HomePortfoliosFV

FV

Test FV

Created byuser-91kbd4
Optimize
None Rebalancing
EUR
Moderate Risk
13.0yr backtest

Performance Summary

Total Return+291.64%
Annualized Return+11.10%
Volatility+15.40%
Sharpe Ratio0.59
Max Drawdown+33.31%

Holdings

Asset Allocation

Asset Class

Equity 99.0%Precious Metals 1.0%
Holdings Details
FV diversified global ETF portfolio with 49% world equities, emerging markets exposure, and gold hedge. EUR-based, no rebalancing.
AssetTypeAllocationTER
LYYA.XETRA
Amundi MSCI World Swap II UCITS ETF Dist • FR0010315770
ETF
49.0%0.3%
SXR7.XETRA
iShares Core MSCI EMU UCITS ETF EUR (Acc) • IE00B53QG562
ETF
20.0%0.12%
LYM7.XETRA
Amundi MSCI Emerging Markets Swap II UCITS ETF EUR Acc • FR0010429068
ETF
15.0%0.55%
LYPS.XETRA
Amundi Core S&P 500 Swap UCITS ETF EUR Dist • LU0496786574
ETF
10.0%0.05%
JPNH.PA
Amundi Japan TOPIX II UCITS ETF EUR Hedged Dist • FR0011475078
ETF
5.0%0.45%
XAD1.XETRA
Xtrackers Physical Gold EUR Hedged ETC • DE000A1EK0G3
ETF
1.0%0.59%
Total100.0%0.29%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €39,163.92
Histogram of Monthly Returns
The portfolio had a positive return during 102 of the 156 months (65%)
Monthly Returns Heatmap
Best month: +10.1% • Worst month: -11.8% • Best year: 2019 (+29.0%) • Worst year: 2022 (-13.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.4%+2.1%-5.9%+8.1%--------+5.4%
2025+4.6%-1.7%-6.5%-3.3%+6.1%+0.9%+4.3%-0.2%+2.9%+4.3%-0.3%+0.7%+11.6%
2024+3.0%+3.8%+3.8%-1.6%+1.3%+3.9%-0.0%-0.2%+1.6%+0.5%+5.6%-0.5%+23.1%
2023+5.6%+0.3%+0.5%+0.4%+1.7%+4.0%+2.5%-1.1%-1.8%-3.3%+6.0%+3.7%+19.4%
2022-4.7%-2.4%+3.4%-2.3%-2.7%-6.3%+8.9%-1.9%-6.0%+4.3%+2.1%-5.2%-13.1%
2021+0.5%+3.0%+5.8%+1.6%+0.3%+3.9%+0.9%+2.9%-1.9%+4.4%-0.2%+4.0%+27.9%
2020-0.8%-8.3%-11.8%+8.9%+2.6%+2.6%-0.1%+5.2%-1.0%-2.7%+10.1%+2.2%+4.8%
2019+7.7%+3.5%+2.2%+3.6%-5.3%+4.2%+2.8%-1.9%+3.4%+0.4%+3.8%+2.0%+29.0%
2018+1.8%-2.3%-3.3%+3.6%+2.1%-0.4%+2.6%+0.5%+0.7%-5.5%+0.7%-7.6%-7.5%
2017-0.5%+4.4%+1.4%+0.1%-0.5%-0.9%-0.3%-0.4%+2.9%+3.4%-0.5%+1.1%+10.6%
2016-6.7%-0.5%+2.3%-0.3%+3.4%-1.6%+4.2%+0.6%+0.3%+0.9%+3.8%+3.2%+9.6%
2015+5.5%+6.6%+2.7%-1.0%+1.3%-3.8%+2.3%-8.3%-3.8%+9.6%+3.3%-4.3%+9.0%
2014-2.4%+3.1%+0.5%+0.2%+3.7%+1.4%+0.3%+3.4%+1.0%+0.7%+2.9%+0.1%+15.7%
2013----+0.4%-4.1%+3.2%-1.8%+3.7%+4.0%+1.3%+0.0%+6.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.31% • The longest drawdown period lasted for 1 year and 10 months and was between January 2022 and November 2023. It reached a trough of -16.7%.

Dividend Income

Summary
This portfolio contains 3 distributing ETFs (64.0% of total allocation)

Total Dividends Received

€3,118.92

69 payments

Dividend Yield

1.19%

(annualized)

Avg Per Payment

€45.20

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€327.72
2024€390.99
2023€258.39
2022€325.73
2021€242.77
2020€222.46
2019€208.64
2018€233.22
2017€212.90
2016€224.00
2015€218.84
2014€133.46
2013€119.81
Total€3,118.92

Detailed Metrics

Returns
Total Return
+291.64%
Annualized Return
+11.10%
Avg Monthly Return
+0.94%
Risk
Volatility (Annual)
+15.40%
Max Drawdown
+33.31%
Positive Months
65%
Average Drawdown
-5.1%
Risk-Adjusted
Sharpe Ratio
0.59
Risk-free rate: 2.0%
Sortino Ratio
0.54
Downside risk adjusted
Return/Volatility
0.72
Calmar Ratio
0.33
Return/Max Drawdown
Ulcer Index
6.76
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€39,163.92
Backtest Period
2013-05-03 to 2026-04-24
13.0 years
Rebalancing
none
Base Currency
EUR