HomePortfoliosVersion 3

Version 3

Version 3

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

Performance Summary

Total Return+10.76%
Annualized Return+8.15%
Volatility+15.32%
Sharpe Ratio0.40
Max Drawdown+20.61%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Version 3 portfolio: A strategic, diversified ETF allocation in EUR, designed for long-term capital growth with a simple buy-and-hold approach.
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
20.0%0.39%
AVEM.XETRA
Avantis Emerging Markets Equity UCITS ETF USD Acc • IE000K975W13
ETF
20.0%0.35%
EXUS.XETRA
Xtrackers MSCI World ex USA UCITS ETF 1C • IE0006WW1TQ4
ETF
20.0%0.15%
Total100.0%0.19%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €11,075.6
Histogram of Monthly Returns
The portfolio had a positive return during 12 of the 17 months (71%)
Monthly Returns Heatmap
Best month: +6.4% • Worst month: -6.1% • Best year: 2025 (+11.3%) • Worst year: 2024 (-2.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.0%+3.2%-5.6%+1.9%--------+2.3%
2025+4.1%-1.8%-6.1%-4.3%+6.4%+0.9%+4.0%+0.9%+2.5%+3.6%+0.3%+0.9%+11.3%
2024------------2.7%-2.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +20.61% • The longest drawdown period lasted for 6 months and was between February 2025 and September 2025. It reached a trough of -20.6%.

Detailed Metrics

Returns
Total Return
+10.76%
Annualized Return
+8.15%
Avg Monthly Return
+0.66%
Risk
Volatility (Annual)
+15.32%
Max Drawdown
+20.61%
Positive Months
71%
Average Drawdown
-4.1%
Risk-Adjusted
Sharpe Ratio
0.40
Risk-free rate: 2.0%
Sortino Ratio
0.36
Downside risk adjusted
Return/Volatility
0.53
Calmar Ratio
0.40
Return/Max Drawdown
Ulcer Index
5.33
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€11,075.6
Backtest Period
2024-12-12 to 2026-04-02
1.3 years
Rebalancing
none
Base Currency
EUR