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Testou

Created byuser-mym3ej

Quarterly Rebalancing

EUR

Moderate Risk

1.8yr backtest

Performance Summary

Total Return+53.29%

Annualized Return+27.32%

Volatility+13.79%

Sharpe Ratio1.84

Max Drawdown+14.19%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

Diversified equity portfolio with European small/mid-cap, US, and Asia Pacific ETFs for targeted global growth and ESG exposure.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
LU2857867464 Independance Am Europe Small B (C) • LU2857867464	LU2857867464	Acc	FUND	20.0%	1.5%
PAASI.PA Amundi PEA Asie Emergente (MSCI Emerging Asia) Screened UCITS ETF EUR (C/D) • FR0013412012	FR0013412012	Acc	ETF	20.0%	0.3%
LU2798962978 Independance Am Europe Mid A (C) • LU2798962978	LU2798962978	Acc	FUND	20.0%	1.5%
ESEE.XETRA BNP Paribas Easy S&P 500 UCITS ETF EUR • FR0011550185	FR0011550185	Acc	ETF	15.0%	0.14%
RS2K.PA Amundi Russell 2000 UCITS ETF EUR (C) • LU1681038672	LU1681038672	Acc	ETF	15.0%	0.35%
0J74.LSE Electricite de Strasbourg S.A. • FR0000031023	FR0000031023	Dist	STOCK	10.0%	0%
Total		Total			100.0%	0.73%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €15,328.69

Histogram of Monthly Returns

The portfolio had a positive return during 15 of the 22 months (68%)

Monthly Returns Heatmap

Best month: +9.7% • Worst month: -7.2% • Best year: 2025 (+27.1%) • Worst year: 2024 (+3.4%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+5.4%	+3.4%	-7.2%	+9.7%	+6.2%	-0.6%	-0.3%	-	-	-	-	-	+16.6%
2025	+4.1%	+1.6%	-2.4%	-1.7%	+7.0%	+2.1%	+3.9%	+1.4%	+2.8%	+4.2%	-0.5%	+2.1%	+27.1%
2024	-	-	-	-	-	-	-	-	-	-1.0%	+4.0%	+0.5%	+3.4%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +14.19% • The longest drawdown period lasted for 2 months and was between February 2025 and May 2025. It reached a trough of -14.2%.

Detailed Metrics

Returns

Total Return

+53.29%

Annualized Return

+27.32%

Avg Monthly Return

+2.02%

Risk

Volatility (Annual)

+13.79%

Max Drawdown

+14.19%

Positive Months

68%

Average Drawdown

-1.9%

Risk-Adjusted

Sharpe Ratio

1.84

Risk-free rate: 2.0%

Sortino Ratio

1.75

Downside risk adjusted

Return/Volatility

1.98

Calmar Ratio

1.93

Return/Max Drawdown

Ulcer Index

2.60

Drawdown depth & duration

Martin Ratio

0.10

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€15,328.69

Backtest Period

2024-10-01 to 2026-07-09
1.8 years

Rebalancing

quarterly

Base Currency

EUR