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Fortress

Created byuser-io8qur
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Annual Rebalancing
EUR
Moderate Risk
7.5yr backtest

Performance Summary

Total Return+96.27%
Annualized Return+9.45%
Volatility+10.43%
Sharpe Ratio0.71
Max Drawdown+25.15%

Holdings

Asset Allocation

Asset Class

Equity 66.7%Bonds 26.6%Commodities 6.7%
Holdings Details
Diversified ETF portfolio with 67% global equities, 27% bonds, and 7% commodities for balanced, long-term growth across major asset classes.
AssetTypeAllocationTER
VWRL.AS
Vanguard FTSE All-World UCITS ETF (USD) Distributing • IE00B3RBWM25
ETF
40.0%0.19%
VGWD.XETRA
Vanguard FTSE All-World High Dividend Yield UCITS ETF Distributing • IE00B8GKDB10
ETF
26.7%0.29%
IEAC.LSE
iShares Core EUR Corporate Bond UCITS ETF (Dist) • IE00B3F81R35
ETF
13.3%0.09%
IBCC.XETRA
iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist) • IE00BGR7L912
ETF
13.3%0.07%
EXXY.XETRA
iShares Diversified Commodity Swap UCITS ETF (DE) • DE000A0H0728
ETF
6.7%0.46%
Total100.0%0.21%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €19,626.96
Histogram of Monthly Returns
The portfolio had a positive return during 58 of the 91 months (64%)
Monthly Returns Heatmap
Best month: +6.3% • Worst month: -9.8% • Best year: 2021 (+22.4%) • Worst year: 2022 (-4.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.1%+2.5%-2.2%+4.3%+3.0%+1.1%+0.4%+2.0%----+13.8%
2025+3.4%-0.4%-4.4%-4.0%+3.4%-0.1%+3.3%+0.1%+1.7%+3.0%+0.4%+0.4%+6.5%
2024+2.3%+1.8%+3.1%-0.6%+0.5%+2.7%+0.6%-0.5%+1.4%+0.7%+5.0%-0.9%+17.1%
2023+2.7%-0.1%-0.8%-0.1%+1.0%+1.9%+2.2%-0.4%-0.1%-2.3%+2.9%+2.5%+9.5%
2022-1.0%-0.9%+3.2%+0.4%-1.5%-4.9%+6.3%-1.1%-4.0%+2.5%+1.1%-4.4%-4.8%
2021+1.2%+2.6%+5.0%+0.5%+0.4%+2.8%+0.7%+1.7%-0.2%+2.9%-0.4%+3.3%+22.4%
2020-0.9%-5.9%-9.8%+6.0%+0.6%+1.5%-1.0%+3.1%-0.5%-1.1%+6.3%+1.1%-1.8%
2019--0.5%+2.0%+2.1%-3.3%+2.5%+2.3%-1.2%+2.7%-0.4%+2.6%+1.3%+10.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +25.15% • The longest drawdown period lasted for 1 year and 3 months and was between August 2022 and December 2023. It reached a trough of -8.4%.

Dividend Income

Summary
This portfolio contains 4 distributing ETFs (93.3% of total allocation)

Total Dividends Received

€2,209.36

89 payments

Dividend Yield

2.20%

(annualized)

Avg Per Payment

€24.82

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€251.34
2025€385.92
2024€406.73
2023€331.52
2022€247.58
2021€201.72
2020€182.24
2019€202.29
Total€2,209.36

Detailed Metrics

Returns
Total Return
+96.27%
Annualized Return
+9.45%
Avg Monthly Return
+0.78%
Risk
Volatility (Annual)
+10.43%
Max Drawdown
+25.15%
Positive Months
64%
Average Drawdown
-3.7%
Risk-Adjusted
Sharpe Ratio
0.71
Risk-free rate: 2.0%
Sortino Ratio
0.64
Downside risk adjusted
Return/Volatility
0.91
Calmar Ratio
0.38
Return/Max Drawdown
Ulcer Index
5.12
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€19,626.96
Backtest Period
2019-02-25 to 2026-08-14
7.5 years
Rebalancing
annual
Base Currency
EUR