HomePortfoliosInvesco/Avantis 75/15/10

Invesco/Avantis 75/15/10

Created byuser-po16t9
None Rebalancing
EUR
Moderate Risk
0.8yr backtest

Performance Summary

Total Return+24.07%
Annualized Return+29.15%
Volatility+12.37%
Sharpe Ratio2.19
Max Drawdown+5.83%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity ETF portfolio with a multi-factor strategy, diversified across developed, emerging markets, and small-cap value stocks.
AssetTypeAllocationTER
IQGA.XETRA
Invesco Global Enhanced Equity UCITS ETF Acc • IE000TZ4SIN6
ETF
75.0%0.24%
MHQA.XETRA
Invesco Emerging Markets Enhanced Equity UCITS ETF Acc • IE000U07IGB1
ETF
15.0%0.29%
AVWS.XETRA
Avantis Global Small Cap Value UCITS ETF USD Acc • IE0003R87OG3
ETF
10.0%0.39%
Total100.0%0.26%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €12,407.41
Histogram of Monthly Returns
The portfolio had a positive return during 9 of the 11 months (82%)
Monthly Returns Heatmap
Best month: +8.8% • Worst month: -4.9% • Best year: 2026 (+19.4%) • Worst year: 2025 (+3.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.3%+2.9%-4.9%+8.8%+5.7%+2.2%-1.2%+2.8%----+19.4%
2025---------+2.6%+0.2%+1.0%+3.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +5.83% • The longest drawdown period lasted for 1 month and was between February 2026 and April 2026. It reached a trough of -5.8%.

Detailed Metrics

Returns
Total Return
+24.07%
Annualized Return
+29.15%
Avg Monthly Return
+2.04%
Risk
Volatility (Annual)
+12.37%
Max Drawdown
+5.83%
Positive Months
82%
Average Drawdown
-1.4%
Risk-Adjusted
Sharpe Ratio
2.19
Risk-free rate: 2.0%
Sortino Ratio
2.32
Downside risk adjusted
Return/Volatility
2.36
Calmar Ratio
5.00
Return/Max Drawdown
Ulcer Index
1.66
Drawdown depth & duration
Martin Ratio
0.16
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,407.41
Backtest Period
2025-10-03 to 2026-08-07
0.8 years
Rebalancing
none
Base Currency
EUR