HomePortfoliosJPM FutureProof Dynamic 60/40+

JPM FutureProof Dynamic 60/40+

Based on 'JPMorgan’s 2026 Long-Term Capital Market Assumptions' and their current UCITS ETF offerings. Testing by creating a UCITS-compliant portfolio, which by their assumptions can capture the projected 6.4–6.9% annual return by blending global equities, bonds, and alternatives. The mix reflects JPMorgan’s outlook favouring active management, diversification into alternatives, and exposure to technology-led growth within a 60/40+ framework.

Annual Rebalancing
EUR
Low Risk
0.9yr backtest

Performance Summary

Total Return+12.29%
Annualized Return+14.01%
Volatility+7.43%
Sharpe Ratio1.62
Max Drawdown+5.28%

Holdings

Asset Allocation

Asset Class

Equity 68.0%Bonds 25.0%Real Estate 7.0%
Holdings Details
JPM FutureProof Dynamic 60/40+ ETF portfolio blends global equities, bonds and alternatives for diversified growth targeting 6.4-6.9% annual returns.
AssetTypeAllocationTER
JPGL.XETRA
JPMorgan Global Equity Multi-Factor UCITS ETF AccumulatingIE00BJRCLL96
ETF
35.0%0.19%
JEIG.XETRA
JPMorgan Global IG Corporate Bond Active UCITS ETF EUR Hedged (acc)IE00048C5NZ0
ETF
15.0%0.25%
JREU.XETRA
JPMorgan US Research Enhanced Index Equity Active UCITS ETF USD (acc)IE00BF4G7076
ETF
15.0%0.2%
JAGE.XETRA
JPMorgan Active Global Aggregate Bond UCITS ETF EUR Hedged (acc)IE000PQQLZM7
ETF
10.0%0.3%
JREZ.XETRA
JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc)IE00004PGEY9
ETF
10.0%0.25%
IPRE.XETRA
iShares European Property Yield UCITS ETF EUR (Acc)IE00BGDQ0L74
ETF
7.0%0.4%
DRUP.XETRA
Amundi MSCI Disruptive Technology ESG Screened ETF Accumulation EURLU2023678282
ETF
5.0%0.45%
JEGA.XETRA
JPMorgan Global Equity Premium Income Active UCITS ETF USD (acc)IE000WX7BVB0
ETF
3.0%0.35%
Total100.0%0.25%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €11,229.34
Histogram of Monthly Returns
The portfolio had a positive return during 10 of the 12 months (83%)
Monthly Returns Heatmap
Best month: +4.9% • Worst month: -4.7% • Best year: 2025 (+7.2%) • Worst year: 2026 (+4.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.2%+3.6%-4.7%+4.9%--------+4.8%
2025----+0.2%+0.2%+2.3%+0.1%+1.3%+2.1%+0.8%-0.0%+7.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +5.28% • The longest drawdown period lasted for 1 month and was between November 2025 and January 2026. It reached a trough of -2.1%.

Detailed Metrics

Returns
Total Return
+12.29%
Annualized Return
+14.01%
Avg Monthly Return
+1.00%
Risk
Volatility (Annual)
+7.43%
Max Drawdown
+5.28%
Positive Months
83%
Average Drawdown
-1.0%
Risk-Adjusted
Sharpe Ratio
1.62
Risk-free rate: 2.0%
Sortino Ratio
1.62
Downside risk adjusted
Return/Volatility
1.89
Calmar Ratio
2.65
Return/Max Drawdown
Ulcer Index
1.30
Drawdown depth & duration
Martin Ratio
0.09
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
11,229.34
Backtest Period
2025-05-29 to 2026-04-17
0.9 years
Rebalancing
annual
Base Currency
EUR
JPM FutureProof Dynamic 60/40+ | +14.0% CAGR | ETF Backtest