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Testou

Created byuser-mym3ej
Quarterly Rebalancing
EUR
Moderate Risk
2.0yr backtest
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Performance Summary

Total Return+49.21%
Annualized Return+21.71%
Volatility+13.44%
Sharpe Ratio1.47
Max Drawdown+14.19%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified equity portfolio with European small/mid-cap, US, and Asia Pacific ETFs for targeted global growth and ESG exposure.
AssetTypeAllocationTER
LU2857867464
Independance Am Europe Small B (C) • LU2857867464
FUND
20.0%1.5%
PAASI.PA
Amundi PEA Asie Emergente (MSCI Emerging Asia) Screened UCITS ETF EUR (C/D) • FR0013412012
ETF
20.0%0.3%
LU2798962978
Independance Am Europe Mid A (C) • LU2798962978
FUND
20.0%1.5%
ESEE.XETRA
BNP Paribas Easy S&P 500 UCITS ETF EUR • FR0011550185
ETF
15.0%0.14%
RS2K.PA
Amundi Russell 2000 UCITS ETF EUR (C) • LU1681038672
ETF
15.0%0.35%
0J74.LSE
Electricite de Strasbourg S.A. • FR0000031023
STOCK
10.0%0%
Total100.0%0.73%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €14,920.74
Histogram of Monthly Returns
The portfolio had a positive return during 16 of the 25 months (64%)
Monthly Returns Heatmap
Best month: +9.7% • Worst month: -7.2% • Best year: 2025 (+27.1%) • Worst year: 2024 (+3.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+5.4%+3.4%-7.2%+9.7%+6.2%-0.6%-3.8%+2.2%-0.2%-1.1%--+13.5%
2025+4.1%+1.6%-2.4%-1.7%+7.0%+2.1%+3.9%+1.4%+2.8%+4.2%-0.5%+2.1%+27.1%
2024----------1.0%+4.0%+0.5%+3.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +14.19% • The longest drawdown period lasted for 3 months and was between June 2026 and October 2026. It reached a trough of -5.2%.

Detailed Metrics

Returns
Total Return
+49.21%
Annualized Return
+21.71%
Avg Monthly Return
+1.68%
Risk
Volatility (Annual)
+13.44%
Max Drawdown
+14.19%
Positive Months
64%
Average Drawdown
-2.1%
Risk-Adjusted
Sharpe Ratio
1.47
Risk-free rate: 2.0%
Sortino Ratio
1.41
Downside risk adjusted
Return/Volatility
1.62
Calmar Ratio
1.53
Return/Max Drawdown
Ulcer Index
2.73
Drawdown depth & duration
Martin Ratio
0.07
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€14,920.74
Backtest Period
2024-10-01 to 2026-10-15
2.0 years
Rebalancing
quarterly
Base Currency
EUR