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Version 2

Version 2

Created byuser-5vfnu3
None Rebalancing
EUR
Moderate Risk
1.3yr backtest

Performance Summary

Total Return+9.67%
Annualized Return+7.34%
Volatility+15.95%
Sharpe Ratio0.33
Max Drawdown+21.60%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Passive EUR-denominated portfolio for long-term growth. Explore this diversified investment strategy with no rebalancing required.
AssetTypeAllocationTER
SPYL.XETRA
State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) • IE000XZSV718
ETF
40.0%0.03%
AVWS.XETRA
Avantis Global Small Cap Value UCITS ETF USD Acc • IE0003R87OG3
ETF
35.0%0.39%
AVEM.XETRA
Avantis Emerging Markets Equity UCITS ETF USD Acc • IE000K975W13
ETF
15.0%0.35%
EXUS.XETRA
Xtrackers MSCI World ex USA UCITS ETF 1C • IE0006WW1TQ4
ETF
10.0%0.15%
Total100.0%0.22%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €10,966.57
Histogram of Monthly Returns
The portfolio had a positive return during 12 of the 17 months (71%)
Monthly Returns Heatmap
Best month: +6.7% • Worst month: -6.6% • Best year: 2025 (+9.6%) • Worst year: 2024 (-3.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.0%+3.3%-4.8%+1.8%--------+3.2%
2025+4.0%-2.5%-6.6%-5.0%+6.7%+1.0%+4.2%+1.5%+2.0%+3.2%+0.8%+0.8%+9.6%
2024------------3.1%-3.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +21.60% • The longest drawdown period lasted for 7 months and was between February 2025 and September 2025. It reached a trough of -21.6%.

Detailed Metrics

Returns
Total Return
+9.67%
Annualized Return
+7.34%
Avg Monthly Return
+0.61%
Risk
Volatility (Annual)
+15.95%
Max Drawdown
+21.60%
Positive Months
71%
Average Drawdown
-4.4%
Risk-Adjusted
Sharpe Ratio
0.33
Risk-free rate: 2.0%
Sortino Ratio
0.30
Downside risk adjusted
Return/Volatility
0.46
Calmar Ratio
0.34
Return/Max Drawdown
Ulcer Index
5.90
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€10,966.57
Backtest Period
2024-12-12 to 2026-04-02
1.3 years
Rebalancing
none
Base Currency
EUR