HomePortfoliosCSD Optimizada

CSD Optimizada

Created byuser-qaa8hn
Annual Rebalancing
EUR
Low Risk
0.6yr backtest

Performance Summary

Total Return+3.47%
Annualized Return+5.74%
Volatility+5.10%
Sharpe Ratio0.73
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.
AssetTypeAllocationTER
IE00B03HD191
Vanguard Global Stock Index Fund EUR Acc • IE00B03HD191
FUND
34.0%0.18%
IE00BFZMJT78
NB ULTRA SHORT TERM EN CASH • IE00BFZMJT78
FUND
18.3%0.25%
JGPI.XETRA
JPMorgan Global Equity Premium Income Active UCITS ETF USD (dist) • IE0003UVYC20
ETF
9.4%0.35%
LU0404220724
JPMorgan Investment Funds - Global Income Fund D (div) - EUR • LU0404220724
FUND
9.1%1.7%
LU1694789451
DNCA Invest Alpha Bonds A EUR • LU1694789451
FUND
9.1%1.15%
LU1623762843
CARMIGNAC PTF UNC CRD-AEURC • LU1623762843
FUND
9.1%1.2%
IE000QAZP7L2
iShares Emerging Markets Index Fund (IE) S Acc EUR • IE000QAZP7L2
FUND
6.0%0.16%
LU0034353002
DWS Floating Rate Notes LC • LU0034353002
FUND
5.0%0.26%
Total100.0%0.53%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €10,346.89
Histogram of Monthly Returns
The portfolio had a positive return during 5 of the 9 months (56%)
Monthly Returns Heatmap
Best month: +2.0% • Worst month: -3.4% • Best year: 2025 (+3.5%) • Worst year: 2026 (+0.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.2%+1.6%-3.4%+0.7%--------+0.0%
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

€41.33

7 payments

Dividend Yield

0.66%

(annualized)

Avg Per Payment

€5.90

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€19.53
2025€21.79
Total€41.33

Detailed Metrics

Returns
Total Return
+3.47%
Annualized Return
+5.74%
Avg Monthly Return
+0.39%
Risk
Volatility (Annual)
+5.10%
Max Drawdown
+4.14%
Positive Months
56%
Average Drawdown
-0.9%
Risk-Adjusted
Sharpe Ratio
0.73
Risk-free rate: 2.0%
Sortino Ratio
0.62
Downside risk adjusted
Return/Volatility
1.13
Calmar Ratio
1.39
Return/Max Drawdown
Ulcer Index
1.08
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€10,346.89
Backtest Period
2025-08-21 to 2026-04-01
0.6 years
Rebalancing
annual
Base Currency
EUR