None Rebalancing
EUR
Moderate Risk
39.5yr backtest
Analyse this portfolio

Performance Summary

Total Return+904.45%
Annualized Return+6.01%
Volatility+10.54%
Sharpe Ratio0.38
Max Drawdown+33.98%

Holdings

Asset Allocation

Asset Class

Bonds 100.0%
Holdings Details
Sustainable balanced portfolio with 100% bond allocation for stable, long-term growth through a diversified multi-asset strategy.
AssetTypeAllocationTER
BE0026480963
BNP Paribas B Pension Sustainable Balanced Classic EUR Acc • BE0026480963
FUND
100.0%1.35%
Total100.0%1.35%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €100,445
Histogram of Monthly Returns
The portfolio had a positive return during 267 of the 429 months (62%)
Monthly Returns Heatmap
Best month: +14.2% • Worst month: -11.3% • Best year: 1998 (+37.5%) • Worst year: 2008 (-24.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.0%+1.8%-5.5%+4.2%+3.1%+2.0%-1.4%+0.1%-1.3%-0.4%--+3.4%
2025+2.2%+1.3%-2.7%+0.9%+2.8%-0.5%+0.8%-0.5%+0.7%+1.4%+0.4%+0.7%+7.7%
2024-0.1%+0.5%+2.5%-1.4%+1.9%-1.2%+1.8%+0.4%+1.0%-2.1%+1.6%-0.8%+4.1%
2023+3.8%+0.1%+0.4%-0.1%-0.9%+1.0%+1.0%-1.3%-3.3%-2.2%+5.4%+4.2%+8.0%
2022-3.3%-3.1%-0.8%-1.9%-1.3%-5.5%+5.3%-4.6%-5.5%+3.1%+3.7%-2.5%-15.9%
2021---------+14.2%-1.3%+1.8%+14.8%
2018+1.4%-1.6%-1.0%+1.7%+0.1%-0.3%+1.3%-----+1.5%
2017-1.0%+1.7%+2.0%+1.5%+1.2%-1.4%+0.1%-0.3%+2.1%+1.1%-0.3%-0.2%+6.7%
2016-2.6%-0.8%+1.4%-0.2%+2.3%-2.0%+2.6%+0.5%+0.1%-1.5%-0.9%+3.0%+1.7%
2015+4.7%+3.6%+1.5%-0.3%+1.1%-3.2%+3.3%-4.2%-1.4%+3.7%+1.9%-1.4%+9.4%
2014+0.3%+3.3%+0.6%+0.4%+1.6%+0.3%-0.9%+1.4%-0.3%-0.4%+2.3%+0.8%+9.8%
2013+1.0%+2.0%+0.9%+1.4%+0.5%-2.7%+2.8%-0.4%+2.5%+2.6%+0.5%+0.5%+12.0%
2012+3.3%+2.9%+1.3%-0.9%-1.9%+2.2%+2.3%+1.4%+1.1%+0.5%+1.7%+0.9%+15.6%
2011-0.1%+1.0%-0.7%+1.8%+0.1%-1.7%-1.6%-3.8%-2.0%+1.7%-2.0%+2.4%-5.0%
2010-0.1%+0.4%+3.4%-0.1%-1.6%-1.2%+2.7%+0.4%+2.2%+1.8%-2.2%+2.7%+8.5%
2009-2.0%-3.3%+1.1%+6.9%+1.9%+0.7%+4.4%+3.2%+2.7%-1.3%+0.9%+2.6%+18.9%
2008-5.0%+0.3%-1.7%+2.7%+0.1%-5.8%-0.8%+1.5%-6.4%-8.6%-3.5%+0.4%-24.3%
2007+1.3%-0.7%+1.4%+2.1%+1.5%-0.7%-1.1%-0.9%-0.3%+1.7%-2.7%-0.5%+1.1%
2006+2.8%+2.2%+0.9%+0.5%-3.6%-0.3%+0.8%+1.8%+1.7%+1.6%+0.2%+1.6%+10.5%
