HomePortfolios80/10/10 JPGL MF

80/10/10 JPGL MF

Created byuser-dmjf59
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Quarterly Rebalancing
EUR
Moderate Risk
Multi-currency
6.9yr backtest

Performance Summary

Total Return+158.95%
Annualized Return+14.67%
Volatility+14.93%
Sharpe Ratio0.85
Max Drawdown+31.08%

Holdings

Asset Allocation

Asset Class

Equity 90.0%Bonds 6.0%Commodities 4.0%
Holdings Details
Diversified ETF portfolio blending 90% global ESG equities, 6% Euro bonds, and 4% managed futures for balanced, multi-asset growth.
AssetTypeAllocationTER
IQSA.XETRA
Invesco Global Active ESG Equity UCITS ETF Acc • IE00BJQRDN15
ETF
90.0%0.3%
DBMF.US
iMGP DBi Managed Futures Strategy ETF • US53700T8273
ETF
4.0%0.85%
LYQ2.XETRA
Amundi Euro Government Bond 1-3Y UCITS ETF Acc • LU1650487413
ETF
3.0%0.15%
MTH.PA
Amundi Euro Government Bond 25+Y UCITS ETF Acc • LU1686832194
ETF
3.0%0.07%
Total100.0%0.31%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €25,895.03
Histogram of Monthly Returns
The portfolio had a positive return during 53 of the 84 months (63%)
Monthly Returns Heatmap
Best month: +8.6% • Worst month: -10.4% • Best year: 2021 (+32.2%) • Worst year: 2022 (-8.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.3%+2.8%-4.7%+7.9%+5.3%+4.0%-1.3%-----+15.8%
2025+4.3%-2.4%-7.1%-3.7%+6.4%-0.2%+4.1%-1.1%+2.9%+3.7%+0.7%+1.3%+8.4%
2024+5.5%+4.7%+5.5%-2.5%+0.7%+3.9%+0.1%-0.3%+1.4%+0.6%+8.3%-2.7%+27.4%
2023+5.5%+1.2%-2.8%-1.1%+2.0%+5.7%+1.5%-0.9%-0.7%-3.6%+5.6%+5.1%+18.2%
2022-2.7%-1.5%+3.7%-0.3%-3.4%-7.0%+7.9%-1.6%-5.3%+6.5%+1.7%-5.5%-8.3%
2021+2.2%+2.2%+8.2%+0.6%+0.9%+3.7%+1.8%+2.5%-2.3%+3.2%+0.9%+4.7%+32.2%
2020-0.3%-8.8%-10.4%+8.6%+2.2%+2.1%-0.8%+5.0%-1.0%-2.7%+6.9%+1.8%+0.9%
2019-------+3.5%+3.6%-1.1%+4.4%+1.1%+11.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +31.08% • The longest drawdown period lasted for 1 year and 5 months and was between January 2022 and June 2023. It reached a trough of -13.3%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (4.0% of total allocation)

Total Dividends Received

€249.08

17 payments

Dividend Yield

0.23%

(annualized)

Avg Per Payment

€14.65

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€8.50
2025€50.94
2024€41.54
2023€14.87
2022€94.43
2020€3.64
2019€35.16
Total€249.08

Detailed Metrics

Returns
Total Return
+158.95%
Annualized Return
+14.67%
Avg Monthly Return
+1.22%
Risk
Volatility (Annual)
+14.93%
Max Drawdown
+31.08%
Positive Months
63%
Average Drawdown
-4.6%
Risk-Adjusted
Sharpe Ratio
0.85
Risk-free rate: 2.0%
Sortino Ratio
0.78
Downside risk adjusted
Return/Volatility
0.98
Calmar Ratio
0.47
Return/Max Drawdown
Ulcer Index
6.16
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€25,895.03
Backtest Period
2019-08-05 to 2026-07-17
6.9 years
Rebalancing
quarterly
Base Currency
EUR
80/10/10 JPGL MF | +14.7% CAGR | ETF Backtest