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GEP alternative

Optimize
None Rebalancing
EUR
Moderate Risk
Multi-currency
6.9yr backtest

Performance Summary

Total Return+177.82%
Annualized Return+16.08%
Volatility+16.29%
Sharpe Ratio0.86
Max Drawdown+33.58%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global ESG and emerging markets value ETF portfolio for diversified growth across developed and developing economies.
AssetTypeAllocationTER
IQSA.XETRA
Invesco Global Active ESG Equity UCITS ETF AccIE00BJQRDN15
ETF
85.0%0.3%
EMVL.LSE
iShares Edge MSCI EM Value Factor UCITS ETF USD (Acc)IE00BG0SKF03
ETF
15.0%0.4%
Total100.0%0.32%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €27,781.77
Histogram of Monthly Returns
The portfolio had a positive return during 53 of the 83 months (64%)
Monthly Returns Heatmap
Best month: +9.6% • Worst month: -11.5% • Best year: 2021 (+32.2%) • Worst year: 2022 (-9.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.4%+3.8%-5.8%+9.6%+7.2%+1.0%------+18.8%
2025+4.4%-2.3%-6.7%-4.2%+6.9%+0.5%+4.4%-0.8%+3.2%+4.6%+0.4%+1.6%+11.6%
2024+5.3%+5.0%+5.4%-2.1%+1.1%+4.3%-0.2%-0.3%+1.8%+0.5%+7.8%-2.3%+28.9%
2023+6.0%+1.0%-2.5%-1.0%+1.7%+5.8%+2.2%-1.4%-0.4%-4.1%+6.2%+5.2%+19.6%
2022-2.8%-1.5%+3.3%-0.7%-3.1%-8.0%+7.7%-1.3%-6.3%+6.1%+3.1%-5.2%-9.5%
2021+2.8%+2.7%+8.3%+0.9%+0.8%+3.5%+0.8%+2.8%-2.3%+2.7%+0.5%+5.3%+32.2%
2020-1.8%-9.1%-11.5%+8.8%+1.9%+2.5%-0.6%+5.3%-1.3%-2.6%+7.8%+2.3%-0.2%
2019-------+3.1%+4.2%-0.8%+4.5%+2.2%+13.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.58% • The longest drawdown period lasted for 1 year and 5 months and was between January 2022 and July 2023. It reached a trough of -14.3%.

Detailed Metrics

Returns
Total Return
+177.82%
Annualized Return
+16.08%
Avg Monthly Return
+1.33%
Risk
Volatility (Annual)
+16.29%
Max Drawdown
+33.58%
Positive Months
64%
Average Drawdown
-5.0%
Risk-Adjusted
Sharpe Ratio
0.86
Risk-free rate: 2.0%
Sortino Ratio
0.79
Downside risk adjusted
Return/Volatility
0.99
Calmar Ratio
0.48
Return/Max Drawdown
Ulcer Index
6.72
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
27,781.77
Backtest Period
2019-08-05 to 2026-06-12
6.9 years
Rebalancing
none
Base Currency
EUR
GEP alternative | +16.1% CAGR | ETF Backtest