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giov260426

Created byuser-fub553

Annual Rebalancing

EUR

Moderate Risk

1.2yr backtest

Performance Summary

Total Return+28.11%

Annualized Return+22.32%

Volatility+16.61%

Sharpe Ratio1.22

Max Drawdown+15.62%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

Global ETF portfolio with 50% US S&P 500, 30% developed ex-US, and 20% in emerging markets & ESG for diversified growth.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
SPYL.XETRA State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) • IE000XZSV718	IE000XZSV718	Acc	ETF	50.0%	0.03%
IXUA.XETRA iShares MSCI World ex-USA UCITS ETF USD (Acc) • IE000R4ZNTN3	IE000R4ZNTN3	Acc	ETF	30.0%	0.15%
AMEM.F Amundi MSCI Emerging Markets Swap UCITS ETF EUR Acc • LU1681045370	LU1681045370	Acc	ETF	10.0%	0.2%
IQSA.XETRA Invesco Global Active ESG Equity UCITS ETF Acc • IE00BJQRDN15	IE00BJQRDN15	Acc	ETF	10.0%	0.3%
Total		Total			100.0%	0.11%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €12,810.58

Histogram of Monthly Returns

The portfolio had a positive return during 12 of the 16 months (75%)

Monthly Returns Heatmap

Best month: +9.3% • Worst month: -7.2% • Best year: 2025 (+21.0%) • Worst year: 2026 (+5.8%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+3.4%	+0.9%	-7.2%	+9.3%	-	-	-	-	-	-	-	-	+5.8%
2025	+1.1%	-1.8%	-3.1%	+0.8%	+6.5%	+4.8%	+2.4%	+0.7%	+3.2%	+2.9%	-0.1%	+2.2%	+21.0%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +15.62% • The longest drawdown period lasted for 2 months and was between February 2025 and May 2025. It reached a trough of -15.6%.

Detailed Metrics

Returns

Total Return

+28.11%

Annualized Return

+22.32%

Avg Monthly Return

+1.63%

Risk

Volatility (Annual)

+16.61%

Max Drawdown

+15.62%

Positive Months

75%

Average Drawdown

-2.5%

Risk-Adjusted

Sharpe Ratio

1.22

Risk-free rate: 2.0%

Sortino Ratio

1.21

Downside risk adjusted

Return/Volatility

1.34

Calmar Ratio

1.43

Return/Max Drawdown

Ulcer Index

3.39

Drawdown depth & duration

Martin Ratio

0.06

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€12,810.58

Backtest Period

2025-01-30 to 2026-04-24
1.2 years

Rebalancing

annual

Base Currency

EUR