: -5.6% • Best year: 2024 (+8.5%) • Worst year: 2022 (-3.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.5%+0.4%-1.0%+1.8%+1.5%+0.4%-0.0%+0.7%+0.5%+0.2%--+5.1%
2025+1.1%-0.2%-1.4%-0.6%+1.3%+0.3%+1.2%+0.1%+0.7%+1.1%-0.0%+0.3%+4.0%
2024+1.0%+1.0%+1.1%-0.2%+0.5%+1.2%+0.4%+0.1%+0.7%+0.5%+1.6%+0.1%+8.5%
2023+1.3%+0.2%-0.0%+0.2%+0.7%+0.9%+0.9%+0.1%-0.0%-0.4%+1.4%+1.1%+6.4%
2022-0.9%-0.6%+0.7%-0.5%-0.7%-1.5%+1.6%-0.2%-1.1%+0.6%+0.4%-0.9%-3.1%
2021+0.2%+0.6%+1.3%+0.2%-0.0%+0.9%+0.1%+0.6%-0.4%+1.0%+0.0%+0.9%+5.5%
2020-0.1%-1.8%-5.6%+3.8%+0.8%+0.9%+0.3%+1.1%-0.2%-0.3%+1.8%+0.4%+1.0%
2019------+0.0%-0.4%+0.6%+0.1%+0.8%+0.6%+1.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +11.46% • The longest drawdown period lasted for 1 year and 5 months and was between January 2022 and June 2023. It reached a trough of -3.7%.
When could this portfolio get you to financial independence?

Auto 2 returned +3.95% a year over the 7 years above. Run those same monthly returns forward through 10,000 simulated paths, with your own savings and target retirement age, to see when they could reach your FIRE number.

Detailed Metrics

Returns
Total Return
+32.28%
Annualized Return
+3.95%
Avg Monthly Return
+0.32%
Risk
Volatility (Annual)
+3.51%
Max Drawdown
+11.46%
Positive Months
68%
Average Drawdown
-1.2%
Risk-Adjusted
Sharpe Ratio
0.55
Risk-free rate: 2.0%
Sortino Ratio
0.50
Downside risk adjusted
Return/Volatility
1.13
Calmar Ratio
0.34
Return/Max Drawdown
Ulcer Index
1.72
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€13,228.44
Backtest Period
2019-07-25 to 2026-10-16
7.2 years
Rebalancing
annual
Base Currency
EUR