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Beta Diversified

Created byuser-dmjf59
Annual Rebalancing
EUR
Moderate Risk
Multi-currency
7.2yr backtest
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Performance Summary

Total Return+144.80%
Annualized Return+13.25%
Volatility+12.52%
Sharpe Ratio0.90
Max Drawdown+27.03%

Holdings

Asset Allocation

Asset Class

Equity 85.0%Bonds 15.0%
Holdings Details
Diversified global portfolio with 85% equity ETFs and 15% bonds, blending ESG, multi-factor, and alternative strategies for robust growth.
AssetTypeAllocationTER
IQSE.XETRA
Invesco Global Active ESG Equity UCITS ETF EUR PfHdg Acc • IE00BJQRDP39
ETF
70.0%0.3%
LU1103258783
AQR STYLE PREMIA UCITS-B EUR • LU1103258783
FUND
10.0%1.25%
SHRIX.US
STONE RIDGE HIGH YIELD REINSURANCE RISK PREMIUM FUND CLASS I • US8617284000
FUND
10.0%1.85%
VGWL.XETRA
Vanguard FTSE All-World UCITS ETF (USD) Distributing • IE00B3RBWM25
ETF
5.0%0.19%
FRNU.XETRA
Amundi Floating Rate USD Corporate ESG UCITS ETF USD (C) • LU1681040900
ETF
5.0%0.18%
Total100.0%0.54%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €24,480.18
Histogram of Monthly Returns
The portfolio had a positive return during 60 of the 87 months (69%)
Monthly Returns Heatmap
Best month: +7.5% • Worst month: -9.4% • Best year: 2024 (+23.4%) • Worst year: 2022 (-8.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.5%+2.2%-4.9%+7.5%+4.4%+2.6%+0.2%+1.8%+0.5%-0.1%--+16.3%
2025+3.5%-1.7%-3.5%-1.5%+5.7%+1.0%+2.7%+0.2%+3.0%+2.4%+0.9%+1.8%+15.0%
2024+4.8%+4.2%+5.1%-2.2%+1.7%+2.4%+0.5%+0.4%+1.2%+0.2%+5.0%-1.9%+23.4%
2023+5.4%+1.0%-2.0%+0.4%-0.2%+6.6%+1.7%-0.6%-0.8%-2.9%+5.9%+3.6%+19.1%
2022-1.6%-0.9%+1.6%-1.5%-0.9%-7.4%+4.1%-1.5%-6.6%+7.1%+3.1%-3.0%-8.2%
2021+1.4%+1.5%+6.7%+1.4%+1.7%+1.3%+1.6%+2.1%-2.5%+1.4%-0.2%+5.3%+23.3%
2020-0.7%-8.0%-9.4%+6.1%+2.3%+1.7%+1.0%+4.9%-1.5%-3.1%+6.8%+2.8%+1.3%
2019-------+1.1%+3.1%+0.2%+2.9%+1.1%+8.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +27.03% • The longest drawdown period lasted for 1 year and 5 months and was between January 2022 and June 2023. It reached a trough of -15.4%.
When could this portfolio get you to financial independence?

Beta Diversified returned +13.25% a year over the 7 years above. Run those same monthly returns forward through 10,000 simulated paths, with your own savings and target retirement age, to see when they could reach your FIRE number.

Dividend Income

Summary
This portfolio contains 2 distributing ETFs (15.0% of total allocation)

Total Dividends Received

€1,067.42

58 payments

Dividend Yield

0.99%

(annualized)

Avg Per Payment

€18.40

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€165.02
2025€237.18
2024€245.63
2023€184.06
2022€65.90
2021€62.71
2020€76.64
2019€30.27
Total€1,067.42

Detailed Metrics

Returns
Total Return
+144.80%
Annualized Return
+13.25%
Avg Monthly Return
+1.09%
Risk
Volatility (Annual)
+12.52%
Max Drawdown
+27.03%
Positive Months
69%
Average Drawdown
-3.8%
Risk-Adjusted
Sharpe Ratio
0.90
Risk-free rate: 2.0%
Sortino Ratio
0.83
Downside risk adjusted
Return/Volatility
1.06
Calmar Ratio
0.49
Return/Max Drawdown
Ulcer Index
5.27
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€24,480.18
Backtest Period
2019-08-05 to 2026-10-15
7.2 years
Rebalancing
annual
Base Currency
EUR