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Number 2

Created byuser-098yle
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None Rebalancing
CHF
Moderate Risk
Multi-currency
4.5yr backtest

Performance Summary

Total Return+55.47%
Annualized Return+10.24%
Volatility+13.11%
Sharpe Ratio0.63
Max Drawdown+16.60%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global equity portfolio built with core ETFs covering world, Swiss, emerging markets, small cap, and value stocks.
AssetTypeAllocationTER
SSAC.AS
iShares MSCI ACWI UCITS ETF USD (Acc) • IE00B6R52259
ETF
42.0%0.2%
SMICHA.SW
UBS SMI® ETF CHF dis • CH0017142719
ETF
22.2%0.2%
ZURN.SW
Zurich Insurance Group AG • CH0011075394
STOCK
14.2%0%
IUSN.XETRA
iShares MSCI World Small Cap UCITS ETF • IE00BF4RFH31
ETF
8.0%0.35%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITS • IE00BKM4GZ66
ETF
7.0%0.18%
IWVU.LSE
iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) • IE00BFYTYS33
ETF
6.6%0.25%
Total100.0%0.19%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €15,547.38
Histogram of Monthly Returns
The portfolio had a positive return during 34 of the 55 months (62%)
Monthly Returns Heatmap
Best month: +8.4% • Worst month: -8.0% • Best year: 2024 (+22.6%) • Worst year: 2022 (-10.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-1.8%+4.0%-5.4%+8.4%+4.7%+1.0%------+10.7%
2025+4.8%+0.6%-2.1%-2.5%+3.0%-0.9%+2.0%+2.5%+0.7%+1.9%+1.9%+1.9%+14.4%
2024+1.8%+5.1%+4.9%-0.6%+3.2%+1.5%+0.6%-0.7%+1.6%-0.4%+5.1%-1.3%+22.6%
2023+4.6%-0.3%-0.8%+2.4%-0.5%+2.5%+0.5%-1.6%-0.2%-3.3%+3.9%+1.5%+8.9%
2022-1.8%-2.9%+3.3%+0.8%-2.7%-8.0%+4.0%+0.1%-7.6%+6.1%+2.5%-3.7%-10.4%
2021-----------+2.7%+2.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +16.60% • The longest drawdown period lasted for 1 year and 9 months and was between April 2022 and February 2024. It reached a trough of -16.6%.

Dividend Income

Summary
This portfolio contains 2 distributing ETFs (28.8% of total allocation)

Total Dividends Received

€1,075.82

32 payments

Dividend Yield

2.11%

(annualized)

Avg Per Payment

€33.62

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€212.66
2025€249.64
2024€226.50
2023€201.46
2022€176.97
2021€8.59
Total€1,075.82

Detailed Metrics

Returns
Total Return
+55.47%
Annualized Return
+10.24%
Avg Monthly Return
+0.86%
Risk
Volatility (Annual)
+13.11%
Max Drawdown
+16.60%
Positive Months
62%
Average Drawdown
-4.4%
Risk-Adjusted
Sharpe Ratio
0.63
Risk-free rate: 2.0%
Sortino Ratio
0.58
Downside risk adjusted
Return/Volatility
0.78
Calmar Ratio
0.62
Return/Max Drawdown
Ulcer Index
5.49
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€15,547.38
Backtest Period
2021-12-01 to 2026-06-12
4.5 years
Rebalancing
none
Base Currency
CHF