HomePortfoliosAvantis

Avantis

Avantis

Created byuser-7hucdl
None Rebalancing
EUR
Moderate Risk
1.6yr backtest

Performance Summary

Total Return+24.27%
Annualized Return+14.61%
Volatility+15.08%
Sharpe Ratio0.84
Max Drawdown+21.47%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A globally diversified ETF portfolio targeting value stocks across developed, emerging markets, and small caps for long-term growth.
AssetTypeAllocationTER
AVWC.XETRA
Avantis Global Equity UCITS ETF USD Acc • IE000RJECXS5
ETF
75.0%0.22%
AVWS.XETRA
Avantis Global Small Cap Value UCITS ETF USD Acc • IE0003R87OG3
ETF
15.0%0.39%
AVEM.XETRA
Avantis Emerging Markets Equity UCITS ETF USD Acc • IE000K975W13
ETF
10.0%0.35%
Total100.0%0.26%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €12,427.26
Histogram of Monthly Returns
The portfolio had a positive return during 14 of the 20 months (70%)
Monthly Returns Heatmap
Best month: +7.9% • Worst month: -6.7% • Best year: 2026 (+16.6%) • Worst year: 2024 (-3.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.1%+4.0%-5.0%+7.9%+4.8%+2.5%-1.3%-----+16.6%
2025+4.6%-2.3%-6.7%-4.8%+6.5%+0.8%+4.3%+1.2%+1.9%+3.0%+1.1%+1.0%+10.1%
2024------------3.3%-3.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +21.47% • The longest drawdown period lasted for 7 months and was between February 2025 and September 2025. It reached a trough of -21.5%.

Detailed Metrics

Returns
Total Return
+24.27%
Annualized Return
+14.61%
Avg Monthly Return
+1.17%
Risk
Volatility (Annual)
+15.08%
Max Drawdown
+21.47%
Positive Months
70%
Average Drawdown
-3.8%
Risk-Adjusted
Sharpe Ratio
0.84
Risk-free rate: 2.0%
Sortino Ratio
0.76
Downside risk adjusted
Return/Volatility
0.97
Calmar Ratio
0.68
Return/Max Drawdown
Ulcer Index
5.28
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,427.26
Backtest Period
2024-12-12 to 2026-07-17
1.6 years
Rebalancing
none
Base Currency
EUR