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GK no rebalance

Created byuser-3bi829

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None Rebalancing

EUR

Moderate Risk

4.0yr backtest

Performance Summary

Total Return+47.00%

Annualized Return+10.02%

Volatility+10.82%

Sharpe Ratio0.74

Max Drawdown+15.60%

Holdings

Asset Allocation

Asset Class

Equity 80.0%Bonds 15.0%Real Estate 5.0%

Holdings Details

Diversified ETF portfolio blending 80% global equities, 15% emerging market bonds, and 5% real estate for balanced growth across regions and factors.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
JPGL.XETRA JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating • IE00BJRCLL96	IE00BJRCLL96	Acc	ETF	22.5%	0.19%
IUSN.XETRA iShares MSCI World Small Cap UCITS ETF • IE00BF4RFH31	IE00BF4RFH31	Acc	ETF	22.5%	0.35%
ENDH.XETRA L&G Emerging Markets Government Bond (USD) 0-5 Year Screened UCITS ETF EUR Hedged Acc • IE000MINO564	IE000MINO564	Acc	ETF	15.0%	0.28%
IS3N.XETRA iShares Core MSCI Emerging Markets IMI UCITS • IE00BKM4GZ66	IE00BKM4GZ66	Acc	ETF	15.0%	0.18%
IEQU.SW iShares Edge MSCI Europe Quality Factor UCITS ETF • IE00BQN1K562	IE00BQN1K562	Acc	ETF	6.7%	0.25%
CEMR.XETRA iShares Edge MSCI Europe Momentum Factor UCITS ETF • IE00BQN1K786	IE00BQN1K786	Acc	ETF	6.7%	0.25%
ZPRX.XETRA SPDR MSCI Europe Small Cap Value Weighted UCITS ETF • IE00BSPLC298	IE00BSPLC298	Acc	ETF	6.6%	0.3%
TRET.XETRA VanEck Global Real Estate UCITS ETF • NL0009690239	NL0009690239	Dist	ETF	5.0%	0.25%
Total		Total			100.0%	0.26%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €14,699.72

Histogram of Monthly Returns

The portfolio had a positive return during 31 of the 49 months (63%)

Monthly Returns Heatmap

Best month: +6.7% • Worst month: -6.4% • Best year: 2024 (+12.0%) • Worst year: 2022 (-3.9%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+3.4%	+4.3%	-6.2%	+6.3%	+3.6%	-	-	-	-	-	-	-	+11.4%
2025	+4.3%	-0.5%	-3.9%	-2.6%	+4.1%	+0.5%	+2.5%	+0.9%	+1.6%	+2.2%	+0.8%	+0.9%	+11.2%
2024	+0.4%	+2.0%	+3.7%	-1.5%	+1.4%	+1.1%	+2.7%	-0.2%	+1.7%	-1.0%	+4.4%	-3.0%	+12.0%
2023	+4.9%	-0.1%	-2.2%	+0.3%	-0.9%	+2.5%	+2.9%	-1.9%	-1.4%	-3.7%	+5.1%	+4.9%	+10.4%
2022	-	-	-	-	+1.6%	-6.4%	+6.7%	-1.5%	-6.4%	+2.9%	+3.5%	-3.6%	-3.9%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +15.60% • The longest drawdown period lasted for 1 year and 3 months and was between August 2022 and December 2023. It reached a trough of -11.2%.

Dividend Income

Summary

This portfolio contains 1 distributing ETF (5.0% of total allocation)

Total Dividends Received

€72.49

16 payments

Dividend Yield

0.16%

(annualized)

Avg Per Payment

€4.53

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

Year	Dividends	Yield	Payments
2026	€3.79	0.03%	1
2025	€18.26	0.15%	4
2024	€16.88	0.15%	4
2023	€16.75	0.17%	4
2022	€16.82	0.17%	3
Total	€72.49	0.16%	16

Detailed Metrics

Returns

Total Return

+47.00%

Annualized Return

+10.02%

Avg Monthly Return

+0.84%

Risk

Volatility (Annual)

+10.82%

Max Drawdown

+15.60%

Positive Months

63%

Average Drawdown

-3.2%

Risk-Adjusted

Sharpe Ratio

0.74

Risk-free rate: 2.0%

Sortino Ratio

0.70

Downside risk adjusted

Return/Volatility

0.93

Calmar Ratio

0.64

Return/Max Drawdown

Ulcer Index

3.99

Drawdown depth & duration

Martin Ratio

0.02

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€14,699.72

Backtest Period

2022-05-16 to 2026-05-28
4.0 years

Rebalancing

none

Base Currency

EUR