HomePortfoliosRegime Compass Euro

Regime Compass Euro

Created byuser-ydolqm
Optimize FIRE Projection
Monthly Rebalancing
EUR
Low Risk
4.5yr backtest

Performance Summary

Total Return+54.64%
Annualized Return+10.07%
Volatility+9.37%
Sharpe Ratio0.86
Max Drawdown+11.27%

Holdings

Asset Allocation

Asset Class

Equity 58.0%Money Market 28.0%Commodities 8.0%Precious Metals 6.0%
Holdings Details
Diversified ETF portfolio blending US tech and dividend stocks, European energy, commodities, gold, and a 28% cash buffer for all-weather stability.
AssetTypeAllocationTER
PJEU.XETRA
Invesco Euro Cash 3 Months UCITS ETF Acc • IE00B3BPCH51
ETF
28.0%0.09%
EQEU.XETRA
Invesco Nasdaq-100 UCITS ETF EUR Hedged • IE00BYVTMS52
ETF
20.0%0.35%
SPYN.XETRA
SPDR® MSCI Europe Energy UCITS ETF • IE00BKWQ0F09
ETF
18.0%0.18%
XDEE.XETRA
Xtrackers S&P 500 Equal Weight UCITS ETF 2C EUR Hedged • IE0002EI5AG0
ETF
12.0%0.3%
SPPD.XETRA
State Street SPDR S&P U.S. Dividend Aristocrats UCITS ETF EUR Hedged (Dist) • IE00B979GK47
ETF
8.0%0.4%
CMOE.XETRA
Invesco Bloomberg Commodity UCITS ETF EUR hedged Acc • IE00BF4J0300
ETF
8.0%0.24%
XAD1.XETRA
Xtrackers Physical Gold EUR Hedged ETC • DE000A1EK0G3
ETF
6.0%0.59%
Total100.0%0.25%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €15,464.11
Histogram of Monthly Returns
The portfolio had a positive return during 39 of the 56 months (70%)
Monthly Returns Heatmap
Best month: +4.3% • Worst month: -6.4% • Best year: 2026 (+15.7%) • Worst year: 2022 (-3.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.5%+2.1%+1.6%+3.6%+1.2%-2.5%+2.4%+2.3%+0.5%---+15.7%
2025+3.2%-0.7%-0.4%-3.0%+3.2%+2.4%+2.0%+1.3%+1.3%+2.5%+0.8%+0.4%+13.4%
2024-0.1%+0.9%+3.5%+0.0%+0.8%+1.5%+0.2%+0.1%+0.6%-0.3%+2.1%-1.5%+8.1%
2023+3.3%-0.0%+0.3%+0.9%-1.4%+3.5%+2.8%-0.4%-1.0%-1.2%+3.4%+2.5%+13.0%
2022-+0.2%+3.7%-2.7%+0.6%-6.4%+4.3%-0.7%-5.3%+3.7%+2.4%-2.6%-3.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +11.27% • The longest drawdown period lasted for 1 year and 3 months and was between March 2022 and July 2023. It reached a trough of -10.9%.
When could this portfolio get you to financial independence?

Regime Compass Euro returned +10.07% a year over the 5 years above. Run those same monthly returns forward through 10,000 simulated paths, with your own savings and target retirement age, to see when they could reach your FIRE number.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (8.0% of total allocation)

Total Dividends Received

€87.32

18 payments

Dividend Yield

0.17%

(annualized)

Avg Per Payment

€4.85

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
2026€12.33
2025€21.22
2024€18.19
2023€18.68
2022€16.87
Total€87.32

Detailed Metrics

Returns
Total Return
+54.64%
Annualized Return
+10.07%
Avg Monthly Return
+0.81%
Risk
Volatility (Annual)
+9.37%
Max Drawdown
+11.27%
Positive Months
70%
Average Drawdown
-2.5%
Risk-Adjusted
Sharpe Ratio
0.86
Risk-free rate: 2.0%
Sortino Ratio
0.79
Downside risk adjusted
Return/Volatility
1.07
Calmar Ratio
0.89
Return/Max Drawdown
Ulcer Index
3.30
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€15,464.11
Backtest Period
2022-02-18 to 2026-09-04
4.5 years
Rebalancing
monthly
Base Currency
EUR