Home PortfoliosUdate for Sharpe

Udate for Sharpe

Created byuser-5c2v2y

None Rebalancing

EUR

Moderate Risk

1.2yr backtest

Performance Summary

Total Return+23.76%

Annualized Return+19.22%

Volatility+14.10%

Sharpe Ratio1.22

Max Drawdown+15.64%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

Diversified global equity ETF portfolio targeting growth across US tech, European healthcare, emerging markets, and specialized sectors.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
DCAM.PA Amundi PEA Monde (MSCI World) UCITS ETF Acc • FR001400U5Q4	FR001400U5Q4	Acc	ETF	40.0%	0.2%
LYHLT.SW Amundi STOXX Europe 600 Healthcare UCITS ETF Acc • LU1834986900	LU1834986900	Acc	ETF	30.0%	0.3%
PANX.PA Amundi PEA US Tech Screened UCITS ETF Acc • FR0013412269	FR0013412269	Acc	ETF	13.0%	0.3%
MMS.PA Lyxor MSCI EMU Small Cap UCITS ETF EUR • FR0010168773	FR0010168773	Dist	ETF	5.0%	0.4%
PAEEM.PA Amundi PEA Emergent (MSCI Emerging) ESG Transition UCITS ETF Acc • FR0013412020	FR0013412020	Acc	ETF	3.0%	0.3%
LGWS.XETRA Amundi MSCI EMU Value Factor UCITS ETF Dist • LU1598690169	LU1598690169	Dist	ETF	3.0%	0.4%
PINR.PA Amundi PEA Inde (MSCI India) UCITS ETF Acc • FR0011869320	FR0011869320	Acc	ETF	3.0%	0.85%
SELD.XETRA Amundi Stoxx Europe Select Dividend 30 UCITS ETF Dist • LU1812092168	LU1812092168	Dist	ETF	3.0%	0.3%
Total		Total			100.0%	0.28%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €12,376.11

Histogram of Monthly Returns

The portfolio had a positive return during 11 of the 15 months (73%)

Monthly Returns Heatmap

Best month: +6.7% • Worst month: -5.8% • Best year: 2025 (+13.9%) • Worst year: 2026 (+8.6%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+1.3%	+1.4%	-5.8%	+6.7%	+5.3%	-	-	-	-	-	-	-	+8.6%
2025	-	-	-0.1%	-3.4%	+4.8%	-0.0%	+3.1%	+0.8%	+1.6%	+5.0%	+1.0%	+0.6%	+13.9%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +15.64% • The longest drawdown period lasted for 4 months and was between March 2025 and July 2025. It reached a trough of -15.6%.

Dividend Income

Summary

This portfolio contains 3 distributing ETFs (11.0% of total allocation)

Total Dividends Received

€49.01

3 payments

Dividend Yield

0.37%

(annualized)

Avg Per Payment

€16.34

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
2025	€49.02	0.47%	3
Total	€49.01	0.37%	3

Detailed Metrics

Returns

Total Return

+23.76%

Annualized Return

+19.22%

Avg Monthly Return

+1.48%

Risk

Volatility (Annual)

+14.10%

Max Drawdown

+15.64%

Positive Months

73%

Average Drawdown

-2.3%

Risk-Adjusted

Sharpe Ratio

1.22

Risk-free rate: 2.0%

Sortino Ratio

1.15

Downside risk adjusted

Return/Volatility

1.36

Calmar Ratio

1.23

Return/Max Drawdown

Ulcer Index

3.23

Drawdown depth & duration

Martin Ratio

0.05

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€12,376.11

Backtest Period

2025-03-11 to 2026-05-28
1.2 years

Rebalancing

none

Base Currency

EUR