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low volatility

Created byuser-dvjmdp
Annual Rebalancing
EUR
Low Risk
Multi-currency
1.1yr backtest
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Performance Summary

Total Return+30.72%
Annualized Return+27.18%
Volatility+7.32%
Sharpe Ratio3.44
Max Drawdown+4.86%

Holdings

Asset Allocation

Asset Class

Equity 80.0%Other 20.0%
Holdings Details
Diversified ETF portfolio blending European put-write, managed futures, and global quality dividend equities for resilient income and growth.
AssetTypeAllocationTER
UIQ4.F
UBS Euro Equity Defensive Put Write SF UCITS ETF EUR acc • IE00BLDGHT92
ETF
20.0%0.21%
DBMFE.PA
iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403
ETF
20.0%0.75%
DVDG.XETRA
Franklin Global Quality Dividend UCITS ETF
ETF
20.0%-
VGWE.XETRA
Vanguard FTSE All-World High Dividend Yield UCITS ETF Acc • IE00BK5BR626
ETF
20.0%0.29%
EUSD.LSE
Global X European SuperDividend UCITS ETF EUR Dist • IE00082MOBL9
ETF
20.0%0.45%
Total100.0%0.34%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €13,072.01
Histogram of Monthly Returns
The portfolio had a positive return during 13 of the 14 months (93%)
Monthly Returns Heatmap
Best month: +5.2% • Worst month: -1.6% • Best year: 2026 (+22.8%) • Worst year: 2025 (+6.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.5%+5.2%-1.6%+2.4%+2.1%+0.3%+3.3%+1.6%+1.4%+2.8%--+22.8%
2025--------+1.2%+3.0%+0.8%+1.2%+6.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +4.86% • The longest drawdown period lasted for 2 months and was between March 2026 and May 2026. It reached a trough of -4.9%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (20.0% of total allocation)

Total Dividends Received

€203.22

13 payments

Dividend Yield

1.59%

(annualized)

Avg Per Payment

€15.63

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€141.82
2025€61.39
Total€203.22

Detailed Metrics

Returns
Total Return
+30.72%
Annualized Return
+27.18%
Avg Monthly Return
+1.95%
Risk
Volatility (Annual)
+7.32%
Max Drawdown
+4.86%
Positive Months
93%
Average Drawdown
-0.8%
Risk-Adjusted
Sharpe Ratio
3.44
Risk-free rate: 2.0%
Sortino Ratio
3.33
Downside risk adjusted
Return/Volatility
3.71
Calmar Ratio
5.59
Return/Max Drawdown
Ulcer Index
0.98
Drawdown depth & duration
Martin Ratio
0.26
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€13,072.01
Backtest Period
2025-09-04 to 2026-10-16
1.1 years
Rebalancing
annual
Base Currency
EUR