Home PortfoliosREBM // small eft

REBM // small eft

Created byuser-dvjmdp

None Rebalancing

EUR

Moderate Risk

0.4yr backtest

Performance Summary

Total Return+23.00%

Annualized Return+75.10%

Volatility+12.14%

Sharpe Ratio6.02

Max Drawdown+3.30%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

Diversified global equity ETF portfolio blending US and world markets with growth, value, and quality strategies for balanced exposure.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
XUDY.XETRA Xtrackers S&P 500 Defensive Shareholder Yield UCITS ETF 1C • IE000SRQBBT6	IE000SRQBBT6	Acc	ETF	25.0%	0.25%
XGLA.XETRA Xtrackers Global Growth Leaders Active UCITS ETF 1C • IE000M8F3JA6	IE000M8F3JA6	Acc	ETF	25.0%	0.5%
FGBL.PA First Trust Global Equity Income UCITS ETF Acc • IE00BYTH6121	IE00BYTH6121	Acc	ETF	25.0%	0.6%
CBUI.XETRA iShares MSCI World Value Factor Advanced UCITS ETF USD (Acc) • IE000H1H16W5	IE000H1H16W5	Acc	ETF	25.0%	0.25%
Total		Total			100.0%	0.40%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €12,300.43

Histogram of Monthly Returns

The portfolio had a positive return during 5 of the 5 months (100%)

Monthly Returns Heatmap

Best month: +8.0% • Worst month: +0.9% • Best year: 2026 (+23.0%) • Worst year: 2026 (+23.0%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	-	-	-	+4.9%	+8.0%	+2.9%	+0.9%	+4.6%	-	-	-	-	+23.0%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +3.30% • The longest drawdown period lasted for 14 days and was between July 2026 and July 2026. It reached a trough of -1.6%.

Detailed Metrics

Returns

Total Return

+23.00%

Annualized Return

+75.10%

Avg Monthly Return

+4.25%

Risk

Volatility (Annual)

+12.14%

Max Drawdown

+3.30%

Positive Months

100%

Average Drawdown

-0.9%

Risk-Adjusted

Sharpe Ratio

6.02

Risk-free rate: 2.0%

Sortino Ratio

6.54

Downside risk adjusted

Return/Volatility

6.19

Calmar Ratio

22.76

Return/Max Drawdown

Ulcer Index

0.84

Drawdown depth & duration

Martin Ratio

0.87

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€12,300.43

Backtest Period

2026-04-01 to 2026-08-14
0.4 years

Rebalancing

none

Base Currency

EUR