HomePortfoliosBalanced Bogle 30/30/20/20

Balanced Bogle 30/30/20/20

Global small cap value, global, bond, CTA

Created byuser-9dcw0v
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Quarterly Rebalancing
EUR
Moderate Risk
2.5yr backtest

Performance Summary

Total Return+30.72%
Annualized Return+11.43%
Volatility+11.12%
Sharpe Ratio0.85
Max Drawdown+13.67%

Holdings

Asset Allocation

Asset Class

Equity 60.0%Commodities 20.0%Bonds 20.0%
Holdings Details
A diversified global ETF portfolio blending quality stocks, managed futures, bonds, and small-cap value for balanced growth across market cycles.
AssetTypeAllocationTER
IS3Q.XETRA
iShares Edge MSCI World Quality Factor UCITS ETF (Acc) • IE00BP3QZ601
ETF
30.0%0.25%
DBMF.US
iMGP DBi Managed Futures Strategy ETF • US53700T8273
ETF
20.0%0.85%
JAGE.XETRA
JPMorgan Active Global Aggregate Bond UCITS ETF EUR Hedged (acc) • IE000PQQLZM7
ETF
20.0%0.3%
ZPRV.XETRA
SPDR MSCI USA Small Cap Value Weighted UCITS ETF • IE00BSPLC413
ETF
15.0%0.3%
ZPRX.XETRA
SPDR MSCI Europe Small Cap Value Weighted UCITS ETF • IE00BSPLC298
ETF
15.0%0.3%
Total100.0%0.40%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €13,071.63
Histogram of Monthly Returns
The portfolio had a positive return during 22 of the 31 months (71%)
Monthly Returns Heatmap
Best month: +4.4% • Worst month: -4.7% • Best year: 2024 (+11.8%) • Worst year: 2026 (+2.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.5%+3.2%-4.7%+1.8%--------+2.6%
2025+3.2%-1.1%-4.5%-2.4%+3.2%+1.0%+1.9%+0.9%+2.1%+2.3%+1.1%+0.9%+8.7%
2024+1.2%+2.1%+3.8%-0.9%+1.8%+1.2%+1.4%-0.8%+0.8%-1.4%+4.4%-2.3%+11.8%
2023----------2.5%+3.3%+4.2%+4.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +13.67% • The longest drawdown period lasted for 7 months and was between February 2025 and September 2025. It reached a trough of -13.7%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (20.0% of total allocation)

Total Dividends Received

€333.73

10 payments

Dividend Yield

1.16%

(annualized)

Avg Per Payment

€33.37

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€10.77
2025€149.23
2024€121.11
2023€52.63
Total€333.73

Detailed Metrics

Returns
Total Return
+30.72%
Annualized Return
+11.43%
Avg Monthly Return
+0.90%
Risk
Volatility (Annual)
+11.12%
Max Drawdown
+13.67%
Positive Months
71%
Average Drawdown
-2.3%
Risk-Adjusted
Sharpe Ratio
0.85
Risk-free rate: 2.0%
Sortino Ratio
0.83
Downside risk adjusted
Return/Volatility
1.03
Calmar Ratio
0.84
Return/Max Drawdown
Ulcer Index
3.03
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€13,071.63
Backtest Period
2023-10-11 to 2026-04-02
2.5 years
Rebalancing
quarterly
Base Currency
EUR