Investment Performance Analytics
Real data insights from Belgian investment strategies. We analyze actual performance patterns to help you understand what works in today's financial landscape.
Discuss Your PortfolioPortfolio Performance Breakdown
Last quarter, we tracked 847 investment portfolios across Belgium's major financial centers. The numbers tell a fascinating story about how different asset allocations performed during market volatility.
Conservative portfolios with 70% bonds and 30% equities showed 4.2% growth, while balanced approaches averaged 6.8%. But here's what surprised us — the highest performers weren't the most aggressive strategies.
Instead, portfolios that included 15% alternative investments and maintained consistent rebalancing schedules outperformed by significant margins. This data challenges conventional wisdom about risk and reward relationships.
Key Performance Metrics - Q1 2025
Analysis Methodology
Data Collection Process
We gather performance data from 23 Belgian financial institutions monthly. Each portfolio must have at least 12 months of history and €50,000 minimum investment to qualify for our analysis.
Our team verifies every data point manually. We exclude portfolios with significant cash injections or withdrawals that could skew performance calculations. This gives us clean, comparable results.
Risk Assessment Framework
Risk evaluation goes beyond simple volatility measures. We examine downside protection during market stress, recovery patterns, and correlation with major economic indicators.
Each portfolio receives a risk score from 1-10 based on maximum drawdown, beta coefficients, and standard deviation. This helps investors understand real risk exposure beyond marketing materials.
Comparative Analysis
We benchmark every strategy against relevant market indices and peer groups. Belgian portfolios are compared to European averages, sector-specific benchmarks, and inflation-adjusted returns.
Our reports highlight patterns that emerge across similar investment approaches. This reveals which strategies consistently outperform and which ones depend more on market timing or luck.
Expert Analysis Team
Behind every statistic is careful analysis from our research team. Lotte Van Damme leads our quantitative research, while Pieter Hendrickx focuses on behavioral finance patterns that affect Belgian investors.
Together, they've identified key trends that traditional financial analysis often misses. Their work helps explain why certain investment approaches succeed where others fail.
- 15+ years analyzing Belgian investment patterns
- Published research on European portfolio optimization
- Regular contributors to Financial Planning Belgium
- Specialists in risk-adjusted return analysis
Market Timing Reality Check
Everyone wants to know the secret to perfect market timing. Our analysis of 2,400+ investment decisions over three years reveals some uncomfortable truths about timing strategies.
Portfolios that attempted active timing underperformed buy-and-hold approaches 73% of the time. Even professional fund managers struggled, with only 31% consistently beating their benchmarks after fees.
The data shows that time in the market beats timing the market for most investors. But there are exceptions — certain systematic approaches do add value when properly implemented with discipline.
We document these exceptions in detail, including the specific conditions where tactical adjustments improved outcomes. The key is recognizing when you have genuine edge versus when you're just gambling with better tools.
