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Portofolio Tata ex fut

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None Rebalancing
EUR
Moderate Risk
Multi-currency
3.9yr backtest

Performance Summary

Total Return+132.04%
Annualized Return+23.99%
Volatility+13.33%
Sharpe Ratio1.65
Max Drawdown+19.80%

Holdings

Asset Allocation

Asset Class

Equity 64.0%Bonds 15.0%Precious Metals 10.0%Real Estate 6.0%Cryptocurrencies 5.0%
Holdings Details
Diversified ETF portfolio blending US stocks, bonds, gold, Taiwan & China equity, plus Bitcoin for balanced global growth.
AssetTypeAllocationTER
P500.XETRA
Invesco S&P 500 UCITS ETF AccIE00B3YCGJ38
ETF
20.0%0.05%
T1EU.XETRA
Invesco US Treasury Bond 0-1 Year UCITS ETF EUR Hedged AccIE00BLCH1X54
ETF
10.0%0.1%
FLXT.XETRA
Franklin FTSE Taiwan UCITS ETF EURIE000CM02H85
ETF
10.0%0.19%
EWG2.STU
EUWAX Gold IIDE000EWG2LD7
ETF
10.0%0%
C5ME.XETRA
Invesco Markets plc - Invesco S&P China A MidCap 500 Swap UCITS ETFIE0000FCGYF9
ETF
5.0%0.35%
XUFB.LSE
Xtrackers MSCI USA Banks UCITS ETF 1DIE00BDVPTJ63
ETF
5.0%0.12%
CYBU.AS
iShares China CNY Bond UCITS ETF USD Hedged (Dist)IE00BKT6RT64
ETF
5.0%0.4%
EXX1.XETRA
iShares EURO STOXX Banks 30-15 UCITS ETF (DE)DE0006289309
ETF
5.0%0.52%
JEDI.XETRA
VanEck Space Innovators UCITS ETFIE000YU9K6K2
ETF
5.0%0.55%
LSMC.XETRA
Amundi MSCI Semiconductors UCITS ETF AccLU1900066033
ETF
5.0%0.35%
21BC.XETRA
21shares Bitcoin Core ETPCH1199067674
ETF
5.0%0.1%
XLKS.LSE
Invesco US Technology Sector UCITS ETFIE00B3VSSL01
ETF
3.0%0.14%
IQQ7.XETRA
iShares US Property Yield UCITS ETFIE00B1FZSF77
ETF
3.0%0.4%
XMLD.F
L&G Artificial Intelligence UCITS ETFIE00BK5BCD43
ETF
3.0%0.49%
CEBJ.XETRA
iShares MSCI Korea UCITS ETF (Acc)IE00B5W4TY14
ETF
3.0%0.65%
TRET.XETRA
VanEck Global Real Estate UCITS ETFNL0009690239
ETF
3.0%0.25%
Total100.0%0.22%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €23,204.49
Histogram of Monthly Returns
The portfolio had a positive return during 31 of the 48 months (65%)
Monthly Returns Heatmap
Best month: +12.3% • Worst month: -5.8% • Best year: 2024 (+37.7%) • Worst year: 2022 (-6.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.3%+0.3%-4.9%+12.3%+10.1%-0.9%------+21.8%
2025+5.1%-3.6%-5.8%-2.0%+7.5%+2.7%+6.4%-0.5%+5.2%+5.0%-2.8%+2.5%+20.0%
2024+1.6%+6.6%+5.8%-1.6%+2.7%+3.3%+1.0%-2.1%+2.4%+4.1%+9.0%+0.1%+37.7%
2023+7.2%+1.2%-0.6%-1.4%+4.1%+2.1%+1.8%-1.2%-1.5%-0.6%+5.5%+4.6%+22.8%
2022------+2.1%-1.7%-5.3%+2.4%+0.8%-4.2%-6.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +19.80% • The longest drawdown period lasted for 9 months and was between August 2022 and June 2023. It reached a trough of -11.5%.

Dividend Income

Summary
This portfolio contains 5 distributing ETFs (21.0% of total allocation)

Total Dividends Received

302.57

55 payments

Dividend Yield

0.55%

(annualized)

Avg Per Payment

5.50

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
202637.38
202596.59
202483.76
202365.88
202218.94
Total302.57

Detailed Metrics

Returns
Total Return
+132.04%
Annualized Return
+23.99%
Avg Monthly Return
+1.85%
Risk
Volatility (Annual)
+13.33%
Max Drawdown
+19.80%
Positive Months
65%
Average Drawdown
-3.5%
Risk-Adjusted
Sharpe Ratio
1.65
Risk-free rate: 2.0%
Sortino Ratio
1.56
Downside risk adjusted
Return/Volatility
1.80
Calmar Ratio
1.21
Return/Max Drawdown
Ulcer Index
4.43
Drawdown depth & duration
Martin Ratio
0.05
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
23,204.49
Backtest Period
2022-07-20 to 2026-06-19
3.9 years
Rebalancing
none
Base Currency
EUR
Portofolio Tata ex fut | +24.0% CAGR | ETF Backtest