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robygraz real

Created byuser-xzbubv
Annual Rebalancing
EUR
Moderate Risk
Multi-currency
1.5yr backtest
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Performance Summary

Total Return+29.10%
Annualized Return+18.02%
Volatility+10.54%
Sharpe Ratio1.52
Max Drawdown+9.76%

Holdings

Asset Allocation

Asset Class

Equity 85.0%Bonds 15.0%
Holdings Details
Diversified ETF portfolio with 85% global equities including US, ex-US and emerging markets, plus short-term European government bonds and managed futures.
AssetTypeAllocationTER
SPXS.AS
Invesco S&P 500 UCITS ETF Acc • IE00B3YCGJ38
ETF
43.0%0.05%
EXUS.XETRA
Xtrackers MSCI World ex USA UCITS ETF 1C • IE0006WW1TQ4
ETF
20.0%0.15%
EIB5.XETRA
Invesco Euro Government Bond 3-5 Year UCITS ETF • IE00BGJWWV33
ETF
15.0%0.1%
DBMFE.PA
iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403
ETF
15.0%0.75%
EIMI.LSE
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) • IE00BKM4GZ66
ETF
7.0%0.18%
Total100.0%0.19%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €12,910.26
Histogram of Monthly Returns
The portfolio had a positive return during 14 of the 19 months (74%)
Monthly Returns Heatmap
Best month: +5.7% • Worst month: -4.5% • Best year: 2026 (+15.8%) • Worst year: 2025 (+11.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.7%+2.6%-4.5%+5.7%+4.5%+1.3%-1.1%+1.8%+2.1%+1.0%--+15.8%
2025----4.0%+4.6%+0.1%+3.6%-0.3%+2.6%+4.3%-0.3%+0.4%+11.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +9.76% • The longest drawdown period lasted for 1 month and was between October 2025 and December 2025. It reached a trough of -2.6%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (15.0% of total allocation)

Total Dividends Received

€59.59

6 payments

Dividend Yield

0.34%

(annualized)

Avg Per Payment

€9.93

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€31.72
2025€27.88
Total€59.59

Detailed Metrics

Returns
Total Return
+29.10%
Annualized Return
+18.02%
Avg Monthly Return
+1.39%
Risk
Volatility (Annual)
+10.54%
Max Drawdown
+9.76%
Positive Months
74%
Average Drawdown
-1.3%
Risk-Adjusted
Sharpe Ratio
1.52
Risk-free rate: 2.0%
Sortino Ratio
1.39
Downside risk adjusted
Return/Volatility
1.71
Calmar Ratio
1.85
Return/Max Drawdown
Ulcer Index
1.81
Drawdown depth & duration
Martin Ratio
0.09
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,910.26
Backtest Period
2025-04-01 to 2026-10-16
1.5 years
Rebalancing
annual
Base Currency
EUR