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Gerd kommer

Created byuser-pqorkc
Annual Rebalancing
EUR
Moderate Risk
2.8yr backtest

Performance Summary

Total Return+43.12%
Annualized Return+13.76%
Volatility+12.97%
Sharpe Ratio0.91
Max Drawdown+19.22%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A 100% global multifactor equity ETF portfolio for diversified, long-term growth through a single, efficient holding.
AssetTypeAllocationTER
GERD.XETRA
L&G Gerd Kommer Multifactor Equity UCITS ETF USD Accumulating • IE0001UQQ933
ETF
100.0%0.45%
Total100.0%0.45%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €14,312.13
Histogram of Monthly Returns
The portfolio had a positive return during 23 of the 35 months (66%)
Monthly Returns Heatmap
Best month: +6.5% • Worst month: -5.9% • Best year: 2024 (+18.6%) • Worst year: 2026 (+1.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.3%+3.3%-5.9%+2.1%--------+1.5%
2025+5.0%-1.3%-5.8%-3.7%+6.3%+0.4%+3.6%-0.2%+2.2%+3.6%-0.1%+0.4%+10.2%
2024+1.9%+3.4%+3.3%-1.8%+1.4%+2.2%+1.2%-0.5%+2.1%+0.3%+6.5%-2.5%+18.6%
2023-----+1.4%+3.4%-1.3%-0.7%-4.3%+4.6%+4.8%+7.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +19.22% • The longest drawdown period lasted for 7 months and was between February 2025 and September 2025. It reached a trough of -19.2%.

Detailed Metrics

Returns
Total Return
+43.12%
Annualized Return
+13.76%
Avg Monthly Return
+1.08%
Risk
Volatility (Annual)
+12.97%
Max Drawdown
+19.22%
Positive Months
66%
Average Drawdown
-2.7%
Risk-Adjusted
Sharpe Ratio
0.91
Risk-free rate: 2.0%
Sortino Ratio
0.82
Downside risk adjusted
Return/Volatility
1.06
Calmar Ratio
0.72
Return/Max Drawdown
Ulcer Index
3.74
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€14,312.13
Backtest Period
2023-06-21 to 2026-04-02
2.8 years
Rebalancing
annual
Base Currency
EUR