HomePortfoliosPTF Chat 27/4/2026

PTF Chat 27/4/2026

Optimize
Annual Rebalancing
EUR
Low Risk
6.8yr backtest

Performance Summary

Total Return+44.84%
Annualized Return+5.63%
Volatility+7.63%
Sharpe Ratio0.48
Max Drawdown+17.79%

Holdings

Asset Allocation

Asset Class

Equity 45.0%Bonds 45.0%Money Market 10.0%
Holdings Details
Diversified ETF portfolio blending global stocks, European bonds, and money markets for balanced growth and stability.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
40.0%0.19%
IBGS.AS
iShares Euro Government Bond 1-3yr UCITS ETF (Dist)IE00B14X4Q57
ETF
25.0%0.15%
EUN5.XETRA
iShares Core EUR Corporate Bond UCITS ETF (Dist)IE00B3F81R35
ETF
20.0%0.09%
XEON.XETRA
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1CLU0290358497
ETF
10.0%0.1%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
5.0%0.18%
Total100.0%0.15%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €14,484.39
Histogram of Monthly Returns
The portfolio had a positive return during 51 of the 82 months (62%)
Monthly Returns Heatmap
Best month: +4.7% • Worst month: -6.3% • Best year: 2024 (+12.5%) • Worst year: 2022 (-9.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.1%+1.2%-3.3%+4.3%--------+3.1%
2025+2.0%-0.7%-3.1%-1.3%+2.7%+0.6%+2.2%-0.1%+1.6%+2.3%-0.3%+0.2%+6.0%
2024+1.1%+1.5%+2.0%-0.9%+0.6%+2.6%+0.7%-0.1%+1.5%+0.2%+3.4%-0.5%+12.5%
2023+2.7%-0.7%+0.6%+0.0%+1.1%+1.5%+1.6%-0.5%-0.8%-1.4%+3.3%+2.5%+10.2%
2022-2.2%-1.5%+1.1%-1.7%-1.7%-3.3%+4.7%-1.8%-3.6%+1.2%+1.6%-2.8%-9.8%
2021+0.5%+1.0%+2.6%+0.5%-0.1%+2.1%+0.3%+1.3%-1.0%+1.8%+0.1%+1.7%+11.4%
2020-0.3%-3.8%-6.3%+4.4%+0.8%+1.6%+0.3%+2.2%-0.2%-0.5%+4.1%+1.1%+2.9%
2019-------0.0%-0.8%+1.3%+0.0%+1.7%+1.2%+3.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +17.79% • The longest drawdown period lasted for 2 years and 2 months and was between November 2021 and January 2024. It reached a trough of -10.7%.

Dividend Income

Summary
This portfolio contains 2 distributing ETFs (45.0% of total allocation)

Total Dividends Received

517.86

18 payments

Dividend Yield

0.66%

(annualized)

Avg Per Payment

28.77

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
202683.74
2025170.51
2024155.04
202356.79
202217.11
202116.91
202017.75
Total517.86

Detailed Metrics

Returns
Total Return
+44.84%
Annualized Return
+5.63%
Avg Monthly Return
+0.47%
Risk
Volatility (Annual)
+7.63%
Max Drawdown
+17.79%
Positive Months
62%
Average Drawdown
-3.4%
Risk-Adjusted
Sharpe Ratio
0.48
Risk-free rate: 2.0%
Sortino Ratio
0.43
Downside risk adjusted
Return/Volatility
0.74
Calmar Ratio
0.32
Return/Max Drawdown
Ulcer Index
4.48
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
14,484.39
Backtest Period
2019-07-25 to 2026-04-30
6.8 years
Rebalancing
annual
Base Currency
EUR