Home Portfolios3 Funds + US equities

3 Funds + US equities

Created byuser-4rm2ow

Quarterly Rebalancing

EUR

Moderate Risk

1.2yr backtest

Performance Summary

Total Return+20.38%

Annualized Return+17.37%

Volatility+10.84%

Sharpe Ratio1.42

Max Drawdown+8.92%

Holdings

Asset Allocation

Asset Class

Equity 75.0%Bonds 25.0%

Holdings Details

Diversified ETF portfolio blending European & US small-cap equities, global managed futures, and Euro corporate bonds for balanced growth.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
ZPRX.XETRA SPDR MSCI Europe Small Cap Value Weighted UCITS ETF • IE00BSPLC298	IE00BSPLC298	Acc	ETF	25.0%	0.3%
DBMFE.PA iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403	LU2951555403	Acc	ETF	25.0%	0.75%
EUHI.XETRA PIMCO Advantage Euro Short-Term High Yield Corporate Bond UCITS ETF (Dist) • IE00BD8D5H32	IE00BD8D5H32	Dist	ETF	25.0%	0.45%
ZPRV.XETRA SPDR MSCI USA Small Cap Value Weighted UCITS ETF • IE00BSPLC413	IE00BSPLC413	Acc	ETF	25.0%	0.3%
Total		Total			100.0%	0.45%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €12,038.46

Histogram of Monthly Returns

The portfolio had a positive return during 11 of the 14 months (79%)

Monthly Returns Heatmap

Best month: +4.3% • Worst month: -4.1% • Best year: 2025 (+10.8%) • Worst year: 2026 (+8.7%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+3.0%	+3.5%	-4.1%	+3.8%	+2.4%	-	-	-	-	-	-	-	+8.7%
2025	-	-	-	-3.5%	+4.3%	-0.1%	+2.7%	+0.7%	+1.5%	+2.9%	+1.0%	+1.1%	+10.8%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +8.92% • The longest drawdown period lasted for 2 months and was between March 2026 and May 2026. It reached a trough of -5.3%.

Dividend Income

Summary

This portfolio contains 1 distributing ETF (25.0% of total allocation)

Total Dividends Received

€136.80

14 payments

Dividend Yield

1.09%

(annualized)

Avg Per Payment

€9.77

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

Year	Dividends	Yield	Payments
2026	€52.38	0.45%	5
2025	€84.41	0.82%	9
Total	€136.80	1.09%	14

Detailed Metrics

Returns

Total Return

+20.38%

Annualized Return

+17.37%

Avg Monthly Return

+1.36%

Risk

Volatility (Annual)

+10.84%

Max Drawdown

+8.92%

Positive Months

79%

Average Drawdown

-1.5%

Risk-Adjusted

Sharpe Ratio

1.42

Risk-free rate: 2.0%

Sortino Ratio

1.29

Downside risk adjusted

Return/Volatility

1.60

Calmar Ratio

1.95

Return/Max Drawdown

Ulcer Index

1.95

Drawdown depth & duration

Martin Ratio

0.08

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€12,038.46

Backtest Period

2025-04-01 to 2026-05-29
1.2 years

Rebalancing

quarterly

Base Currency

EUR