HomePortfoliosSnP500 SPYL + LEMA(Emerg)

SnP500 SPYL + LEMA(Emerg)

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

Performance Summary

Total Return+11.99%
Annualized Return+31.74%
Volatility+14.70%
Sharpe Ratio2.02
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 €11,198.52
Histogram of Monthly Returns
The portfolio had a positive return during 4 of the 6 months (67%)
Monthly Returns Heatmap
Best month: +10.4% • Worst month: -5.5% • Best year: 2026 (+12.0%) • Worst year: 2026 (+12.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-+1.4%-5.5%+10.4%+7.2%+1.2%-2.4%-----+12.0%
> +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
+11.99%
Annualized Return
+31.74%
Avg Monthly Return
+2.05%
Risk
Volatility (Annual)
+14.70%
Max Drawdown
+6.73%
Positive Months
67%
Average Drawdown
-2.2%
Risk-Adjusted
Sharpe Ratio
2.02
Risk-free rate: 2.0%
Sortino Ratio
2.16
Downside risk adjusted
Return/Volatility
2.16
Calmar Ratio
4.72
Return/Max Drawdown
Ulcer Index
2.34
Drawdown depth & duration
Martin Ratio
0.13
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€11,198.52
Backtest Period
2026-02-17 to 2026-07-17
0.4 years
Rebalancing
none
Base Currency
EUR