Optimize
Annual Rebalancing
EUR
Moderate Risk
9.9yr backtest

Performance Summary

Total Return+201.92%
Annualized Return+11.79%
Volatility+15.56%
Sharpe Ratio0.63
Max Drawdown+38.70%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
PROVA: A diversified ETF portfolio with annual rebalancing for steady growth in EUR. Invest in global markets with a disciplined strategy.
AssetTypeAllocationTER
BNKE.PA
Amundi Euro Stoxx Banks UCITS ETF AccLU1829219390
ETF
20.0%0.3%
MEUD.PA
Amundi Core Stoxx Europe 600 UCITS ETF AccLU0908500753
ETF
20.0%0.07%
IS3S.F
iShares Edge MSCI World Value Factor UCITS ETFIE00BP3QZB59
ETF
20.0%0.25%
XDEW.F
Xtrackers S&P 500 Equal Weight UCITS ETF 1CIE00BLNMYC90
ETF
20.0%0.15%
TDIV.AS
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETFNL0011683594
ETF
20.0%0.38%
Total100.0%0.23%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €30,192.01
Histogram of Monthly Returns
The portfolio had a positive return during 74 of the 120 months (62%)
Monthly Returns Heatmap
Best month: +17.1% • Worst month: -19.2% • Best year: 2021 (+33.0%) • Worst year: 2018 (-12.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.5%+3.1%-5.3%+5.5%--------+6.5%
2025+5.7%+4.8%-2.7%-2.9%+6.2%-0.5%+4.7%+1.7%+2.1%+2.1%+3.0%+4.0%+31.3%
2024+2.4%+1.0%+7.3%-1.0%+2.6%-1.9%+3.8%-0.8%+1.5%-0.8%+3.0%-0.2%+18.2%
2023+7.0%+2.2%-5.7%+1.7%-1.4%+4.7%+3.3%-1.4%-0.4%-4.1%+6.0%+3.9%+15.9%
2022+1.1%-3.9%+2.2%-0.1%+1.6%-8.6%+5.2%-1.3%-5.4%+7.6%+4.4%-2.1%-0.7%
2021+0.3%+7.3%+7.5%+1.4%+2.9%+0.0%+0.8%+2.3%+0.2%+2.7%-2.1%+6.3%+33.0%
2020-2.3%-8.9%-19.2%+8.5%+1.5%+2.5%-3.4%+4.2%-3.0%-2.9%+17.1%+1.1%-8.8%
2019+7.0%+4.8%+0.1%+4.4%-7.2%+4.1%+1.0%-3.3%+6.0%+0.2%+3.8%+1.6%+23.7%
2018+2.5%-3.2%-3.6%+3.9%-1.6%-0.2%+3.4%-2.0%+1.1%-5.1%+0.0%-8.2%-12.8%
2017-0.3%+2.7%+3.0%+0.6%-1.1%-0.4%-0.1%-1.8%+4.2%+1.5%-0.5%+0.4%+8.2%
2016-----0.2%-6.6%+5.5%+2.1%-1.3%+3.7%+4.0%+4.9%+12.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +38.70% • The longest drawdown period lasted for 1 year and 9 months and was between January 2018 and November 2019. It reached a trough of -18.4%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (20.0% of total allocation)

Total Dividends Received

1,254.45

39 payments

Dividend Yield

0.82%

(annualized)

Avg Per Payment

32.17

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
202624.91
2025185.41
2024171.26
2023167.89
2022161.82
2021118.14
202094.13
2019109.76
2018107.19
201798.38
201615.56
Total1,254.45

Detailed Metrics

Returns
Total Return
+201.92%
Annualized Return
+11.79%
Avg Monthly Return
+1.02%
Risk
Volatility (Annual)
+15.56%
Max Drawdown
+38.70%
Positive Months
62%
Average Drawdown
-5.4%
Risk-Adjusted
Sharpe Ratio
0.63
Risk-free rate: 2.0%
Sortino Ratio
0.58
Downside risk adjusted
Return/Volatility
0.76
Calmar Ratio
0.30
Return/Max Drawdown
Ulcer Index
8.00
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
30,192.01
Backtest Period
2016-05-26 to 2026-04-24
9.9 years
Rebalancing
annual
Base Currency
EUR
PROVA | +11.8% CAGR | ETF Backtest