HomePortfolios95 IQSA / 5 FRNE

95 IQSA / 5 FRNE

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Annual Rebalancing
EUR
Moderate Risk
Multi-currency
4.8yr backtest

Performance Summary

Total Return+94.54%
Annualized Return+14.91%
Volatility+13.29%
Sharpe Ratio0.97
Max Drawdown+19.86%

Holdings

Asset Allocation

Asset Class

Equity 90.0%Bonds 5.0%Commodities 5.0%
Holdings Details
Diversified global ETF portfolio with 90% equities, 5% bonds, and 5% commodities for a balanced multi-asset strategy.
AssetTypeAllocationTER
IQSA.XETRA
Invesco Global Active ESG Equity UCITS ETF AccIE00BJQRDN15
ETF
90.0%0.3%
FRNE.XETRA
Amundi Floating Rate Euro Corporate ESG UCITS ETF EUR (C)LU1681041114
ETF
5.0%0.18%
DBMF.US
iMGP DBi Managed Futures Strategy ETFUS53700T8273
ETF
5.0%0.85%
Total100.0%0.32%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €19,454.19
Histogram of Monthly Returns
The portfolio had a positive return during 35 of the 58 months (60%)
Monthly Returns Heatmap
Best month: +8.2% • Worst month: -6.9% • Best year: 2024 (+27.8%) • Worst year: 2022 (-6.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.3%+2.8%-4.6%+7.9%+5.3%+4.0%-0.1%-----+17.3%
2025+4.4%-2.4%-6.9%-3.8%+6.4%-0.1%+4.1%-0.9%+2.9%+3.7%+0.7%+1.3%+8.9%
2024+5.6%+4.8%+5.5%-2.3%+0.7%+4.0%-0.1%-0.4%+1.4%+0.6%+8.2%-2.6%+27.8%
2023+5.1%+1.5%-3.0%-1.1%+2.0%+5.7%+1.6%-0.9%-0.4%-3.6%+5.3%+4.7%+17.7%
2022-2.5%-1.3%+4.0%+0.4%-3.2%-6.6%+7.2%-0.9%-4.5%+6.2%+0.7%-5.0%-6.3%
2021---------+2.3%+0.8%+4.9%+8.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +19.86% • The longest drawdown period lasted for 1 year and 1 month and was between April 2022 and June 2023. It reached a trough of -12.1%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (5.0% of total allocation)

Total Dividends Received

211.40

13 payments

Dividend Yield

0.34%

(annualized)

Avg Per Payment

16.26

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
20268.19
202543.93
202436.55
202312.85
2022109.88
Total211.40

Detailed Metrics

Returns
Total Return
+94.54%
Annualized Return
+14.91%
Avg Monthly Return
+1.22%
Risk
Volatility (Annual)
+13.29%
Max Drawdown
+19.86%
Positive Months
60%
Average Drawdown
-3.5%
Risk-Adjusted
Sharpe Ratio
0.97
Risk-free rate: 2.0%
Sortino Ratio
0.91
Downside risk adjusted
Return/Volatility
1.12
Calmar Ratio
0.75
Return/Max Drawdown
Ulcer Index
4.48
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
19,454.19
Backtest Period
2021-10-07 to 2026-07-22
4.8 years
Rebalancing
annual
Base Currency
EUR
95 IQSA / 5 FRNE | +14.9% CAGR | ETF Backtest