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JPGL CORE

JPGL CORE

Created byuser-5vfnu3
None Rebalancing
EUR
Moderate Risk
2.0yr backtest
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Performance Summary

Total Return+34.15%
Annualized Return+15.49%
Volatility+13.51%
Sharpe Ratio1.00
Max Drawdown+21.02%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
JPGL CORE: A diversified, low-cost ETF portfolio for EUR-based investors seeking long-term growth with a simple, buy-and-hold strategy.
AssetTypeAllocationTER
AVWS.XETRA
Avantis Global Small Cap Value UCITS ETF USD Acc • IE0003R87OG3
ETF
40.0%0.39%
JPGL.XETRA
JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating • IE00BJRCLL96
ETF
40.0%0.19%
SPYL.XETRA
State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) • IE000XZSV718
ETF
20.0%0.03%
Total100.0%0.24%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €13,415.34
Histogram of Monthly Returns
The portfolio had a positive return during 19 of the 25 months (76%)
Monthly Returns Heatmap
Best month: +8.7% • Worst month: -6.0% • Best year: 2026 (+20.9%) • Worst year: 2024 (+4.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.6%+5.0%-3.3%+5.8%+3.0%+2.8%+0.4%+1.1%-0.6%+2.6%--+20.9%
2025+4.3%-2.5%-6.0%-5.6%+5.4%+0.1%+3.7%+2.1%+0.7%+1.9%+2.2%+0.4%+6.2%
2024---------+0.6%+8.7%-4.4%+4.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +21.02% • The longest drawdown period lasted for 11 months and was between December 2024 and November 2025. It reached a trough of -21.0%.

Detailed Metrics

Returns
Total Return
+34.15%
Annualized Return
+15.49%
Avg Monthly Return
+1.24%
Risk
Volatility (Annual)
+13.51%
Max Drawdown
+21.02%
Positive Months
76%
Average Drawdown
-3.7%
Risk-Adjusted
Sharpe Ratio
1.00
Risk-free rate: 2.0%
Sortino Ratio
0.94
Downside risk adjusted
Return/Volatility
1.15
Calmar Ratio
0.74
Return/Max Drawdown
Ulcer Index
5.12
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€13,415.34
Backtest Period
2024-10-01 to 2026-10-16
2.0 years
Rebalancing
none
Base Currency
EUR