Portfolio Report

Generated 2025-11-23 03:01 UTC

Price Movement

Company Symbol Last 1D 5D 1M YTD 1Y 1M Mag Trend (bars) Trend (line)
HSBC MSCI WORLD CLIMATE PARI HPAW.DE 29.64 +0.7% -1.2% -0.5% +2.8% +2.5%
ISHARES GLOBAL CONSUMER STAP KXI 64.06 +0.4% -0.9% -3.0% +6.3% +0.1%
ISHARES MSCI EUROPE QUALITY QDVX.DE 6.32 +0.4% -3.4% -2.6% +4.0% +3.8%
VANG FTSE EUR EURA VWCG.DE 51.19 +0.4% -3.0% -1.4% +13.9% +14.0%
VANGUARD GERMANY ALL CAP ETF VGER.DE 32.80 +0.3% -3.3% -4.0% +11.5% +13.8%
ISHARES MSCI WORLD QUALITY D QDVW.DE 6.86 +0.2% -1.8% -0.2% +3.4% +2.0%
JPM GB EQ PR IN ACT UT E-U D JGPI.DE 22.82 +0.2% -0.8% -1.8% -9.2% -12.2%
X EUR HY CORP BOND 1D XHYG.DE 15.88 +0.2% -1.2% -1.1% -1.1% -0.3%
SCHWAB US AGGREGATE BOND ETF SCHZ 23.45 +0.1% +0.1% -1.1% +3.3% +1.0%
SP FUNDS DOW JONES GLOBAL SU SPSK 18.59 +0.1% +0.3% -0.6% +4.3% +2.6%
JPMORGAN INCOME ETF JPIE 46.30 +0.1% +0.2% -0.3% +1.5% +0.8%
CREATEAI HOLDINGS INC TSPH 0.40 +0.0% +8.1% -11.1% +0.0% +25.0%
SCHWAB HIGH YIELD BOND ETF SCYB 26.29 -0.0% -0.1% -0.9% +0.5% -1.2%
FIDELITY EUROPE QUAL INC-ACC FEUQ.DE 8.40 -0.1% -3.2% -2.5% +12.1% +11.5%
X MSCI EUROPE VALUE 1C D5BL.DE 40.74 -0.2% -4.3% +0.4% +24.7% +26.0%
ARK GENOMIC REVOLUTION ETF ARKG 27.21 -0.2% +0.6% -11.0% +15.6% +5.9%
ISHARES DIVDAX UCITS ETF DE EXSB.DE 21.54 -0.2% -2.8% +1.8% +11.5% +12.2%
ISHARES PREFERRED & INCOME S PFF 30.31 -0.6% -1.7% -3.7% -3.6% -7.7%
FRANKLIN FTSE SAUDI ARABIA FLSA 32.84 -0.8% -1.6% -5.6% -6.6% -5.8%
JPMORGAN EQUITY PREMIUM INCO JEPI 55.85 -0.8% -1.8% -2.5% -2.9% -8.1%
ISHARES INTL DIV GROWTH ETF IGRO 78.85 -0.9% -2.6% -2.1% +16.0% +11.3%
JPM DIVERSIFIED RET EM EQUIT JPEM 59.62 -1.0% -2.1% +0.6% +14.9% +11.8%
SCHWAB INTERNATIONAL DVD ETF SCHY 28.41 -1.0% -2.5% +0.2% +22.9% +16.9%
XTRACKERS INTL REAL ESTATE HAUZ 22.84 -1.0% -2.2% -3.8% +15.4% +6.7%
VANGUARD INT HIGH DVD YLD IN VYMI 84.63 -1.0% -3.4% -0.5% +24.7% +20.5%
SCHWAB US DVD EQUITY ETF SCHD 26.62 -1.2% -2.2% -1.4% -2.6% -9.7%
AVANTIS INTL S/C VALUE ETF AVDV 87.51 -1.2% -2.9% -1.3% +34.5% +30.3%
SCHWAB EMRG MRKTS EQTY ETF SCHE 32.84 -1.2% -2.8% -2.2% +23.3% +19.0%
VANGUARD TOTAL INTL STOCK VXUS 72.19 -1.3% -3.7% -2.8% +22.5% +17.6%
DEUTSCHE LUFTHANSA-REG LHA.DE 7.80 -1.3% +0.3% +9.6% +27.0% +26.9%
ISHARES CORE INTL STOCK ETF IXUS 81.10 -1.4% -3.8% -2.9% +22.6% +17.9%
SCHWAB U.S. LARGE-CAP GROWTH SCHG 31.17 -1.9% -3.3% -2.8% +11.8% +12.6%
ROBO GLOBAL ROBOTICS AND AUT ROBO 63.04 -2.1% -6.1% -7.2% +12.1% +10.1%
THE 3D PRINTING ETF PRNT 20.98 -2.1% -5.8% -11.3% -0.6% -3.1%
JPM NASDAQ EQUITY PREMIUM JEPQ 55.82 -2.2% -3.4% -3.3% -1.0% -1.9%
STRATASYS LTD SSYS 8.20 -2.3% -12.1% -27.4% -7.8% -14.4%
NEOS NASDAQ-100 HIGH INC ETF QQQI 52.14 -2.3% -3.5% -3.6% -0.4% -0.3%
THEMES GENERAT ARTIF INTEL WISE 38.51 -2.4% -6.6% -12.1% +0.4% +13.7%
ISHARES US TECH BREAKTHROUGH TECB 58.23 -2.6% -4.8% -5.3% +9.5% +6.2%
MATERIALISE NV-ADR MTLS 5.85 -2.8% -4.3% -1.3% -16.9% -21.8%
KRANESHARES ELECTRIC VEHICLE KARS 29.58 -2.8% -6.1% -2.0% +41.2% +34.1%
ISHARES FUTURE AI & TECH ETF ARTY 44.23 -3.4% -5.6% -7.6% +19.3% +19.8%
DEFIANCE QUANTUM ETF QTUM 100.36 -4.0% -6.0% -6.4% +23.7% +44.6%
3D SYSTEMS CORP DDD 1.87 -5.6% -13.4% -37.9% -43.0% -36.8%
LUCID GROUP INC LCID 11.72 -6.0% -22.7% -36.6% -61.2% -46.1%
IONQ INC IONQ 41.00 -14.4% -9.7% -26.1% -1.8% +19.3%

