HomePortfoliosREBY // low volatility

REBY // low volatility

Optimize
Annual Rebalancing
EUR
Moderate Risk
4.8yr backtest

Performance Summary

Total Return+96.10%
Annualized Return+15.09%
Volatility+10.78%
Sharpe Ratio1.21
Max Drawdown+15.88%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity portfolio with 50% quality income and 50% value factor ETFs for diversified, strategic long-term growth.
AssetTypeAllocationTER
FGBL.PA
First Trust Global Equity Income UCITS ETF AccIE00BYTH6121
ETF
50.0%0.6%
CBUI.XETRA
iShares MSCI World Value Factor Advanced UCITS ETF USD (Acc)IE000H1H16W5
ETF
50.0%0.25%
Total100.0%0.42%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €19,609.63
Histogram of Monthly Returns
The portfolio had a positive return during 39 of the 59 months (66%)
Monthly Returns Heatmap
Best month: +7.2% • Worst month: -6.4% • Best year: 2026 (+23.5%) • Worst year: 2022 (-3.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.5%+4.1%-4.2%+5.6%+5.4%+1.1%+3.9%+2.4%----+23.5%
2025+3.5%+1.8%-2.2%-6.4%+7.2%+0.3%+4.2%+1.8%+1.2%+3.4%+2.7%+2.9%+21.7%
2024+1.0%+2.1%+3.3%+0.3%+1.7%+0.0%+1.8%-0.8%-0.6%+1.4%+2.9%-0.4%+13.4%
2023+5.4%-0.1%-3.8%+1.5%-0.8%+3.4%+4.5%-1.5%+1.6%-5.3%+3.1%+6.2%+14.5%
2022+1.5%-0.5%+0.7%-0.1%-1.1%-4.9%+3.7%-0.9%-3.0%+2.9%-0.1%-1.9%-3.9%
2021---------+0.0%+0.6%+4.0%+4.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +15.88% • The longest drawdown period lasted for 1 year and 6 months and was between January 2022 and July 2023. It reached a trough of -8.7%.

Detailed Metrics

Returns
Total Return
+96.10%
Annualized Return
+15.09%
Avg Monthly Return
+1.19%
Risk
Volatility (Annual)
+10.78%
Max Drawdown
+15.88%
Positive Months
66%
Average Drawdown
-2.7%
Risk-Adjusted
Sharpe Ratio
1.21
Risk-free rate: 2.0%
Sortino Ratio
1.10
Downside risk adjusted
Return/Volatility
1.40
Calmar Ratio
0.95
Return/Max Drawdown
Ulcer Index
3.38
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
19,609.63
Backtest Period
2021-10-29 to 2026-08-14
4.8 years
Rebalancing
annual
Base Currency
EUR
REBY // low volatility | +15.1% CAGR | ETF Backtest