HomePortfoliosSnP500 SPYL + LEMA(Emerg)

SnP500 SPYL + LEMA(Emerg)

Created byuser-61bnq6
None Rebalancing
EUR
Moderate Risk
0.4yr backtest

Performance Summary

Total Return+13.39%
Annualized Return+42.75%
Volatility+14.82%
Sharpe Ratio2.75
Max Drawdown+6.73%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified ETF portfolio with 70% US and 30% emerging markets equity for broad global growth exposure.
AssetTypeAllocationTER
SPYL.XETRA
State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) • IE000XZSV718
ETF
70.0%0.03%
LEMA.XETRA
Amundi Core MSCI Emerging Markets Swap UCITS ETF Acc • LU2573967036
ETF
30.0%0.14%
Total100.0%0.06%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €11,339.46
Histogram of Monthly Returns
The portfolio had a positive return during 3 of the 5 months (60%)
Monthly Returns Heatmap
Best month: +10.4% • Worst month: -5.5% • Best year: 2026 (+13.4%) • Worst year: 2026 (+13.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-+1.4%-5.5%+10.4%+7.2%-0.0%------+13.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +6.73% • The longest drawdown period lasted for 1 month and was between February 2026 and April 2026. It reached a trough of -6.7%.

Detailed Metrics

Returns
Total Return
+13.39%
Annualized Return
+42.75%
Avg Monthly Return
+2.70%
Risk
Volatility (Annual)
+14.82%
Max Drawdown
+6.73%
Positive Months
60%
Average Drawdown
-2.3%
Risk-Adjusted
Sharpe Ratio
2.75
Risk-free rate: 2.0%
Sortino Ratio
2.98
Downside risk adjusted
Return/Volatility
2.88
Calmar Ratio
6.35
Return/Max Drawdown
Ulcer Index
2.39
Drawdown depth & duration
Martin Ratio
0.17
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€11,339.46
Backtest Period
2026-02-17 to 2026-06-26
0.4 years
Rebalancing
none
Base Currency
EUR