HomePortfolios4 funds

4 funds

Created byuser-t3sp32
Annual Rebalancing
EUR
Moderate Risk
1.7yr backtest

Performance Summary

Total Return+28.24%
Annualized Return+16.06%
Volatility+14.52%
Sharpe Ratio0.97
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.
AssetTypeAllocationTER
AVWS.XETRA
Avantis Global Small Cap Value UCITS ETF USD Acc • IE0003R87OG3
ETF
45.0%0.39%
AVWC.XETRA
Avantis Global Equity UCITS ETF USD Acc • IE000RJECXS5
ETF
22.0%0.22%
JPGL.XETRA
JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating • IE00BJRCLL96
ETF
22.0%0.19%
AVEM.XETRA
Avantis Emerging Markets Equity UCITS ETF USD Acc • IE000K975W13
ETF
11.0%0.35%
Total100.0%0.30%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €12,823.94
Histogram of Monthly Returns
The portfolio had a positive return during 15 of the 21 months (71%)
Monthly Returns Heatmap
Best month: +6.5% • Worst month: -5.7% • Best year: 2026 (+22.1%) • Worst year: 2024 (-3.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.7%+5.6%-4.1%+6.5%+3.4%+3.0%-0.5%+3.0%----+22.1%
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
+28.24%
Annualized Return
+16.06%
Avg Monthly Return
+1.25%
Risk
Volatility (Annual)
+14.52%
Max Drawdown
+20.72%
Positive Months
71%
Average Drawdown
-3.6%
Risk-Adjusted
Sharpe Ratio
0.97
Risk-free rate: 2.0%
Sortino Ratio
0.88
Downside risk adjusted
Return/Volatility
1.11
Calmar Ratio
0.78
Return/Max Drawdown
Ulcer Index
4.96
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,823.94
Backtest Period
2024-12-12 to 2026-08-14
1.7 years
Rebalancing
annual
Base Currency
EUR