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GVC - 02

Created byuser-qswt9a
Optimize
None Rebalancing
EUR
Low Risk
8.5yr backtest

Performance Summary

Total Return+38.29%
Annualized Return+3.88%
Volatility+5.60%
Sharpe Ratio0.34
Max Drawdown+24.03%

Holdings

Asset Allocation

Asset Class

Bonds 100.0%
Holdings Details
A 100% bond portfolio diversified across flexible, global, and absolute return multi-asset strategies for stable income.
AssetTypeAllocationTER
ES0175316019
Dunas Valor Flexible R FI • ES0175316019
FUND
34.0%1.35%
LU0599946893
DWS CONCEPT KALDEMORGEN-LC • LU0599946893
FUND
33.0%1.54%
ES0138233038
GVC Gaesco Retorno Absoluto A FI • ES0138233038
FUND
33.0%1.85%
Total100.0%1.58%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €13,828.59
Histogram of Monthly Returns
The portfolio had a positive return during 67 of the 103 months (65%)
Monthly Returns Heatmap
Best month: +7.5% • Worst month: -12.9% • Best year: 2019 (+10.1%) • Worst year: 2020 (-4.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.4%+1.3%-3.0%+3.1%+1.5%+0.1%+0.8%+0.7%----+6.0%
2025+2.6%+1.2%-1.5%-0.2%+1.9%+0.1%+0.6%-0.2%+0.5%+1.2%+0.8%+0.1%+7.4%
2024+0.9%+0.3%+2.2%+0.1%+0.7%-0.4%+1.3%+0.0%+0.8%-0.3%+1.0%-0.3%+6.4%
2023+2.8%-0.1%+0.2%+0.6%+0.1%+0.5%+1.6%-0.3%-1.2%-1.7%+2.5%+1.6%+6.9%
2022+0.1%-1.5%+0.3%-0.1%+0.5%-3.0%+1.3%-0.4%-2.8%+2.1%+1.7%-1.0%-2.9%
2021-0.4%+2.8%+3.3%+0.4%+0.8%+0.2%-0.3%+0.5%-0.5%+0.8%-1.2%+2.7%+9.3%
2020-0.1%-4.7%-12.9%+4.1%+2.5%+1.3%-0.6%+1.4%-0.8%-2.1%+7.5%+0.9%-4.8%
2019+3.2%+1.6%+0.8%+2.0%-3.2%+1.8%+0.2%-1.2%+1.4%+0.5%+1.8%+0.8%+10.1%
2018-+0.1%-1.1%+2.1%-0.4%-0.4%+1.3%-0.9%+0.9%-2.4%-0.4%-2.8%-3.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +24.03% • The longest drawdown period lasted for 1 year and 4 months and was between January 2022 and May 2023. It reached a trough of -6.6%.

Detailed Metrics

Returns
Total Return
+38.29%
Annualized Return
+3.88%
Avg Monthly Return
+0.34%
Risk
Volatility (Annual)
+5.60%
Max Drawdown
+24.03%
Positive Months
65%
Average Drawdown
-2.6%
Risk-Adjusted
Sharpe Ratio
0.34
Risk-free rate: 2.0%
Sortino Ratio
0.34
Downside risk adjusted
Return/Volatility
0.69
Calmar Ratio
0.16
Return/Max Drawdown
Ulcer Index
4.43
Drawdown depth & duration
Martin Ratio
0.00
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€13,828.59
Backtest Period
2018-02-07 to 2026-08-13
8.5 years
Rebalancing
none
Base Currency
EUR
GVC - 02 | ETF Backtest