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ChatGPT - modified

ChatGPT - modified

Created byuser-5vfnu3
None Rebalancing
EUR
Moderate Risk
1.5yr backtest

Performance Summary

Total Return+15.38%
Annualized Return+10.01%
Volatility+14.91%
Sharpe Ratio0.54
Max Drawdown+20.73%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
EUR-denominated portfolio for long-term growth through a diversified, low-cost ETF strategy with no rebalancing.
AssetTypeAllocationTER
JPGL.XETRA
JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating • IE00BJRCLL96
ETF
35.0%0.19%
AVWS.XETRA
Avantis Global Small Cap Value UCITS ETF USD Acc • IE0003R87OG3
ETF
25.0%0.39%
SPYL.XETRA
State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) • IE000XZSV718
ETF
20.0%0.03%
IS3R.XETRA
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) • IE00BP3QZ825
ETF
10.0%0.25%
IS3Q.XETRA
iShares Edge MSCI World Quality Factor UCITS ETF (Acc) • IE00BP3QZ601
ETF
10.0%0.25%
Total100.0%0.22%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €11,538.37
Histogram of Monthly Returns
The portfolio had a positive return during 14 of the 19 months (74%)
Monthly Returns Heatmap
Best month: +8.1% • Worst month: -6.6% • Best year: 2025 (+5.8%) • Worst year: 2026 (+4.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.3%+3.8%-3.9%+1.9%--------+4.0%
2025+4.5%-2.3%-6.6%-5.0%+5.5%+0.1%+3.7%+1.2%+1.4%+2.2%+1.5%+0.4%+5.8%
2024---------+0.7%+8.1%-3.7%+4.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +20.73% • The longest drawdown period lasted for 9 months and was between February 2025 and November 2025. It reached a trough of -20.7%.

Detailed Metrics

Returns
Total Return
+15.38%
Annualized Return
+10.01%
Avg Monthly Return
+0.82%
Risk
Volatility (Annual)
+14.91%
Max Drawdown
+20.73%
Positive Months
74%
Average Drawdown
-4.5%
Risk-Adjusted
Sharpe Ratio
0.54
Risk-free rate: 2.0%
Sortino Ratio
0.51
Downside risk adjusted
Return/Volatility
0.67
Calmar Ratio
0.48
Return/Max Drawdown
Ulcer Index
5.78
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€11,538.37
Backtest Period
2024-10-01 to 2026-04-02
1.5 years
Rebalancing
none
Base Currency
EUR