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Portfolio 1

Created byuser-udxp8t
None Rebalancing
EUR
Moderate Risk
1.6yr backtest
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Performance Summary

Total Return+33.37%
Annualized Return+19.73%
Volatility+13.92%
Sharpe Ratio1.27
Max Drawdown+14.35%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified ETF portfolio with equal global, European, Asian, and European insurance sector allocations for broad market exposure.
AssetTypeAllocationTER
DCAM.PA
Amundi PEA Monde (MSCI World) UCITS ETF Acc • FR001400U5Q4
ETF
25.0%0.2%
PCEU.PA
Amundi PEA MSCI Europe UCITS ETF Acc • FR0013412038
ETF
25.0%0.15%
PAEJ.PA
Amundi PEA Asie Pacifique (MSCI AC Asia Pacific Ex Japan) UCITS ETF Acc • FR0011869312
ETF
25.0%0.6%
LIRU.XETRA
Amundi STOXX Europe 600 Insurance UCITS ETF Acc • LU1834987973
ETF
25.0%0.3%
Total100.0%0.31%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €13,336.8
Histogram of Monthly Returns
The portfolio had a positive return during 15 of the 20 months (75%)
Monthly Returns Heatmap
Best month: +8.0% • Worst month: -7.0% • Best year: 2025 (+15.8%) • Worst year: 2026 (+15.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.3%+4.3%-7.0%+8.0%+4.5%+3.1%-0.7%+1.6%-0.5%+0.4%--+15.2%
2025--+1.6%-1.4%+4.3%+0.0%+3.3%+0.1%+2.3%+2.8%-0.2%+2.1%+15.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +14.35% • The longest drawdown period lasted for 1 month and was between March 2026 and April 2026. It reached a trough of -7.5%.

Detailed Metrics

Returns
Total Return
+33.37%
Annualized Return
+19.73%
Avg Monthly Return
+1.49%
Risk
Volatility (Annual)
+13.92%
Max Drawdown
+14.35%
Positive Months
75%
Average Drawdown
-1.8%
Risk-Adjusted
Sharpe Ratio
1.27
Risk-free rate: 2.0%
Sortino Ratio
1.19
Downside risk adjusted
Return/Volatility
1.42
Calmar Ratio
1.37
Return/Max Drawdown
Ulcer Index
2.49
Drawdown depth & duration
Martin Ratio
0.07
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€13,336.8
Backtest Period
2025-03-11 to 2026-10-16
1.6 years
Rebalancing
none
Base Currency
EUR