Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
1ALV.MI Allianz SE | Financial Services | 43.30% |
2B7K.DE iShares MSCI World SRI UCITS ETF EUR (Acc) | Large Cap Blend Equities | 18.30% |
DTE.DE Deutsche Telekom AG | Communication Services | 24.70% |
META Meta Platforms, Inc. | Communication Services | 8.80% |
V Visa Inc. | Financial Services | 4.90% |
Performance
Performance Chart
The chart shows the growth of an initial investment of €10,000 in 2026-03-28-Portfolio (10K), comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.
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The earliest data available for this chart is Feb 27, 2019, corresponding to the inception date of 2B7K.DE
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.56% | -2.80% | -2.10% | -0.42% | 8.95% | 14.67% | 10.82% | 12.14% |
Portfolio 2026-03-28-Portfolio (10K) | -0.04% | -0.79% | -0.61% | 1.21% | 3.39% | 21.82% | 16.22% | — |
| Portfolio components: | ||||||||
1ALV.MI Allianz SE | -0.05% | 3.61% | -6.30% | 1.16% | 7.53% | 25.95% | 16.63% | 15.60% |
DTE.DE Deutsche Telekom AG | 0.00% | -2.39% | 15.11% | 9.34% | -3.64% | 16.11% | 16.88% | 12.21% |
2B7K.DE iShares MSCI World SRI UCITS ETF EUR (Acc) | -0.22% | -2.54% | -1.39% | 0.45% | 8.59% | 10.39% | 8.35% | — |
META Meta Platforms, Inc. | -0.38% | -11.66% | -11.32% | -19.60% | -7.38% | 36.93% | 14.62% | 17.64% |
V Visa Inc. | 0.00% | -6.60% | -13.40% | -12.23% | -18.71% | 7.91% | 7.77% | 15.02% |
Monthly Returns
Based on dividend-adjusted daily data since Feb 28, 2019, 2026-03-28-Portfolio (10K)'s average daily return is +0.06%, while the average monthly return is +1.35%. At this rate, your investment would double in approximately 4.3 years.
Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +19.8%, while the worst month was Mar 2020 at -15.3%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 4 months.
On a daily basis, 2026-03-28-Portfolio (10K) closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +9.9%, while the worst single day was Mar 12, 2020 at -11.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -1.35% | 6.01% | -6.33% | 1.47% | -0.61% | ||||||||
| 2025 | 9.02% | 3.72% | -0.69% | -1.42% | 4.17% | -1.56% | 1.88% | 0.73% | -1.79% | -3.18% | 3.28% | 2.79% | 17.60% |
| 2024 | 4.48% | 3.22% | 5.03% | -3.70% | 4.03% | 1.43% | 0.62% | 5.50% | 5.14% | -0.17% | 5.25% | -1.57% | 32.86% |
| 2023 | 9.59% | 3.77% | 1.37% | 4.14% | -2.80% | 3.86% | 1.90% | 0.77% | 0.13% | -0.69% | 5.78% | 2.66% | 34.37% |
| 2022 | 3.58% | -8.89% | 6.13% | 0.49% | -1.05% | -5.44% | 0.90% | -2.14% | -6.39% | 6.72% | 6.91% | -2.65% | -3.32% |
| 2021 | -3.91% | 4.06% | 10.19% | 0.44% | 2.82% | 2.04% | 0.55% | -0.99% | -2.60% | 0.18% | -2.20% | 5.29% | 16.17% |
Benchmark Metrics
2026-03-28-Portfolio (10K) has an annualized alpha of 9.54%, beta of 0.49, and R² of 0.32 versus S&P 500 Index. Calculated based on daily prices since February 28, 2019.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (78.80%) than losses (56.61%) — typical of diversified or defensive assets.
