HomePortfolios3 Funds

3 Funds

Created byuser-4rm2ow
Monthly Rebalancing
EUR
Moderate Risk
1.2yr backtest

Performance Summary

Total Return+28.76%
Annualized Return+22.72%
Volatility+12.65%
Sharpe Ratio1.64
Max Drawdown+9.66%

Holdings

Asset Allocation

Asset Class

Equity 90.0%Bonds 10.0%
Holdings Details
Diversified 90/10 ETF portfolio: global small-cap value, managed futures, and short-term Euro corporate bonds for balanced growth.
AssetTypeAllocationTER
AVWS.XETRA
Avantis Global Small Cap Value UCITS ETF USD Acc • IE0003R87OG3
ETF
50.0%0.39%
DBMFE.PA
iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403
ETF
40.0%0.75%
EUHI.XETRA
PIMCO Advantage Euro Short-Term High Yield Corporate Bond UCITS ETF (Dist) • IE00BD8D5H32
ETF
10.0%0.45%
Total100.0%0.54%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €12,876.19
Histogram of Monthly Returns
The portfolio had a positive return during 12 of the 15 months (80%)
Monthly Returns Heatmap
Best month: +6.0% • Worst month: -5.4% • Best year: 2026 (+16.0%) • Worst year: 2025 (+11.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.3%+6.0%-2.4%+2.9%+2.0%+2.5%------+16.0%
2025----5.4%+4.5%-1.0%+3.2%+1.9%+1.6%+3.7%+1.5%+0.9%+11.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +9.66% • The longest drawdown period lasted for 2 months and was between April 2025 and June 2025. It reached a trough of -9.7%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (10.0% of total allocation)

Total Dividends Received

€59.89

15 payments

Dividend Yield

0.44%

(annualized)

Avg Per Payment

€3.99

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€26.55
2025€33.35
Total€59.89

Detailed Metrics

Returns
Total Return
+28.76%
Annualized Return
+22.72%
Avg Monthly Return
+1.74%
Risk
Volatility (Annual)
+12.65%
Max Drawdown
+9.66%
Positive Months
80%
Average Drawdown
-1.7%
Risk-Adjusted
Sharpe Ratio
1.64
Risk-free rate: 2.0%
Sortino Ratio
1.49
Downside risk adjusted
Return/Volatility
1.80
Calmar Ratio
2.35
Return/Max Drawdown
Ulcer Index
2.20
Drawdown depth & duration
Martin Ratio
0.09
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,876.19
Backtest Period
2025-04-01 to 2026-06-26
1.2 years
Rebalancing
monthly
Base Currency
EUR