Performance Summary

Portfolio Performance Summary
Realized performance (CumRet/MaxDD) & annualized stats
Portfolio Cumulative Return Max Drawdown Annual Return Annual Volatility Sharpe Ratio
DE (Max Sharpe) 39.44% 13.06% 21.60% 11.84% 1.82
growth (Target MV) 34.34% 11.59% 19.03% 10.46% 1.82
riskModerate (CVaR/FB) 39.30% 73.54% 98.57% 104.62% 0.94
aggressive (BL MaxSR) 10.42% 18.34% 10.20% 14.24% 0.72
conservative (HRP) 2.22% 4.06% 1.73% 3.23% 0.53
maxDiv (RiskBudget) 0.60% 2.71% 0.59% 2.39% 0.25

Strategy Charts (Email-safe)

Cumulative Growth (HTML line)
Portfolio Chart Latest
DE (Max Sharpe)
1.39× | -1.2% last period
riskModerate (CVaR/FB)
1.40× | -15.5% last period
aggressive (BL MaxSR)
1.09× | -1.5% last period
conservative (HRP)
1.02× | -0.0% last period
growth (Target MV)
1.34× | -1.0% last period
maxDiv (RiskBudget)
1.01× | 0.1% last period
Values
PortfolioWealthCumRetLast
DE (Max Sharpe) 1.39× 39.4% -1.2%
riskModerate (CVaR/FB) 1.40× 39.7% -15.5%
aggressive (BL MaxSR) 1.09× 9.4% -1.5%
conservative (HRP) 1.02× 2.4% -0.0%
growth (Target MV) 1.34× 34.3% -1.0%
maxDiv (RiskBudget) 1.01× 1.0% 0.1%
Drawdowns (HTML bars)
Portfolio Chart Latest
DE (Max Sharpe)
Now -5.1% | Max -13.1%
riskModerate (CVaR/FB)
Now -57.6% | Max -73.5%
aggressive (BL MaxSR)
Now -8.2% | Max -18.3%
conservative (HRP)
Now -1.2% | Max -4.1%
growth (Target MV)
Now -4.4% | Max -11.6%
maxDiv (RiskBudget)
Now -0.6% | Max -2.7%
Values
PortfolioNow DDMax DDAvg DD
DE (Max Sharpe) -5.1% -13.1% -1.4%
riskModerate (CVaR/FB) -57.6% -73.5% -36.7%
aggressive (BL MaxSR) -8.2% -18.3% -3.9%
conservative (HRP) -1.2% -4.1% -0.9%
growth (Target MV) -4.4% -11.6% -1.2%
maxDiv (RiskBudget) -0.6% -2.7% -0.7%
Rolling 12-Month Volatility (HTML bars)
Portfolio Chart Latest
DE (Max Sharpe)
σ_ann 13.1%
riskModerate (CVaR/FB)
σ_ann 117.8%
aggressive (BL MaxSR)
σ_ann 15.1%
conservative (HRP)
σ_ann 3.3%
growth (Target MV)
σ_ann 11.5%
maxDiv (RiskBudget)
σ_ann 2.4%
Values
Portfolioσ (annual)σ (period)
DE (Max Sharpe) 13.1% 0.0082
riskModerate (CVaR/FB) 117.8% 0.0742
aggressive (BL MaxSR) 15.1% 0.0095
conservative (HRP) 3.3% 0.0021
growth (Target MV) 11.5% 0.0072
maxDiv (RiskBudget) 2.4% 0.0015

