HomePortfoliosJakob’s portfolio

Jakob’s portfolio

Created byuser-yoj804
Optimize
Annual Rebalancing
EUR
Moderate Risk
7.9yr backtest

Performance Summary

Total Return+120.17%
Annualized Return+10.45%
Volatility+15.59%
Sharpe Ratio0.54
Max Drawdown+34.58%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity ETF portfolio blending developed and emerging markets, plus small caps, for diversified long-term growth.
AssetTypeAllocationTER
EUNL.XETRA
iShares Core MSCI World UCITS ETF USD (Acc) • IE00B4L5Y983
ETF
55.0%0.2%
LYP6.XETRA
Amundi Core Stoxx Europe 600 UCITS ETF Acc • LU0908500753
ETF
20.0%0.07%
IUSN.XETRA
iShares MSCI World Small Cap UCITS ETF • IE00BF4RFH31
ETF
10.0%0.35%
EMIM.AS
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) • IE00BKM4GZ66
ETF
10.0%0.18%
EUNI.XETRA
iShares MSCI Emerging Market Small Cap UCITS • IE00B3F81G20
ETF
5.0%0.74%
Total100.0%0.21%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €22,016.82
Histogram of Monthly Returns
The portfolio had a positive return during 63 of the 97 months (65%)
Monthly Returns Heatmap
Best month: +10.5% • Worst month: -13.2% • Best year: 2019 (+28.4%) • Worst year: 2022 (-13.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.4%+2.5%-6.1%+2.2%--------+0.7%
2025+4.4%-1.3%-6.3%-3.2%+5.9%+0.8%+3.7%+0.3%+2.5%+3.9%-0.1%+0.8%+11.3%
2024+1.9%+3.2%+3.6%-1.5%+1.5%+3.2%+0.9%-0.3%+1.4%-0.2%+5.5%-1.4%+19.1%
2023+5.6%+0.3%-0.4%+0.2%+1.1%+3.5%+2.8%-1.4%-1.5%-3.9%+6.0%+4.4%+17.3%
2022-4.7%-2.0%+3.1%-1.8%-2.9%-6.8%+8.9%-1.9%-6.3%+3.9%+2.6%-5.0%-13.2%
2021+0.8%+3.2%+5.7%+1.7%+0.4%+3.9%+0.8%+2.7%-1.9%+4.2%-0.5%+4.1%+27.7%
2020-1.1%-8.3%-13.2%+9.4%+2.4%+2.8%-0.0%+4.7%-0.8%-2.3%+10.5%+2.9%+4.4%
2019+7.8%+3.5%+2.3%+3.3%-5.1%+3.9%+2.5%-2.1%+3.3%+0.4%+3.7%+2.3%+28.4%
2018---+2.1%+2.7%-0.8%+2.3%+0.5%+0.3%-5.6%+0.7%-7.3%-5.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +34.58% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -16.4%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (5.0% of total allocation)

Total Dividends Received

€104.53

15 payments

Dividend Yield

0.09%

(annualized)

Avg Per Payment

€6.97

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€18.73
2024€15.25
2023€17.61
2022€16.79
2021€9.69
2020€11.31
2019€10.68
2018€4.46
Total€104.53

Detailed Metrics

Returns
Total Return
+120.17%
Annualized Return
+10.45%
Avg Monthly Return
+0.89%
Risk
Volatility (Annual)
+15.59%
Max Drawdown
+34.58%
Positive Months
65%
Average Drawdown
-5.3%
Risk-Adjusted
Sharpe Ratio
0.54
Risk-free rate: 2.0%
Sortino Ratio
0.48
Downside risk adjusted
Return/Volatility
0.67
Calmar Ratio
0.30
Return/Max Drawdown
Ulcer Index
6.97
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€22,016.82
Backtest Period
2018-04-25 to 2026-04-02
7.9 years
Rebalancing
annual
Base Currency
EUR