Home PortfoliosTest

Test

Created byuser-dmjf59

Optimize

Annual Rebalancing

EUR

Low Risk

Multi-currency

4.8yr backtest

Performance Summary

Total Return+55.44%

Annualized Return+9.68%

Volatility+9.90%

Sharpe Ratio0.78

Max Drawdown+15.58%

Holdings

Asset Allocation

Asset Class

Equity 65.0%Bonds 25.0%Commodities 10.0%

Holdings Details

Diversified ETF portfolio blending 65% global equities, 25% EUR bonds, and 10% commodities for balanced, multi-asset growth.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
XDEM.XETRA Xtrackers MSCI World Momentum UCITS ETF 1C • IE00BL25JP72	IE00BL25JP72	Acc	ETF	30.0%	0.25%
JPGL.XETRA JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating • IE00BJRCLL96	IE00BJRCLL96	Acc	ETF	20.0%	0.19%
EIBX.XETRA Invesco Euro Government Bond 7-10 Year UCITS ETF Dist • IE00BGJWWW40	IE00BGJWWW40	Dist	ETF	12.5%	0.1%
PRAB.XETRA Amundi Prime Euro Government Bond 0-1Y UCITS ETF Acc • LU2233156582	LU2233156582	Acc	ETF	12.5%	0.05%
EN4C.XETRA L&G Multi-Strategy Enhanced Commodities UCITS ETF USD Accumulating • IE00BFXR6159	IE00BFXR6159	Acc	ETF	10.0%	0.3%
EQQQ.XETRA Invesco EQQQ Nasdaq-100 UCITS ETF • IE0032077012	IE0032077012	Dist	ETF	7.5%	0.3%
VBR.US Vanguard Small-Cap Value Index Fund ETF Shares • US9229086114	US9229086114	Dist	ETF	7.5%	0.07%
Total		Total			100.0%	0.19%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €15,544.36

Histogram of Monthly Returns

The portfolio had a positive return during 34 of the 59 months (58%)

Monthly Returns Heatmap

Best month: +6.9% • Worst month: -5.4% • Best year: 2024 (+20.3%) • Worst year: 2022 (-7.3%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+2.0%	+2.0%	-2.2%	+6.8%	+4.0%	+3.5%	-1.7%	-	-	-	-	-	+14.8%
2025	+3.8%	-1.3%	-5.3%	-3.0%	+3.9%	-0.1%	+2.6%	-0.1%	+1.9%	+1.9%	+0.2%	-0.0%	+4.0%
2024	+3.2%	+3.6%	+3.6%	-1.7%	+1.0%	+3.4%	-0.4%	-0.4%	+1.3%	+1.1%	+5.9%	-1.7%	+20.3%
2023	+1.9%	-0.3%	-0.8%	+0.0%	+0.2%	+2.7%	+1.9%	+0.1%	-1.0%	-1.8%	+3.5%	+3.2%	+10.0%
2022	-3.8%	+0.1%	+4.8%	-1.0%	-1.6%	-5.4%	+6.9%	-1.1%	-4.9%	+4.1%	-0.0%	-4.7%	-7.3%
2021	-	-	-	-	-	-	-	-	-0.4%	+3.8%	+0.2%	+2.5%	+6.1%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +15.58% • The longest drawdown period lasted for 1 year and 4 months and was between August 2022 and January 2024. It reached a trough of -10.6%.

Dividend Income

Summary

This portfolio contains 3 distributing ETFs (27.5% of total allocation)

Total Dividends Received

€251.61

54 payments

Dividend Yield

0.45%

(annualized)

Avg Per Payment

€4.66

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

Year	Dividends	Yield	Payments
2026	€38.07	0.26%	6
2025	€69.63	0.54%	12
2024	€60.78	0.50%	12
2023	€54.34	0.53%	12
2022	€20.00	0.19%	9
2021	€8.79	0.08%	3
Total	€251.61	0.45%	54

Detailed Metrics

Returns

Total Return

+55.44%

Annualized Return

+9.68%

Avg Monthly Return

+0.79%

Risk

Volatility (Annual)

+9.90%

Max Drawdown

+15.58%

Positive Months

58%

Average Drawdown

-3.9%

Risk-Adjusted

Sharpe Ratio

0.78

Risk-free rate: 2.0%

Sortino Ratio

0.73

Downside risk adjusted

Return/Volatility

0.98

Calmar Ratio

0.62

Return/Max Drawdown

Ulcer Index

4.70

Drawdown depth & duration

Martin Ratio

0.02

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€15,544.36

Backtest Period

2021-09-23 to 2026-07-02
4.8 years

Rebalancing

annual

Base Currency

EUR