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Dimensional

Created byuser-gt9t2s
None Rebalancing
EUR
Low Risk
0.4yr backtest

Performance Summary

Total Return+3.53%
Annualized Return+9.77%
Volatility+9.08%
Sharpe Ratio0.86
Max Drawdown+5.05%

Holdings

Asset Allocation

Asset Class

Equity 90.0%Bonds 10.0%
Holdings Details
Diversified global equity portfolio with 80% core stocks, 10% targeted value, and 10% short-term fixed income for balanced growth.
AssetTypeAllocationTER
DEGC.XETRA
Dimensional Global Core Equity UCITS ETF USD (Acc) • IE000EGGFVG6
ETF
80.0%0.26%
DEGT.XETRA
Dimensional Global Targeted Value UCITS ETF USD (Acc) • IE000S67ID55
ETF
10.0%0.44%
IE00BFG1R338
DIMENSIONAL GL S/T IV FI-EA • IE00BFG1R338
FUND
10.0%0.25%
Total100.0%0.28%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €10,353.14
Histogram of Monthly Returns
The portfolio had a positive return during 5 of the 6 months (83%)
Monthly Returns Heatmap
Best month: +2.6% • Worst month: -4.4% • Best year: 2025 (+2.6%) • Worst year: 2026 (+0.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.5%+2.6%-4.4%+1.5%--------+0.9%
2025----------+2.3%+0.2%+2.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +5.05% • The longest drawdown period lasted for 1 month and was between March 2026 and April 2026. It reached a trough of -5.1%.

Detailed Metrics

Returns
Total Return
+3.53%
Annualized Return
+9.77%
Avg Monthly Return
+0.61%
Risk
Volatility (Annual)
+9.08%
Max Drawdown
+5.05%
Positive Months
83%
Average Drawdown
-1.5%
Risk-Adjusted
Sharpe Ratio
0.86
Risk-free rate: 2.0%
Sortino Ratio
0.87
Downside risk adjusted
Return/Volatility
1.08
Calmar Ratio
1.93
Return/Max Drawdown
Ulcer Index
1.80
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€10,353.14
Backtest Period
2025-11-17 to 2026-04-02
0.4 years
Rebalancing
none
Base Currency
EUR