€40,000 ETF Portfolio Dashboard
Risk, return, correlation, and allocation view across equity and bond sleeves
Total Capital
User-defined final allocation across four ETF sleeves.
Modeled Annual Return
Weighted from the source annualized return estimates.
Modeled Portfolio Volatility
Computed from asset volatilities and the correlation matrix.
Equity / Bond Split
Final weights emphasize US equities while preserving credit diversification.
VIX Regime
Current implied volatility compared with the long-run average in the source metrics.
Portfolio readout
- Equities account for of capital and drive of modeled annual return contribution.
- The weakest cross-asset relationship is , which supports diversification alongside the bond sleeves.
- The current VIX sits its mean, signaling a mildly elevated risk backdrop.
4 asset sleeves
5 interactive charts
€40,000 fully allocated
Suggested allocations were provided for reference, but the dashboard uses the final user-specified euro weights.
Asset metrics and final weights
| Asset Class | Annualized Return | Annualized Volatility | Max Drawdown | Final Weight | Allocation |
|---|
Annualized Return vs. Annualized Volatility
Bubble size reflects final portfolio weight, separating the higher-growth equity sleeves from the lower-volatility bond sleeves.
Maximum Drawdown by Asset Class
Drawdown magnitudes highlight how equity sleeves carried materially deeper peak-to-trough declines than the bond exposures.
Correlation Matrix
Pairwise relationships remain strongest within equities and materially lower between equities and investment-grade credit.
Final €40,000 Allocation
The final capital split places 65% in equities and 35% in bond sleeves.
Expected Return Contribution Build-up
A waterfall view of how each sleeve contributes to the portfolio’s modeled annualized return.