- Beta of 0.49 may look defensive, but with R² of 0.32 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
- R² of 0.32 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 9.54%
- Beta
- 0.49
- R²
- 0.32
- Upside Capture
- 78.80%
- Downside Capture
- 56.61%
Expense Ratio
2026-03-28-Portfolio (10K) has an expense ratio of 0.04%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
2026-03-28-Portfolio (10K) ranks 11 for risk / return — in the bottom 11% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.22 | 0.43 | -0.22 |
Sortino ratioReturn per unit of downside risk | 0.38 | 0.73 | -0.35 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.12 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.39 | 0.65 | +0.74 |
Martin ratioReturn relative to average drawdown | 3.17 | 2.68 | +0.49 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
1ALV.MI Allianz SE | 49 | 0.34 | 0.58 | 1.08 | 0.64 | 1.46 |
DTE.DE Deutsche Telekom AG | 32 | -0.15 | -0.05 | 0.99 | -0.15 | -0.27 |
2B7K.DE iShares MSCI World SRI UCITS ETF EUR (Acc) | 38 | 0.52 | 0.81 | 1.11 | 1.75 | 6.31 |
META Meta Platforms, Inc. | 30 | -0.18 | 0.03 | 1.00 | -0.25 | -0.59 |
V Visa Inc. | 9 | -0.75 | -0.92 | 0.88 | -0.90 | -1.69 |
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Dividends
Dividend yield
2026-03-28-Portfolio (10K) provided a 3.36% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.36% | 2.57% | 2.79% | 2.89% | 3.20% | 2.97% | 4.09% | 2.99% | 3.07% | 2.75% | 2.89% | 2.58% |
| Portfolio components: | ||||||||||||
1ALV.MI Allianz SE | 4.19% | 3.93% | 4.77% | 4.76% | 5.35% | 4.69% | 4.80% | 4.11% | 4.51% | 3.96% | 4.68% | 4.18% |
DTE.DE Deutsche Telekom AG | 5.97% | 3.25% | 2.67% | 3.22% | 3.43% | 3.68% | 8.02% | 4.80% | 4.39% | 4.06% | 3.36% | 3.00% |
2B7K.DE iShares MSCI World SRI UCITS ETF EUR (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
META Meta Platforms, Inc. | 0.37% | 0.32% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
V Visa Inc. | 0.84% | 0.70% | 0.68% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the 2026-03-28-Portfolio (10K). A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the 2026-03-28-Portfolio (10K) was 39.04%, occurring on Mar 18, 2020. Recovery took 208 trading sessions.
The current 2026-03-28-Portfolio (10K) drawdown is 4.96%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39.04% | Feb 20, 2020 | 20 | Mar 18, 2020 | 208 | Jan 7, 2021 | 228 |
| -17.02% | Feb 3, 2022 | 170 | Sep 29, 2022 | 76 | Jan 16, 2023 | 246 |
| -12.03% | Mar 4, 2025 | 25 | Apr 7, 2025 | 28 | May 16, 2025 | 53 |
| -8.19% | Mar 2, 2026 | 20 | Mar 27, 2026 | — | — | — |
| -7.77% | Aug 21, 2025 | 57 | Nov 7, 2025 | 61 | Feb 4, 2026 | 118 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 5 assets, with an effective number of assets of 3.42, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | META | DTE.DE | V | 1ALV.MI | 2B7K.DE | Portfolio | |
|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.63 | 0.23 | 0.65 | 0.25 | 0.57 | 0.50 |
| META | 0.63 | 1.00 | 0.14 | 0.42 | 0.15 | 0.33 | 0.42 |
| DTE.DE | 0.23 | 0.14 | 1.00 | 0.24 | 0.44 | 0.37 | 0.68 |
| V | 0.65 | 0.42 | 0.24 | 1.00 | 0.21 | 0.39 | 0.41 |
| 1ALV.MI | 0.25 | 0.15 | 0.44 | 0.21 | 1.00 | 0.47 | 0.85 |
| 2B7K.DE | 0.57 | 0.33 | 0.37 | 0.39 | 0.47 | 1.00 | 0.66 |
| Portfolio | 0.50 | 0.42 | 0.68 | 0.41 | 0.85 | 0.66 | 1.00 |