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Portfolio

KISS + Small Cap Value

Created byuser-uyft03
Annual Rebalancing
EUR
Moderate Risk
2.0yr backtest
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Performance Summary

Total Return+37.18%
Annualized Return+16.76%
Volatility+14.06%
Sharpe Ratio1.05
Max Drawdown+21.53%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified small cap value ETF portfolio in EUR with annual rebalancing for long-term growth and market outperformance potential.
AssetTypeAllocationTER
SPYY.XETRA
SPDR MSCI All Country World UCITS ETF (Acc) • IE00B44Z5B48
ETF
85.0%0.12%
AVWS.XETRA
Avantis Global Small Cap Value UCITS ETF USD Acc • IE0003R87OG3
ETF
15.0%0.39%
Total100.0%0.16%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €13,717.77
Histogram of Monthly Returns
The portfolio had a positive return during 18 of the 25 months (72%)
Monthly Returns Heatmap
Best month: +8.3% • Worst month: -7.2% • Best year: 2026 (+18.3%) • Worst year: 2024 (+6.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.7%+2.4%-4.9%+8.3%+5.3%+1.7%-1.0%+2.0%+1.4%+0.7%--+18.3%
2025+4.3%-2.4%-7.2%-4.3%+6.3%+1.0%+4.5%+0.4%+2.5%+4.0%-0.0%+0.6%+9.2%
2024---------+0.8%+7.2%-1.8%+6.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +21.53% • The longest drawdown period lasted for 7 months and was between February 2025 and September 2025. It reached a trough of -21.5%.

Detailed Metrics

Returns
Total Return
+37.18%
Annualized Return
+16.76%
Avg Monthly Return
+1.34%
Risk
Volatility (Annual)
+14.06%
Max Drawdown
+21.53%
Positive Months
72%
Average Drawdown
-3.3%
Risk-Adjusted
Sharpe Ratio
1.05
Risk-free rate: 2.0%
Sortino Ratio
0.99
Downside risk adjusted
Return/Volatility
1.19
Calmar Ratio
0.78
Return/Max Drawdown
Ulcer Index
4.81
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€13,717.77
Backtest Period
2024-10-01 to 2026-10-16
2.0 years
Rebalancing
annual
Base Currency
EUR