2005+2.1%+1.9%+0.6%-1.3%+3.0%+2.6%+2.3%+0.1%+3.2%-3.4%+4.1%+2.6%+19.1%
2004+4.7%+2.6%-1.7%+1.4%+0.4%+1.6%-0.5%+1.5%+2.1%+1.8%+2.7%+2.0%+20.3%
2003-3.7%-4.7%-0.6%+7.3%+3.6%+1.3%+1.8%+1.8%-0.4%+2.8%+0.2%+2.5%+11.9%
2002-0.0%-0.6%+1.1%+0.5%-0.7%-3.8%-5.6%-0.6%-8.9%+2.3%+3.1%-1.2%-14.0%
2001-0.6%+0.8%-3.5%+0.1%+0.5%+2.1%+0.8%-1.1%-5.7%-0.3%+1.7%+3.2%-2.2%
2000-9.3%+0.3%+0.2%+0.8%+1.7%+1.8%+2.7%+2.0%-2.4%+0.6%-3.1%+0.5%-4.9%
1999-2.2%-0.7%-3.0%+0.4%-2.3%-0.1%-2.5%+3.1%-3.4%-0.1%+1.6%+5.4%-4.1%
1998+4.4%+4.2%+5.9%+1.6%+5.0%+4.8%+2.4%-5.6%-3.9%+4.6%+3.0%+6.6%+37.5%
1997+4.5%+3.7%+0.5%+1.3%+2.8%+4.0%+5.6%-6.5%+2.3%-2.8%+3.0%+3.4%+23.3%
1996+3.6%-1.2%-0.7%+3.7%+1.5%+0.1%-1.1%+1.8%+2.4%+0.9%+2.8%+1.1%+15.7%
1995-2.2%-0.0%-0.3%+5.6%+2.4%-0.1%+2.2%+0.8%+1.4%-1.7%+2.7%+4.0%+15.5%
1994+1.7%-1.7%-1.8%+3.2%-1.6%-2.8%+3.6%-1.1%-4.2%+0.1%+1.7%+0.8%-2.3%
1993+4.7%+1.5%+1.3%-1.7%+1.5%+5.0%+4.2%-1.9%-1.3%+6.7%-0.8%+4.6%+25.7%
1992+3.7%+0.9%-1.0%+0.6%+2.2%-1.8%-0.5%-3.3%+2.9%+3.7%-0.7%+1.1%+7.9%
1991-0.0%+7.1%+2.7%+0.5%+0.3%-0.1%-0.5%+0.9%-1.7%+1.2%-0.3%+0.7%+11.1%
1990-4.9%-4.7%-+5.1%+3.4%-+1.2%-6.3%--2.0%-1.2%+0.3%-9.4%
1989+4.2%-2.3%+1.4%+5.1%-1.0%-0.1%+1.1%+2.0%+3.3%-5.1%+1.4%+2.0%+12.3%
1988-+8.6%+0.5%-+1.3%+3.0%--1.0%+3.5%+1.3%+0.3%-+18.4%
1987--+0.0%+1.6%-+2.1%+4.3%+1.1%-2.1%--11.3%-0.2%-5.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.98% • The longest drawdown period lasted for 5 years and 10 months and was between January 1999 and November 2004. It reached a trough of -34.0%.
When could this portfolio get you to financial independence?

mimic returned +6.01% a year over the 40 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
+904.45%
Annualized Return
+6.01%
Avg Monthly Return
+0.58%
Risk
Volatility (Annual)
+10.54%
Max Drawdown
+33.98%
Positive Months
62%
Average Drawdown
-7.2%
Risk-Adjusted
Sharpe Ratio
0.38
Risk-free rate: 2.0%
Sortino Ratio
0.38
Downside risk adjusted
Return/Volatility
0.57
Calmar Ratio
0.18
Return/Max Drawdown
Ulcer Index
9.53
Drawdown depth & duration
Martin Ratio
0.00
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€100,445
Backtest Period
1987-03-31 to 2026-10-14
39.5 years
Rebalancing
none
Base Currency
EUR