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GPo diy

Created byuser-pqorkc
Optimize
Annual Rebalancing
EUR
Moderate Risk
7.8yr backtest

Performance Summary

Total Return+69.19%
Annualized Return+7.02%
Volatility+13.08%
Sharpe Ratio0.38
Max Drawdown+31.34%

Holdings

Asset Allocation

Asset Class

Equity 80.0%Bonds 20.0%
Holdings Details
A diversified DIY ETF portfolio blending global small-cap, emerging markets, and floating rate bonds for balanced growth.
AssetTypeAllocationTER
SPYX.XETRA
State Street SPDR MSCI Emerging Markets Small Cap UCITS ETF USD • IE00B48X4842
ETF
56.0%0.55%
EFRN.XETRA
iShares EUR Floating Rate Bond Advanced UCITS ETF EUR (Dist) • IE00BF5GB717
ETF
20.0%0.1%
IUSN.XETRA
iShares MSCI World Small Cap UCITS ETF • IE00BF4RFH31
ETF
12.0%0.35%
EUNL.XETRA
iShares Core MSCI World UCITS ETF USD (Acc) • IE00B4L5Y983
ETF
9.6%0.2%
XMME.XETRA
Xtrackers MSCI Emerging Markets UCITS ETF 1C • IE00BTJRMP35
ETF
2.4%0.18%
Total100.0%0.39%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €16,918.59
Histogram of Monthly Returns
The portfolio had a positive return during 60 of the 94 months (64%)
Monthly Returns Heatmap
Best month: +9.4% • Worst month: -15.6% • Best year: 2021 (+20.3%) • Worst year: 2022 (-9.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.4%+3.4%-6.6%+1.8%--------+2.6%
2025+0.2%-1.6%-4.2%-2.1%+5.5%+1.6%+3.0%+1.1%+1.5%+3.0%-0.7%-0.9%+6.3%
2024+0.7%+1.9%+1.7%+0.8%+0.4%+3.3%+0.1%-1.9%+2.2%-0.7%+2.4%-1.1%+10.0%
2023+4.2%+0.0%-1.5%-1.1%+2.7%+2.7%+3.5%-0.2%-0.2%-4.1%+4.9%+3.2%+14.8%
2022-2.6%-1.6%+2.8%-0.6%-3.0%-5.9%+5.3%+1.5%-5.4%+0.4%+3.2%-3.4%-9.6%
2021+1.4%+3.9%+4.2%+1.6%+0.7%+4.2%-0.5%+1.3%-0.5%+1.0%-0.6%+2.1%+20.3%
2020-2.6%-5.9%-15.6%+9.4%+1.6%+4.6%+1.5%+2.8%+0.9%-0.6%+8.7%+4.1%+6.4%
2019+6.1%+0.8%+2.0%+0.9%-3.8%+1.8%+1.2%-2.9%+2.6%+0.6%+1.6%+3.0%+14.4%
2018------+2.2%-0.9%-1.2%-6.2%+3.0%-4.0%-7.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +31.34% • The longest drawdown period lasted for 2 years and was between November 2021 and December 2023. It reached a trough of -13.0%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (20.0% of total allocation)

Total Dividends Received

€285.66

7 payments

Dividend Yield

0.29%

(annualized)

Avg Per Payment

€40.81

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
2025€91.59
2024€120.20
2023€73.79
2020€0.09
Total€285.66

Detailed Metrics

Returns
Total Return
+69.19%
Annualized Return
+7.02%
Avg Monthly Return
+0.62%
Risk
Volatility (Annual)
+13.08%
Max Drawdown
+31.34%
Positive Months
64%
Average Drawdown
-4.8%
Risk-Adjusted
Sharpe Ratio
0.38
Risk-free rate: 2.0%
Sortino Ratio
0.34
Downside risk adjusted
Return/Volatility
0.54
Calmar Ratio
0.22
Return/Max Drawdown
Ulcer Index
6.28
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€16,918.59
Backtest Period
2018-07-02 to 2026-04-02
7.8 years
Rebalancing
annual
Base Currency
EUR