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JPGL CORE

JPGL CORE

Created byuser-5vfnu3
None Rebalancing
EUR
Moderate Risk
1.5yr backtest

Performance Summary

Total Return+17.50%
Annualized Return+11.35%
Volatility+15.00%
Sharpe Ratio0.62
Max Drawdown+21.02%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
JPGL CORE: A diversified, low-cost ETF portfolio for EUR-based investors seeking long-term growth with a simple, buy-and-hold strategy.
AssetTypeAllocationTER
AVWS.XETRA
Avantis Global Small Cap Value UCITS ETF USD Acc • IE0003R87OG3
ETF
40.0%0.39%
JPGL.XETRA
JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating • IE00BJRCLL96
ETF
40.0%0.19%
SPYL.XETRA
State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) • IE000XZSV718
ETF
20.0%0.03%
Total100.0%0.24%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €11,750.44
Histogram of Monthly Returns
The portfolio had a positive return during 14 of the 19 months (74%)
Monthly Returns Heatmap
Best month: +8.7% • Worst month: -6.0% • Best year: 2025 (+6.2%) • Worst year: 2024 (+4.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.8%+4.8%-3.3%+1.7%--------+5.9%
2025+4.3%-2.5%-6.0%-5.6%+5.4%+0.1%+3.7%+2.1%+0.7%+1.9%+2.2%+0.4%+6.2%
2024---------+0.6%+8.7%-4.4%+4.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +21.02% • The longest drawdown period lasted for 11 months and was between December 2024 and November 2025. It reached a trough of -21.0%.

Detailed Metrics

Returns
Total Return
+17.50%
Annualized Return
+11.35%
Avg Monthly Return
+0.92%
Risk
Volatility (Annual)
+15.00%
Max Drawdown
+21.02%
Positive Months
74%
Average Drawdown
-4.6%
Risk-Adjusted
Sharpe Ratio
0.62
Risk-free rate: 2.0%
Sortino Ratio
0.58
Downside risk adjusted
Return/Volatility
0.76
Calmar Ratio
0.54
Return/Max Drawdown
Ulcer Index
5.95
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€11,750.44
Backtest Period
2024-10-01 to 2026-04-02
1.5 years
Rebalancing
none
Base Currency
EUR