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GK no rebalance

Created byuser-3bi829
Optimize FIRE Projection
None Rebalancing
EUR
Moderate Risk
4.3yr backtest

Performance Summary

Total Return+50.93%
Annualized Return+10.04%
Volatility+10.67%
Sharpe Ratio0.75
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.
AssetTypeAllocationTER
JPGL.XETRA
JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating • IE00BJRCLL96
ETF
22.5%0.19%
IUSN.XETRA
iShares MSCI World Small Cap UCITS ETF • IE00BF4RFH31
ETF
22.5%0.35%
ENDH.XETRA
L&G Emerging Markets Government Bond (USD) 0-5 Year Screened UCITS ETF EUR Hedged Acc • IE000MINO564
ETF
15.0%0.28%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITS • IE00BKM4GZ66
ETF
15.0%0.18%
IEQU.SW
iShares Edge MSCI Europe Quality Factor UCITS ETF • IE00BQN1K562
ETF
6.7%0.25%
CEMR.XETRA
iShares Edge MSCI Europe Momentum Factor UCITS ETF • IE00BQN1K786
ETF
6.7%0.25%
ZPRX.XETRA
SPDR MSCI Europe Small Cap Value Weighted UCITS ETF • IE00BSPLC298
ETF
6.6%0.3%
TRET.XETRA
VanEck Global Real Estate UCITS ETF • NL0009690239
ETF
5.0%0.25%
Total100.0%0.26%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €15,093.33
Histogram of Monthly Returns
The portfolio had a positive return during 34 of the 53 months (64%)
Monthly Returns Heatmap
Best month: +6.7% • Worst month: -6.4% • Best year: 2026 (+14.4%) • Worst year: 2022 (-3.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.4%+4.3%-6.2%+6.3%+3.5%+2.3%-1.4%+1.3%+0.6%---+14.4%
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%.
When could this portfolio get you to financial independence?

GK no rebalance returned +10.04% a year over the 4 years above. Run those same monthly returns forward through 10,000 simulated paths, with your own savings and target retirement age, to see when they could reach your FIRE number.

Dividend Income

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

Total Dividends Received

€82.90

18 payments

Dividend Yield

0.17%

(annualized)

Avg Per Payment

€4.61

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€14.20
2025€18.26
2024€16.88
2023€16.75
2022€16.82
Total€82.90

Detailed Metrics

Returns
Total Return
+50.93%
Annualized Return
+10.04%
Avg Monthly Return
+0.83%
Risk
Volatility (Annual)
+10.67%
Max Drawdown
+15.60%
Positive Months
64%
Average Drawdown
-3.1%
Risk-Adjusted
Sharpe Ratio
0.75
Risk-free rate: 2.0%
Sortino Ratio
0.71
Downside risk adjusted
Return/Volatility
0.94
Calmar Ratio
0.64
Return/Max Drawdown
Ulcer Index
3.87
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€15,093.33
Backtest Period
2022-05-16 to 2026-09-03
4.3 years
Rebalancing
none
Base Currency
EUR