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GPO

Created byuser-pqorkc
None Rebalancing
EUR
Moderate Risk
6.4yr backtest

Performance Summary

Total Return+65.59%
Annualized Return+8.22%
Volatility+11.73%
Sharpe Ratio0.53
Max Drawdown+28.45%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Explore global markets with GPO, a diversified ETF portfolio designed for long-term growth through strategic asset allocation.
AssetTypeAllocationTER
AT0000A2B4T3
GlobalPortfolioOne I1 • AT0000A2B4T3
FUND
100.0%1.45%
Total100.0%1.45%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €16,559
Histogram of Monthly Returns
The portfolio had a positive return during 51 of the 78 months (65%)
Monthly Returns Heatmap
Best month: +11.2% • Worst month: -13.4% • Best year: 2021 (+19.2%) • Worst year: 2022 (-12.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.1%+2.2%-5.9%+2.1%--------+0.2%
2025+2.0%-1.1%-4.7%-3.4%+5.8%+0.2%+3.5%+1.1%+1.8%+3.3%-0.4%+0.4%+8.3%
2024+2.3%+2.2%+2.8%-1.6%+1.1%+3.1%-0.1%+0.9%+1.8%+1.4%+3.6%-0.1%+18.6%
2023+4.0%+0.2%-1.1%-0.2%+3.0%+1.4%+2.9%-1.0%-1.3%-3.2%+4.6%+4.2%+13.9%
2022-4.3%-1.3%+2.5%-2.5%-2.0%-4.6%+7.5%-0.7%-6.7%+2.7%+1.6%-4.1%-12.0%
2021+3.0%+1.0%+3.0%+1.4%-0.0%+2.7%+0.9%+1.5%-1.3%+2.6%+1.6%+1.4%+19.2%
2020+0.4%-4.9%-13.4%+11.2%+1.6%+0.5%+1.5%+3.3%-1.6%-0.4%+8.3%+0.6%+4.9%
2019----------+1.4%+1.2%+2.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +28.45% • The longest drawdown period lasted for 2 years and was between January 2022 and January 2024. It reached a trough of -14.9%.

Detailed Metrics

Returns
Total Return
+65.59%
Annualized Return
+8.22%
Avg Monthly Return
+0.71%
Risk
Volatility (Annual)
+11.73%
Max Drawdown
+28.45%
Positive Months
65%
Average Drawdown
-4.9%
Risk-Adjusted
Sharpe Ratio
0.53
Risk-free rate: 2.0%
Sortino Ratio
0.48
Downside risk adjusted
Return/Volatility
0.70
Calmar Ratio
0.29
Return/Max Drawdown
Ulcer Index
6.25
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€16,559
Backtest Period
2019-11-13 to 2026-04-02
6.4 years
Rebalancing
none
Base Currency
EUR