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4 Funds

Created byuser-4rm2ow

Monthly Rebalancing

EUR

Moderate Risk

1.2yr backtest

Performance Summary

Total Return+38.26%

Annualized Return+31.68%

Volatility+13.69%

Sharpe Ratio2.17

Max Drawdown+10.96%

Holdings

Asset Allocation

Asset Class

Equity 90.0%Bonds 10.0%

Holdings Details

Diversified global ETF portfolio with 90% equities and 10% bonds, targeting small-cap value, emerging markets ex-China, and tactical strategies.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
AVWS.XETRA Avantis Global Small Cap Value UCITS ETF USD Acc • IE0003R87OG3	IE0003R87OG3	Acc	ETF	40.0%	0.39%
XDEX.XETRA Xtrackers MSCI Emerging Markets ex China UCITS ETF 1C • IE00BM67HJ62	IE00BM67HJ62	Acc	ETF	30.0%	0.16%
DBMFE.PA iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403	LU2951555403	Acc	ETF	20.0%	0.75%
EUHI.XETRA PIMCO Advantage Euro Short-Term High Yield Corporate Bond UCITS ETF (Dist) • IE00BD8D5H32	IE00BD8D5H32	Dist	ETF	10.0%	0.45%
Total		Total			100.0%	0.40%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €13,825.78

Histogram of Monthly Returns

The portfolio had a positive return during 12 of the 15 months (80%)

Monthly Returns Heatmap

Best month: +7.4% • Worst month: -5.2% • Best year: 2026 (+19.9%) • Worst year: 2025 (+15.3%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+5.8%	+7.0%	-5.2%	+7.4%	+4.8%	-0.8%	-	-	-	-	-	-	+19.9%
2025	-	-	-	-4.5%	+4.9%	+0.7%	+3.0%	+1.2%	+2.7%	+4.6%	+0.8%	+1.4%	+15.3%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +10.96% • The longest drawdown period lasted for 1 month and was between February 2026 and April 2026. It reached a trough of -6.2%.

Dividend Income

Summary

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

Total Dividends Received

€57.64

14 payments

Dividend Yield

0.43%

(annualized)

Avg Per Payment

€4.12

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	€23.41	0.18%	5
2025	€34.23	0.33%	9
Total	€57.64	0.43%	14

Detailed Metrics

Returns

Total Return

+38.26%

Annualized Return

+31.68%

Avg Monthly Return

+2.25%

Risk

Volatility (Annual)

+13.69%

Max Drawdown

+10.96%

Positive Months

80%

Average Drawdown

-1.8%

Risk-Adjusted

Sharpe Ratio

2.17

Risk-free rate: 2.0%

Sortino Ratio

1.97

Downside risk adjusted

Return/Volatility

2.31

Calmar Ratio

2.89

Return/Max Drawdown

Ulcer Index

2.33

Drawdown depth & duration

Martin Ratio

0.13

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€13,825.78

Backtest Period

2025-04-01 to 2026-06-05
1.2 years

Rebalancing

monthly

Base Currency

EUR