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Version 3

Version 3

Created byuser-5vfnu3
None Rebalancing
EUR
Moderate Risk
1.8yr backtest
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Performance Summary

Total Return+28.69%
Annualized Return+14.67%
Volatility+14.28%
Sharpe Ratio0.89
Max Drawdown+20.61%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Version 3 portfolio: A strategic, diversified ETF allocation in EUR, designed for long-term capital growth with a simple buy-and-hold approach.
AssetTypeAllocationTER
SPYL.XETRA
State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) • IE000XZSV718
ETF
40.0%0.03%
AVWS.XETRA
Avantis Global Small Cap Value UCITS ETF USD Acc • IE0003R87OG3
ETF
20.0%0.39%
AVEM.XETRA
Avantis Emerging Markets Equity UCITS ETF USD Acc • IE000K975W13
ETF
20.0%0.35%
EXUS.XETRA
Xtrackers MSCI World ex USA UCITS ETF 1C • IE0006WW1TQ4
ETF
20.0%0.15%
Total100.0%0.19%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €12,869.12
Histogram of Monthly Returns
The portfolio had a positive return during 17 of the 23 months (74%)
Monthly Returns Heatmap
Best month: +8.2% • Worst month: -6.1% • Best year: 2026 (+18.9%) • Worst year: 2024 (-2.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.7%+3.5%-5.6%+8.2%+5.5%+1.9%-1.9%+2.5%+1.1%+0.2%--+18.9%
2025+4.1%-1.8%-6.1%-4.3%+6.4%+0.9%+4.0%+0.9%+2.5%+3.6%+0.3%+0.9%+11.3%
2024------------2.7%-2.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +20.61% • The longest drawdown period lasted for 6 months and was between February 2025 and September 2025. It reached a trough of -20.6%.

Detailed Metrics

Returns
Total Return
+28.69%
Annualized Return
+14.67%
Avg Monthly Return
+1.17%
Risk
Volatility (Annual)
+14.28%
Max Drawdown
+20.61%
Positive Months
74%
Average Drawdown
-3.3%
Risk-Adjusted
Sharpe Ratio
0.89
Risk-free rate: 2.0%
Sortino Ratio
0.83
Downside risk adjusted
Return/Volatility
1.03
Calmar Ratio
0.71
Return/Max Drawdown
Ulcer Index
4.53
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,869.12
Backtest Period
2024-12-12 to 2026-10-16
1.8 years
Rebalancing
none
Base Currency
EUR