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GK Bond

Created byuser-3bi829
Optimize
None Rebalancing
EUR
Low Risk
5.2yr backtest

Performance Summary

Total Return+4.63%
Annualized Return+0.88%
Volatility+0.93%
Sharpe Ratio-1.21
Max Drawdown+4.10%

Holdings

Asset Allocation

Asset Class

Bonds 100.0%
Holdings Details
A diversified short-term bond ETF portfolio focused on EUR and USD government and corporate bonds for stability and low volatility.
AssetTypeAllocationTER
IS3M.XETRA
iShares EUR Ultrashort Bond UCITS ETF EUR (Dist) • IE00BCRY6557
ETF
25.0%0.09%
LYS4.XETRA
Amundi Euro Highest Rated Macro-Weighted Government Bond 1-3Y UCITS ETF Acc • LU1829219556
ETF
25.0%0.17%
EXVM.XETRA
iShares eb.rexx Government Germany 0-1yr UCITS ETF (DE) • DE000A0Q4RZ9
ETF
25.0%0.13%
2B7S.XETRA
iShares USD Treasury Bond 1-3yr UCITS ETF EUR Hedged (Acc) • IE00BDFK1573
ETF
25.0%0.1%
Total100.0%0.12%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €10,463.21
Histogram of Monthly Returns
The portfolio had a positive return during 37 of the 62 months (60%)
Monthly Returns Heatmap
Best month: +0.7% • Worst month: -0.8% • Best year: 2024 (+3.1%) • Worst year: 2022 (-3.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.2%+0.3%-0.4%+0.2%+0.1%-------+0.3%
2025+0.2%+0.3%+0.2%+0.6%-0.0%+0.2%+0.1%+0.3%+0.1%+0.2%+0.1%+0.1%+2.4%
2024+0.2%-0.2%+0.3%-0.1%+0.3%+0.4%+0.6%+0.5%+0.5%-0.1%+0.4%+0.1%+3.1%
2023+0.2%-0.4%+0.7%+0.2%-0.0%-0.2%+0.3%+0.3%+0.0%+0.3%+0.6%+0.6%+2.7%
2022-0.3%-0.1%-0.6%-0.4%+0.0%-0.4%+0.3%-0.7%-0.8%-0.2%+0.1%-0.1%-3.1%
2021----0.1%-0.0%-0.1%+0.0%-0.1%-0.1%-0.2%+0.0%-0.2%-0.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +4.10% • The longest drawdown period lasted for 3 years and 3 months and was between April 2021 and July 2024. It reached a trough of -4.1%.

Dividend Income

Summary
This portfolio contains 2 distributing ETFs (50.0% of total allocation)

Total Dividends Received

€336.57

27 payments

Dividend Yield

0.65%

(annualized)

Avg Per Payment

€12.47

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€21.49
2025€99.55
2024€114.46
2023€72.52
2022€15.04
2021€13.49
Total€336.57

Detailed Metrics

Returns
Total Return
+4.63%
Annualized Return
+0.88%
Avg Monthly Return
+0.07%
Risk
Volatility (Annual)
+0.93%
Max Drawdown
+4.10%
Positive Months
60%
Average Drawdown
-1.4%
Risk-Adjusted
Sharpe Ratio
-1.21
Risk-free rate: 2.0%
Sortino Ratio
-1.33
Downside risk adjusted
Return/Volatility
0.95
Calmar Ratio
0.21
Return/Max Drawdown
Ulcer Index
1.80
Drawdown depth & duration
Martin Ratio
-0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€10,463.21
Backtest Period
2021-04-01 to 2026-05-29
5.2 years
Rebalancing
none
Base Currency
EUR
GK Bond | ETF Backtest