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Global with EU tilt and small value

Global with EU tilt and small value

Created byuser-86gum5
None Rebalancing
EUR
Moderate Risk
1.5yr backtest

Performance Summary

Total Return+22.58%
Annualized Return+14.53%
Volatility+13.41%
Sharpe Ratio0.93
Max Drawdown+18.11%

Holdings

Asset Allocation

Asset Class

Equity 90.0%Precious Metals 10.0%
Holdings Details
Global ETF portfolio with an EU tilt, small-cap value, and gold exposure for a diversified, long-term EUR-based investment strategy.
AssetTypeAllocationTER
FWIA.XETRA
Invesco FTSE All-World UCITS ETF Acc • IE000716YHJ7
ETF
65.0%0.15%
LYP6.XETRA
Amundi Core Stoxx Europe 600 UCITS ETF Acc • LU0908500753
ETF
15.0%0.07%
AVWS.XETRA
Avantis Global Small Cap Value UCITS ETF USD Acc • IE0003R87OG3
ETF
10.0%0.39%
GOLD-EUR.PA
Amundi Physical Gold ETC (C) • FR0013416716
ETF
10.0%0.12%
Total100.0%0.16%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €12,257.66
Histogram of Monthly Returns
The portfolio had a positive return during 14 of the 19 months (74%)
Monthly Returns Heatmap
Best month: +5.5% • Worst month: -6.0% • Best year: 2025 (+14.2%) • Worst year: 2026 (+2.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.6%+2.9%-6.0%+1.9%--------+2.0%
2025+5.2%-1.5%-5.3%-3.1%+5.3%+0.1%+3.8%+0.6%+3.3%+3.9%+0.8%+1.0%+14.2%
2024---------+1.1%+5.5%-1.4%+5.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +18.11% • The longest drawdown period lasted for 6 months and was between February 2025 and September 2025. It reached a trough of -18.1%.

Detailed Metrics

Returns
Total Return
+22.58%
Annualized Return
+14.53%
Avg Monthly Return
+1.13%
Risk
Volatility (Annual)
+13.41%
Max Drawdown
+18.11%
Positive Months
74%
Average Drawdown
-3.2%
Risk-Adjusted
Sharpe Ratio
0.93
Risk-free rate: 2.0%
Sortino Ratio
0.88
Downside risk adjusted
Return/Volatility
1.08
Calmar Ratio
0.80
Return/Max Drawdown
Ulcer Index
4.28
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,257.66
Backtest Period
2024-10-01 to 2026-04-02
1.5 years
Rebalancing
none
Base Currency
EUR