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tessttt

Created byuser-dvjmdp
Annual Rebalancing
EUR
Low Risk
0.8yr backtest

Performance Summary

Total Return+32.00%
Annualized Return+39.90%
Volatility+9.61%
Sharpe Ratio3.94
Max Drawdown+4.44%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified global equity ETF portfolio focused on US & world markets, blending shareholder yield, value, and quality factor strategies.
AssetTypeAllocationTER
XUDY.XETRA
Xtrackers S&P 500 Defensive Shareholder Yield UCITS ETF 1C • IE000SRQBBT6
ETF
40.0%0.25%
CBUI.XETRA
iShares MSCI World Value Factor Advanced UCITS ETF USD (Acc) • IE000H1H16W5
ETF
30.0%0.25%
FGBL.PA
First Trust Global Equity Income UCITS ETF Acc • IE00BYTH6121
ETF
30.0%0.6%
Total100.0%0.35%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €13,199.59
Histogram of Monthly Returns
The portfolio had a positive return during 10 of the 11 months (91%)
Monthly Returns Heatmap
Best month: +5.3% • Worst month: -3.6% • Best year: 2026 (+25.1%) • Worst year: 2025 (+5.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.3%+5.0%-3.6%+5.0%+5.3%+1.9%+3.6%+2.6%----+25.1%
2025---------+1.0%+2.5%+2.0%+5.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +4.44% • The longest drawdown period lasted for 1 month and was between February 2026 and April 2026. It reached a trough of -4.4%.

Detailed Metrics

Returns
Total Return
+32.00%
Annualized Return
+39.90%
Avg Monthly Return
+2.58%
Risk
Volatility (Annual)
+9.61%
Max Drawdown
+4.44%
Positive Months
91%
Average Drawdown
-1.0%
Risk-Adjusted
Sharpe Ratio
3.94
Risk-free rate: 2.0%
Sortino Ratio
4.34
Downside risk adjusted
Return/Volatility
4.15
Calmar Ratio
8.99
Return/Max Drawdown
Ulcer Index
1.22
Drawdown depth & duration
Martin Ratio
0.31
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€13,199.59
Backtest Period
2025-10-23 to 2026-08-21
0.8 years
Rebalancing
annual
Base Currency
EUR
tessttt | +39.9% CAGR | ETF Backtest