Optimize
None Rebalancing
EUR
Moderate Risk
Multi-currency
4.1yr backtest

Performance Summary

Total Return+63.74%
Annualized Return+12.70%
Volatility+11.18%
Sharpe Ratio0.96
Max Drawdown+16.43%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified dividend-focused portfolio blending global high-yield ETFs with US real estate, finance, and tech income equities for total return.
AssetTypeAllocationTER
VGWE.XETRA
Vanguard FTSE All-World High Dividend Yield UCITS ETF AccIE00BK5BR626
ETF
60.0%0.29%
RY6.F
Realty Income CorporationUS7561091049
STOCK
15.0%-
13M.F
Main Street Capital CorporationUS56035L1044
STOCK
15.0%0%
JEPQ.US
JPMorgan Nasdaq Equity Premium Income ETFUS46654Q2030
ETF
10.0%0.35%
Total100.0%0.21%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €16,374.48
Histogram of Monthly Returns
The portfolio had a positive return during 36 of the 50 months (72%)
Monthly Returns Heatmap
Best month: +9.7% • Worst month: -8.5% • Best year: 2024 (+26.3%) • Worst year: 2022 (-3.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.9%+2.7%-5.0%+3.8%+0.5%+1.9%------+8.8%
2025+5.3%+0.4%-5.3%-5.8%+4.5%+0.1%+5.8%+1.1%+0.8%-0.4%+1.4%+1.4%+9.1%
2024+2.7%+1.1%+4.7%+0.9%+0.2%+2.9%+3.1%-1.0%+1.7%+1.4%+6.3%-0.3%+26.3%
2023+4.1%+1.4%-3.1%+1.2%+0.2%+1.8%+3.0%-1.8%+0.3%-3.9%+5.1%+4.7%+13.2%
2022-----1.3%-3.2%+9.7%-2.4%-8.5%+6.5%+0.9%-4.0%-3.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +16.43% • The longest drawdown period lasted for 1 year and 3 months and was between August 2022 and December 2023. It reached a trough of -12.5%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (10.0% of total allocation)

Total Dividends Received

1,786.44

164 payments

Dividend Yield

3.53%

(annualized)

Avg Per Payment

10.89

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
2026254.67
2025499.92
2024452.50
2023377.08
2022202.31
Total1,786.44

Detailed Metrics

Returns
Total Return
+63.74%
Annualized Return
+12.70%
Avg Monthly Return
+1.05%
Risk
Volatility (Annual)
+11.18%
Max Drawdown
+16.43%
Positive Months
72%
Average Drawdown
-3.6%
Risk-Adjusted
Sharpe Ratio
0.96
Risk-free rate: 2.0%
Sortino Ratio
0.89
Downside risk adjusted
Return/Volatility
1.14
Calmar Ratio
0.77
Return/Max Drawdown
Ulcer Index
4.60
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
16,374.48
Backtest Period
2022-05-04 to 2026-06-18
4.1 years
Rebalancing
none
Base Currency
EUR
CTO | +12.7% CAGR | ETF Backtest