HomePortfoliosInvesco/Avantis 75/15/10

Invesco/Avantis 75/15/10

Created byuser-po16t9
None Rebalancing
EUR
Moderate Risk
0.7yr backtest

Performance Summary

Total Return+20.01%
Annualized Return+30.26%
Volatility+12.58%
Sharpe Ratio2.25
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 €12,000.77
Histogram of Monthly Returns
The portfolio had a positive return during 8 of the 9 months (89%)
Monthly Returns Heatmap
Best month: +8.8% • Worst month: -4.9% • Best year: 2026 (+15.5%) • Worst year: 2025 (+3.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.3%+2.9%-4.9%+8.8%+5.7%+0.4%------+15.5%
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
+20.01%
Annualized Return
+30.26%
Avg Monthly Return
+2.11%
Risk
Volatility (Annual)
+12.58%
Max Drawdown
+5.83%
Positive Months
89%
Average Drawdown
-1.5%
Risk-Adjusted
Sharpe Ratio
2.25
Risk-free rate: 2.0%
Sortino Ratio
2.38
Downside risk adjusted
Return/Volatility
2.41
Calmar Ratio
5.19
Return/Max Drawdown
Ulcer Index
1.74
Drawdown depth & duration
Martin Ratio
0.16
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,000.77
Backtest Period
2025-10-03 to 2026-06-12
0.7 years
Rebalancing
none
Base Currency
EUR