HomePortfoliosCMDP CTO

CMDP CTO

Created byuser-s199tc
None Rebalancing
EUR
Moderate Risk
1.4yr backtest

Performance Summary

Total Return+22.39%
Annualized Return+15.44%
Volatility+13.95%
Sharpe Ratio0.96
Max Drawdown+18.23%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A globally diversified ETF portfolio focused on developed and emerging Asian markets for growth, complemented by European exposure and dividend leaders.
AssetTypeAllocationTER
MWRE.XETRA
Amundi Core MSCI World UCITS ETF Acc • IE000BI8OT95
ETF
39.2%0.12%
PAASI.PA
Amundi PEA Asie Emergente (MSCI Emerging Asia) Screened UCITS ETF EUR (C/D) • FR0013412012
ETF
24.3%0.3%
MEUD.PA
Amundi Core Stoxx Europe 600 UCITS ETF Acc • LU0908500753
ETF
24.0%0.07%
TDIV.AS
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF • NL0011683594
ETF
12.5%0.38%
Total100.0%0.18%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €12,239.03
Histogram of Monthly Returns
The portfolio had a positive return during 13 of the 18 months (72%)
Monthly Returns Heatmap
Best month: +5.2% • Worst month: -6.3% • Best year: 2025 (+16.0%) • Worst year: 2026 (+2.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.2%+3.9%-6.3%+1.9%--------+2.4%
2025+4.4%+0.7%-4.9%-3.3%+5.2%+0.8%+3.6%+0.2%+3.3%+4.3%-0.4%+1.6%+16.0%
2024----------+3.3%-0.2%+3.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +18.23% • The longest drawdown period lasted for 5 months and was between February 2025 and August 2025. It reached a trough of -18.2%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (12.5% of total allocation)

Total Dividends Received

€73.04

6 payments

Dividend Yield

0.47%

(annualized)

Avg Per Payment

€12.17

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€6.94
2025€55.37
2024€10.72
Total€73.04

Detailed Metrics

Returns
Total Return
+22.39%
Annualized Return
+15.44%
Avg Monthly Return
+1.18%
Risk
Volatility (Annual)
+13.95%
Max Drawdown
+18.23%
Positive Months
72%
Average Drawdown
-3.0%
Risk-Adjusted
Sharpe Ratio
0.96
Risk-free rate: 2.0%
Sortino Ratio
0.84
Downside risk adjusted
Return/Volatility
1.11
Calmar Ratio
0.85
Return/Max Drawdown
Ulcer Index
3.94
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,239.03
Backtest Period
2024-11-04 to 2026-04-02
1.4 years
Rebalancing
none
Base Currency
EUR