Home PortfoliosInvesco/Avantis 75/15/10

Invesco/Avantis 75/15/10

Created byuser-po16t9

None Rebalancing

EUR

Moderate Risk

0.6yr backtest

Performance Summary

Total Return+18.55%

Annualized Return+30.87%

Volatility+12.70%

Sharpe Ratio2.27

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.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
IQGA.XETRA Invesco Global Enhanced Equity UCITS ETF Acc • IE000TZ4SIN6	IE000TZ4SIN6	Acc	ETF	75.0%	0.24%
MHQA.XETRA Invesco Emerging Markets Enhanced Equity UCITS ETF Acc • IE000U07IGB1	IE000U07IGB1	Acc	ETF	15.0%	0.29%
AVWS.XETRA Avantis Global Small Cap Value UCITS ETF USD Acc • IE0003R87OG3	IE0003R87OG3	Acc	ETF	10.0%	0.39%
Total		Total			100.0%	0.26%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €11,854.59

Histogram of Monthly Returns

The portfolio had a positive return during 7 of the 8 months (88%)

Monthly Returns Heatmap

Best month: +8.8% • Worst month: -4.9% • Best year: 2026 (+14.1%) • Worst year: 2025 (+3.9%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+2.3%	+2.9%	-4.9%	+8.8%	+4.8%	-	-	-	-	-	-	-	+14.1%
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

+18.55%

Annualized Return

+30.87%

Avg Monthly Return

+2.22%

Risk

Volatility (Annual)

+12.70%

Max Drawdown

+5.83%

Positive Months

88%

Average Drawdown

-1.5%

Risk-Adjusted

Sharpe Ratio

2.27

Risk-free rate: 2.0%

Sortino Ratio

2.39

Downside risk adjusted

Return/Volatility

2.43

Calmar Ratio

5.30

Return/Max Drawdown

Ulcer Index

1.77

Drawdown depth & duration

Martin Ratio

0.16

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€11,854.59

Backtest Period

2025-10-03 to 2026-05-22
0.6 years

Rebalancing

none

Base Currency

EUR