HomePortfoliosMittelfristig 5-10 Auto

Mittelfristig 5-10 Auto

Created byuser-pqorkc
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None Rebalancing
EUR
Low Risk
2.8yr backtest

Performance Summary

Total Return+34.06%
Annualized Return+11.11%
Volatility+7.97%
Sharpe Ratio1.14
Max Drawdown+11.04%

Holdings

Asset Allocation

Asset Class

Equity 60.0%Bonds 40.0%
Holdings Details
A diversified ETF portfolio blending global stocks, bonds, and factor equities for mid-term (5-10 year) automated investing.
AssetTypeAllocationTER
EFRN.XETRA
iShares EUR Floating Rate Bond Advanced UCITS ETF EUR (Dist) • IE00BF5GB717
ETF
40.0%0.1%
VWRD.LSE
Vanguard FTSE All-World UCITS ETF (USD) Distributing • IE00B3RBWM25
ETF
40.0%0.19%
GERD.XETRA
L&G Gerd Kommer Multifactor Equity UCITS ETF USD Accumulating • IE0001UQQ933
ETF
20.0%0.45%
Total100.0%0.21%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €13,405.7
Histogram of Monthly Returns
The portfolio had a positive return during 25 of the 35 months (71%)
Monthly Returns Heatmap
Best month: +4.6% • Worst month: -4.9% • Best year: 2025 (+12.8%) • Worst year: 2026 (-0.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.6%+1.4%-4.9%+1.5%---------0.5%
2025+2.7%-1.2%-2.7%-0.4%+4.0%+2.2%+1.7%+0.9%+2.0%+2.0%+0.1%+0.9%+12.8%
2024+0.9%+2.3%+2.3%-1.5%+1.5%+2.1%+0.9%+0.8%+1.7%-0.6%+3.0%-1.3%+12.7%
2023-----+0.7%+2.4%-1.1%-1.6%-2.1%+4.6%+3.3%+6.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +11.04% • The longest drawdown period lasted for 4 months and was between August 2023 and November 2023. It reached a trough of -5.1%.

Dividend Income

Summary
This portfolio contains 2 distributing ETFs (80.0% of total allocation)

Total Dividends Received

€589.76

16 payments

Dividend Yield

1.80%

(annualized)

Avg Per Payment

€36.86

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
2026€17.18
2025€209.50
2024€251.87
2023€111.23
Total€589.76

Detailed Metrics

Returns
Total Return
+34.06%
Annualized Return
+11.11%
Avg Monthly Return
+0.86%
Risk
Volatility (Annual)
+7.97%
Max Drawdown
+11.04%
Positive Months
71%
Average Drawdown
-1.4%
Risk-Adjusted
Sharpe Ratio
1.14
Risk-free rate: 2.0%
Sortino Ratio
1.05
Downside risk adjusted
Return/Volatility
1.39
Calmar Ratio
1.01
Return/Max Drawdown
Ulcer Index
1.93
Drawdown depth & duration
Martin Ratio
0.05
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€13,405.7
Backtest Period
2023-06-21 to 2026-04-02
2.8 years
Rebalancing
none
Base Currency
EUR