HomePortfolios5-funds

5-funds

Created byuser-4rm2ow
Monthly Rebalancing
EUR
Moderate Risk
1.7yr backtest

Performance Summary

Total Return+34.51%
Annualized Return+18.50%
Volatility+12.18%
Sharpe Ratio1.35
Max Drawdown+15.67%

Holdings

Asset Allocation

Asset Class

Equity 80.0%Bonds 20.0%
Holdings Details
Diversified ETF portfolio blending global stocks, European small-cap value, emerging markets, and Euro corporate bonds for balanced growth.
AssetTypeAllocationTER
EXUS.XETRA
Xtrackers MSCI World ex USA UCITS ETF 1C • IE0006WW1TQ4
ETF
20.0%0.15%
ZPRX.XETRA
SPDR MSCI Europe Small Cap Value Weighted UCITS ETF • IE00BSPLC298
ETF
20.0%0.3%
EUHI.XETRA
PIMCO Advantage Euro Short-Term High Yield Corporate Bond UCITS ETF (Dist) • IE00BD8D5H32
ETF
20.0%0.45%
XDEX.XETRA
Xtrackers MSCI Emerging Markets ex China UCITS ETF 1C • IE00BM67HJ62
ETF
20.0%0.16%
ZPRV.XETRA
SPDR MSCI USA Small Cap Value Weighted UCITS ETF • IE00BSPLC413
ETF
20.0%0.3%
Total100.0%0.27%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €13,450.67
Histogram of Monthly Returns
The portfolio had a positive return during 16 of the 22 months (73%)
Monthly Returns Heatmap
Best month: +7.8% • Worst month: -6.6% • Best year: 2025 (+14.8%) • Worst year: 2024 (+4.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.0%+4.4%-6.6%+7.8%+2.2%-------+11.6%
2025+4.1%-0.7%-3.8%-2.1%+5.0%+1.1%+2.4%+0.9%+1.9%+3.0%+0.7%+1.8%+14.8%
2024-------+4.0%+0.8%-1.3%+3.6%-2.1%+4.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +15.67% • The longest drawdown period lasted for 4 months and was between February 2025 and July 2025. It reached a trough of -15.7%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (20.0% of total allocation)

Total Dividends Received

€176.69

21 payments

Dividend Yield

0.90%

(annualized)

Avg Per Payment

€8.41

per event

All dividends are automatically reinvested at the payment date. The portfolio value shown includes the compounding effect of dividend reinvestment.

Annual Breakdown
Dividend income per calendar year
YearDividends
2026€36.21
2025€98.48
2024€41.99
Total€176.69

Detailed Metrics

Returns
Total Return
+34.51%
Annualized Return
+18.50%
Avg Monthly Return
+1.41%
Risk
Volatility (Annual)
+12.18%
Max Drawdown
+15.67%
Positive Months
73%
Average Drawdown
-2.2%
Risk-Adjusted
Sharpe Ratio
1.35
Risk-free rate: 2.0%
Sortino Ratio
1.30
Downside risk adjusted
Return/Volatility
1.52
Calmar Ratio
1.18
Return/Max Drawdown
Ulcer Index
3.08
Drawdown depth & duration
Martin Ratio
0.05
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€13,450.67
Backtest Period
2024-08-08 to 2026-05-08
1.7 years
Rebalancing
monthly
Base Currency
EUR