Home PortfoliosCSD Optimizada

CSD Optimizada

Created byuser-qaa8hn

Annual Rebalancing

EUR

Low Risk

0.7yr backtest

Performance Summary

Total Return+6.42%

Annualized Return+9.73%

Volatility+5.17%

Sharpe Ratio1.49

Max Drawdown+4.14%

Holdings

Asset Allocation

Asset Class

Bonds 50.6%Equity 49.4%

Holdings Details

Global equity ETF portfolio with bonds and cash for diversification. Combines Vanguard, JPMorgan, and iShares funds across developed and emerging markets.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
IE00B03HD191 Vanguard Global Stock Index Fund EUR Acc • IE00B03HD191	IE00B03HD191	Acc	FUND	34.0%	0.18%
IE00BFZMJT78 NB ULTRA SHORT TERM EN CASH • IE00BFZMJT78	IE00BFZMJT78	Acc	FUND	18.3%	0.25%
JGPI.XETRA JPMorgan Global Equity Premium Income Active UCITS ETF USD (dist) • IE0003UVYC20	IE0003UVYC20	Dist	ETF	9.4%	0.35%
LU0404220724 JPMorgan Investment Funds - Global Income Fund D (div) - EUR • LU0404220724	LU0404220724	Dist	FUND	9.1%	1.7%
LU1694789451 DNCA Invest Alpha Bonds A EUR • LU1694789451	LU1694789451	Acc	FUND	9.1%	1.15%
LU1623762843 CARMIGNAC PTF UNC CRD-AEURC • LU1623762843	LU1623762843	Acc	FUND	9.1%	1.2%
IE000QAZP7L2 iShares Emerging Markets Index Fund (IE) S Acc EUR • IE000QAZP7L2	IE000QAZP7L2	Acc	FUND	6.0%	0.16%
LU0034353002 DWS Floating Rate Notes LC • LU0034353002	LU0034353002	Acc	FUND	5.0%	0.26%
Total		Total			100.0%	0.53%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €10,642.39

Histogram of Monthly Returns

The portfolio had a positive return during 5 of the 9 months (56%)

Monthly Returns Heatmap

Best month: +3.6% • Worst month: -3.4% • Best year: 2025 (+3.5%) • Worst year: 2026 (+2.9%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+1.2%	+1.6%	-3.4%	+3.6%	-	-	-	-	-	-	-	-	+2.9%
2025	-	-	-	-	-	-	-	-0.0%	+1.7%	+2.0%	-0.1%	-0.0%	+3.5%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +4.14% • The longest drawdown period lasted for 1 month and was between November 2025 and January 2026. It reached a trough of -1.8%.

Dividend Income

Summary

This portfolio contains 2 distributing ETFs (18.5% of total allocation)

Total Dividends Received

€47.24

8 payments

Dividend Yield

0.68%

(annualized)

Avg Per Payment

€5.91

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	€25.44	0.24%	4
2025	€21.79	0.21%	4
Total	€47.24	0.68%	8

Detailed Metrics

Returns

Total Return

+6.42%

Annualized Return

+9.73%

Avg Monthly Return

+0.71%

Risk

Volatility (Annual)

+5.17%

Max Drawdown

+4.14%

Positive Months

56%

Average Drawdown

-0.9%

Risk-Adjusted

Sharpe Ratio

1.49

Risk-free rate: 2.0%

Sortino Ratio

1.32

Downside risk adjusted

Return/Volatility

1.88

Calmar Ratio

2.35

Return/Max Drawdown

Ulcer Index

1.11

Drawdown depth & duration

Martin Ratio

0.07

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€10,642.39

Backtest Period

2025-08-21 to 2026-04-23
0.7 years

Rebalancing

annual

Base Currency

EUR