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Underdogs

Created byuser-4rm2ow
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Monthly Rebalancing
EUR
Moderate Risk
2.3yr backtest

Performance Summary

Total Return+38.86%
Annualized Return+15.46%
Volatility+13.25%
Sharpe Ratio1.02
Max Drawdown+17.48%

Holdings

Asset Allocation

Asset Class

Equity 90.0%Bonds 10.0%
Holdings Details
Diversified ETF portfolio blending global equities, European & US small-cap value stocks, and Euro high-yield bonds for balanced growth.
AssetTypeAllocationTER
ZPRX.XETRA
SPDR MSCI Europe Small Cap Value Weighted UCITS ETF • IE00BSPLC298
ETF
30.0%0.3%
EXUS.XETRA
Xtrackers MSCI World ex USA UCITS ETF 1C • IE0006WW1TQ4
ETF
30.0%0.15%
ZPRV.XETRA
SPDR MSCI USA Small Cap Value Weighted UCITS ETF • IE00BSPLC413
ETF
30.0%0.3%
EUHI.XETRA
PIMCO Advantage Euro Short-Term High Yield Corporate Bond UCITS ETF (Dist) • IE00BD8D5H32
ETF
10.0%0.45%
Total100.0%0.27%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €13,886.36
Histogram of Monthly Returns
The portfolio had a positive return during 19 of the 28 months (68%)
Monthly Returns Heatmap
Best month: +6.3% • Worst month: -6.0% • Best year: 2025 (+14.7%) • Worst year: 2024 (+8.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.9%+3.5%-6.0%+6.3%+2.9%+2.0%------+11.7%
2025+5.0%-0.0%-4.6%-2.7%+5.7%+0.5%+2.5%+1.9%+0.9%+1.9%+1.4%+1.8%+14.7%
2024--+3.7%-1.9%+3.0%-1.7%+4.9%-1.0%+0.9%-1.5%+5.0%-2.8%+8.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +17.48% • The longest drawdown period lasted for 5 months and was between February 2025 and July 2025. It reached a trough of -17.5%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (10.0% of total allocation)

Total Dividends Received

€122.51

28 payments

Dividend Yield

0.47%

(annualized)

Avg Per Payment

€4.38

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€28.66
2025€51.02
2024€42.88
Total€122.51

Detailed Metrics

Returns
Total Return
+38.86%
Annualized Return
+15.46%
Avg Monthly Return
+1.23%
Risk
Volatility (Annual)
+13.25%
Max Drawdown
+17.48%
Positive Months
68%
Average Drawdown
-2.4%
Risk-Adjusted
Sharpe Ratio
1.02
Risk-free rate: 2.0%
Sortino Ratio
0.97
Downside risk adjusted
Return/Volatility
1.17
Calmar Ratio
0.88
Return/Max Drawdown
Ulcer Index
3.22
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€13,886.36
Backtest Period
2024-03-14 to 2026-06-26
2.3 years
Rebalancing
monthly
Base Currency
EUR