Risk–Return Cards

DE (Max Sharpe)
Sharpe 1.82 MaxDD 13.06%
Annual Return 0.22
Annual Volatility 0.12
growth (Target MV)
Sharpe 1.82 MaxDD 11.59%
Annual Return 0.19
Annual Volatility 0.10
riskModerate (CVaR/FB)
Sharpe 0.94 MaxDD 73.54%
Annual Return 0.99
Annual Volatility 1.05
aggressive (BL MaxSR)
Sharpe 0.72 MaxDD 18.34%
Annual Return 0.10
Annual Volatility 0.14
conservative (HRP)
Sharpe 0.53 MaxDD 4.06%
Annual Return 0.02
Annual Volatility 0.03
maxDiv (RiskBudget)
Sharpe 0.25 MaxDD 2.71%
Annual Return 0.01
Annual Volatility 0.02

Weights by Strategy

DE (Max Sharpe)

45.5%
D5BL.DE
20.4%
QTUM
19.8%
SPSK
11.7%
AVDV
1.3%
IONQ
0.8%
TSPH
0.5%
SCHG
0.0%
IXUS
0.0%
JEPI
0.0%
VWCG.DE
0.0%
FEUQ.DE
0.0%
SCHY
0.0%
VXUS
0.0%
QQQI
0.0%
IGRO
0.0%
VGER.DE
0.0%
XHYG.DE
0.0%
EXSB.DE
0.0%
HAUZ
0.0%
FLSA

riskModerate (CVaR/FB)

100.0%
IONQ

aggressive (BL MaxSR)

2.2%
ARKG
2.2%
ARTY
2.2%
AVDV
2.2%
D5BL.DE
2.2%
DDD
2.2%
EXSB.DE
2.2%
FEUQ.DE
2.2%
FLSA
2.2%
HAUZ
2.2%
HPAW.DE
2.2%
IGRO
2.2%
IONQ
2.2%
IXUS
2.2%
JEPI
2.2%
JEPQ
2.2%
JGPI.DE
2.2%
JPEM
2.2%
JPIE
2.2%
KARS
2.2%
KXI

conservative (HRP)

47.0%
JPIE
15.5%
XHYG.DE
10.3%
SCHZ
7.9%
SPSK
3.2%
SCYB
2.3%
KXI
1.3%
FLSA
1.3%
PFF
1.0%
JGPI.DE
0.8%
D5BL.DE
0.6%
HAUZ
0.6%
QDVW.DE
0.6%
JPEM
0.5%
JEPI
0.5%
SCHD
0.5%
VWCG.DE
0.5%
IGRO
0.4%
FEUQ.DE
0.4%
IXUS
0.4%
TECB

growth (Target MV)

40.4%
D5BL.DE
29.8%
SPSK
17.5%
QTUM
9.7%
AVDV
1.0%
IONQ
0.8%
SCHG
0.8%
TSPH
0.0%
VXUS
0.0%
IXUS
0.0%
VYMI
0.0%
JEPQ
0.0%
VGER.DE
0.0%
JPEM
0.0%
WISE
0.0%
PFF
0.0%
QDVX.DE
0.0%
SCHD
0.0%
FLSA
0.0%
HAUZ
0.0%
PRNT

maxDiv (RiskBudget)

69.3%
JPIE
22.1%
XHYG.DE
6.3%
SPSK
2.4%
JGPI.DE
0.0%
TSPH
0.0%
SCYB
0.0%
VXUS
0.0%
VYMI
0.0%
HAUZ
0.0%
SCHY
0.0%
TECB
0.0%
JPEM
0.0%
D5BL.DE
0.0%
QTUM
0.0%
KXI
0.0%
SCHZ
0.0%
JEPQ
0.0%
QQQI
0.0%
PRNT
0.0%
FLSA

Monthly Return Heatmap (Last 12 Months)

Portfolio2024-122025-012025-022025-032025-042025-052025-062025-072025-082025-092025-102025-11
DE (Max Sharpe)
riskModerate (CVaR/FB)
aggressive (BL MaxSR)
conservative (HRP)
growth (Target MV)
maxDiv (RiskBudget)
Pure HTML/CSS (no images). Cards stacked row-wise for email clients. If web fonts are blocked, the design falls back to system fonts.