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Véreb

Created byuser-jb9a33

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None Rebalancing

EUR

Low Risk

2.7yr backtest

Performance Summary

Total Return+33.82%

Annualized Return+11.37%

Volatility+7.40%

Sharpe Ratio1.27

Max Drawdown+10.25%

Holdings

Asset Allocation

Asset Class

Equity 75.0%Bonds 25.0%

Holdings Details

A diversified 75/25 ETF portfolio for stable growth, blending global equities, covered call income, convertible bonds, and ESG strategies.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
V60A.XETRA Vanguard LifeStrategy 60% Equity UCITS ETF Accumulating • IE00BMVB5P51	IE00BMVB5P51	Acc	ETF	25.0%	0.25%
JEGA.XETRA JPMorgan Global Equity Premium Income Active UCITS ETF USD (acc) • IE000WX7BVB0	IE000WX7BVB0	Acc	ETF	25.0%	0.35%
SPF1.XETRA State Street SPDR FTSE Global Convertible Bond UCITS ETF EUR Hedged (Acc) • IE00BDT6FP91	IE00BDT6FP91	Acc	ETF	25.0%	0.55%
MODR.XETRA iShares Moderate Portfolio UCITS ETF EUR (Acc) • IE00BLLZQS08	IE00BLLZQS08	Acc	ETF	25.0%	0.25%
Total		Total			100.0%	0.35%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €13,381.58

Histogram of Monthly Returns

The portfolio had a positive return during 27 of the 33 months (82%)

Monthly Returns Heatmap

Best month: +4.9% • Worst month: -4.7% • Best year: 2024 (+11.6%) • Worst year: 2023 (+1.5%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+2.0%	+2.5%	-4.7%	+4.9%	+2.7%	+0.9%	-1.0%	+1.5%	-	-	-	-	+8.8%
2025	+2.9%	+0.4%	-2.9%	-1.7%	+2.1%	+0.5%	+1.8%	+0.5%	+2.0%	+1.9%	+0.5%	+0.4%	+8.7%
2024	+1.2%	+1.1%	+2.2%	-1.7%	+0.3%	+2.3%	+1.3%	+0.7%	+1.4%	+0.1%	+4.1%	-1.8%	+11.6%
2023	-	-	-	-	-	-	-	-	-	-	-	+1.5%	+1.5%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +10.25% • The longest drawdown period lasted for 6 months and was between February 2025 and August 2025. It reached a trough of -10.3%.

Detailed Metrics

Returns

Total Return

+33.82%

Annualized Return

+11.37%

Avg Monthly Return

+0.90%

Risk

Volatility (Annual)

+7.40%

Max Drawdown

+10.25%

Positive Months

82%

Average Drawdown

-1.4%

Risk-Adjusted

Sharpe Ratio

1.27

Risk-free rate: 2.0%

Sortino Ratio

1.19

Downside risk adjusted

Return/Volatility

1.54

Calmar Ratio

1.11

Return/Max Drawdown

Ulcer Index

1.82

Drawdown depth & duration

Martin Ratio

0.05

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€13,381.58

Backtest Period

2023-12-07 to 2026-08-21
2.7 years

Rebalancing

none

Base Currency

EUR