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Beta Diversified

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Annual Rebalancing

EUR

Moderate Risk

Multi-currency

7.0yr backtest

Performance Summary

Total Return+143.26%

Annualized Return+13.45%

Volatility+12.60%

Sharpe Ratio0.91

Max Drawdown+27.03%

Holdings

Asset Allocation

Asset Class

Equity 85.0%Bonds 15.0%

Holdings Details

Diversified global portfolio with 85% equity ETFs and 15% bonds, blending ESG, multi-factor, and alternative strategies for robust growth.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
IQSE.XETRA Invesco Global Active ESG Equity UCITS ETF EUR PfHdg Acc • IE00BJQRDP39	IE00BJQRDP39	Acc	ETF	70.0%	0.3%
LU1103258783 AQR STYLE PREMIA UCITS-B EUR • LU1103258783	LU1103258783	Acc	FUND	10.0%	1.25%
SHRIX.US STONE RIDGE HIGH YIELD REINSURANCE RISK PREMIUM FUND CLASS I • US8617284000	US8617284000	Dist	FUND	10.0%	1.85%
VGWL.XETRA Vanguard FTSE All-World UCITS ETF (USD) Distributing • IE00B3RBWM25	IE00B3RBWM25	Dist	ETF	5.0%	0.19%
FRNU.XETRA Amundi Floating Rate USD Corporate ESG UCITS ETF USD (C) • LU1681040900	LU1681040900	Acc	ETF	5.0%	0.18%
Total		Total			100.0%	0.54%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €24,325.52

Histogram of Monthly Returns

The portfolio had a positive return during 59 of the 85 months (69%)

Monthly Returns Heatmap

Best month: +7.5% • Worst month: -9.4% • Best year: 2024 (+23.4%) • Worst year: 2022 (-8.2%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+1.5%	+2.2%	-4.9%	+7.5%	+4.4%	+2.6%	+0.2%	+1.6%	-	-	-	-	+15.6%
2025	+3.5%	-1.7%	-3.5%	-1.5%	+5.7%	+1.0%	+2.7%	+0.2%	+3.0%	+2.4%	+0.9%	+1.8%	+15.0%
2024	+4.8%	+4.2%	+5.1%	-2.2%	+1.7%	+2.4%	+0.5%	+0.4%	+1.2%	+0.2%	+5.0%	-1.9%	+23.4%
2023	+5.4%	+1.0%	-2.0%	+0.4%	-0.2%	+6.6%	+1.7%	-0.6%	-0.8%	-2.9%	+5.9%	+3.6%	+19.1%
2022	-1.6%	-0.9%	+1.6%	-1.5%	-0.9%	-7.4%	+4.1%	-1.5%	-6.6%	+7.1%	+3.1%	-3.0%	-8.2%
2021	+1.4%	+1.5%	+6.7%	+1.4%	+1.7%	+1.3%	+1.6%	+2.1%	-2.5%	+1.4%	-0.2%	+5.3%	+23.3%
2020	-0.7%	-8.0%	-9.4%	+6.1%	+2.3%	+1.7%	+1.0%	+4.9%	-1.5%	-3.1%	+6.8%	+2.8%	+1.3%
2019	-	-	-	-	-	-	-	+1.1%	+3.1%	+0.2%	+2.9%	+1.1%	+8.6%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +27.03% • The longest drawdown period lasted for 1 year and 5 months and was between January 2022 and June 2023. It reached a trough of -15.4%.

Dividend Income

Summary

This portfolio contains 2 distributing ETFs (15.0% of total allocation)

Total Dividends Received

€1,009.69

56 payments

Dividend Yield

0.97%

(annualized)

Avg Per Payment

€18.03

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	€107.29	0.48%	4
2025	€237.18	1.24%	8
2024	€245.63	1.44%	8
2023	€184.06	1.36%	8
2022	€65.90	0.52%	8
2021	€62.71	0.50%	8
2020	€76.64	0.75%	8
2019	€30.27	0.29%	4
Total	€1,009.69	0.97%	56

Detailed Metrics

Returns

Total Return

+143.26%

Annualized Return

+13.45%

Avg Monthly Return

+1.11%

Risk

Volatility (Annual)

+12.60%

Max Drawdown

+27.03%

Positive Months

69%

Average Drawdown

-3.8%

Risk-Adjusted

Sharpe Ratio

0.91

Risk-free rate: 2.0%

Sortino Ratio

0.83

Downside risk adjusted

Return/Volatility

1.07

Calmar Ratio

0.50

Return/Max Drawdown

Ulcer Index

5.32

Drawdown depth & duration

Martin Ratio

0.02

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€24,325.52

Backtest Period

2019-08-05 to 2026-08-21
7.0 years

Rebalancing

annual

Base Currency

EUR