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4 funds

Created byuser-t3sp32

Annual Rebalancing

EUR

Moderate Risk

1.4yr backtest

Performance Summary

Total Return+20.83%

Annualized Return+14.04%

Volatility+15.24%

Sharpe Ratio0.79

Max Drawdown+20.72%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

A globally diversified ETF portfolio targeting value, small-cap, and multi-factor strategies across developed and emerging equity markets.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
AVWS.XETRA Avantis Global Small Cap Value UCITS ETF USD Acc • IE0003R87OG3	IE0003R87OG3	Acc	ETF	45.0%	0.39%
AVWC.XETRA Avantis Global Equity UCITS ETF USD Acc • IE000RJECXS5	IE000RJECXS5	Acc	ETF	22.0%	0.22%
JPGL.XETRA JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating • IE00BJRCLL96	IE00BJRCLL96	Acc	ETF	22.0%	0.19%
AVEM.XETRA Avantis Emerging Markets Equity UCITS ETF USD Acc • IE000K975W13	IE000K975W13	Acc	ETF	11.0%	0.35%
Total		Total			100.0%	0.30%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €12,083.42

Histogram of Monthly Returns

The portfolio had a positive return during 13 of the 18 months (72%)

Monthly Returns Heatmap

Best month: +6.5% • Worst month: -5.7% • Best year: 2026 (+15.1%) • Worst year: 2024 (-3.7%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+3.7%	+5.6%	-4.1%	+6.5%	+2.8%	-	-	-	-	-	-	-	+15.1%
2025	+4.4%	-2.3%	-5.7%	-5.4%	+5.9%	+0.4%	+3.5%	+2.6%	+1.0%	+1.9%	+2.1%	+0.9%	+9.0%
2024	-	-	-	-	-	-	-	-	-	-	-	-3.7%	-3.7%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +20.72% • The longest drawdown period lasted for 7 months and was between February 2025 and October 2025. It reached a trough of -20.7%.

Detailed Metrics

Returns

Total Return

+20.83%

Annualized Return

+14.04%

Avg Monthly Return

+1.13%

Risk

Volatility (Annual)

+15.24%

Max Drawdown

+20.72%

Positive Months

72%

Average Drawdown

-3.9%

Risk-Adjusted

Sharpe Ratio

0.79

Risk-free rate: 2.0%

Sortino Ratio

0.72

Downside risk adjusted

Return/Volatility

0.92

Calmar Ratio

0.68

Return/Max Drawdown

Ulcer Index

5.35

Drawdown depth & duration

Martin Ratio

0.02

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€12,083.42

Backtest Period

2024-12-12 to 2026-05-22
1.4 years

Rebalancing

annual

Base Currency

EUR