HomePortfoliosRussel Cov

Russel Cov

Created byuser-julfmc
Annual Rebalancing
EUR
Moderate Risk
Multi-currency
7.4yr backtest

Performance Summary

Total Return+48.20%
Annualized Return+5.49%
Volatility+17.79%
Sharpe Ratio0.20
Max Drawdown+40.83%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Income-focused ETF portfolio 100% in RYLD, generating monthly covered-call income from US small-cap stocks for yield-seeking investors.
AssetTypeAllocationTER
RYLD.US
Global X Russell 2000 Covered Call • US37954Y4594
ETF
100.0%0.6%
Total100.0%0.60%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €14,819.56
Histogram of Monthly Returns
The portfolio had a positive return during 54 of the 89 months (61%)
Monthly Returns Heatmap
Best month: +8.9% • Worst month: -22.1% • Best year: 2021 (+30.9%) • Worst year: 2020 (-9.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.1%+3.9%-1.7%+3.1%+3.6%+4.6%+0.2%+1.2%----+15.7%
2025+3.5%-3.1%-7.5%-7.4%+0.7%-0.3%+1.4%+3.1%+0.1%+4.8%-0.7%+0.5%-5.5%
2024+1.7%+2.0%+3.6%-1.4%-1.0%-0.2%+2.2%-1.4%+0.1%+2.3%+8.5%-0.5%+16.7%
2023+3.3%+1.6%-6.6%-1.5%+4.3%+0.4%-0.1%-0.2%+0.6%-4.8%+1.3%-0.6%-2.8%
2022-4.2%+2.9%+6.0%-1.4%-5.3%+0.7%+6.7%-3.1%-4.3%+5.3%-3.3%-6.3%-7.3%
2021+2.2%+4.7%+8.9%+0.9%-0.4%+6.8%-1.0%+2.2%+1.6%+2.5%-1.9%+1.4%+30.9%
2020-1.3%-7.8%-22.1%+7.2%+7.2%-0.7%-0.2%+1.7%+3.2%+0.7%+5.8%+0.7%-9.2%
2019---+1.1%-3.2%+3.6%+5.2%-2.1%+1.1%+0.9%+3.3%-1.5%+8.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +40.83% • The longest drawdown period lasted for 2 years and 6 months and was between May 2022 and November 2024. It reached a trough of -18.0%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (100.0% of total allocation)

Total Dividends Received

€10,274.30

88 payments

Dividend Yield

11.78%

(annualized)

Avg Per Payment

€116.75

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€1,110.85
2025€1,631.31
2024€1,468.81
2023€1,417.38
2022€1,596.43
2021€1,396.31
2020€1,040.63
2019€612.60
Total€10,274.30

Detailed Metrics

Returns
Total Return
+48.20%
Annualized Return
+5.49%
Avg Monthly Return
+0.54%
Risk
Volatility (Annual)
+17.79%
Max Drawdown
+40.83%
Positive Months
61%
Average Drawdown
-9.7%
Risk-Adjusted
Sharpe Ratio
0.20
Risk-free rate: 2.0%
Sortino Ratio
0.17
Downside risk adjusted
Return/Volatility
0.31
Calmar Ratio
0.13
Return/Max Drawdown
Ulcer Index
11.84
Drawdown depth & duration
Martin Ratio
0.00
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€14,819.56
Backtest Period
2019-04-22 to 2026-08-31
7.4 years
Rebalancing
annual
Base Currency
EUR