HomePortfolios08.01 RP IQSA
Optimize
Annual Rebalancing
EUR
Low Risk
Multi-currency
7.0yr backtest

Performance Summary

Total Return+66.39%
Annualized Return+7.58%
Volatility+9.47%
Sharpe Ratio0.59
Max Drawdown+16.41%

Holdings

Asset Allocation

Asset Class

Commodities 52.5%Bonds 27.5%Equity 20.0%
Holdings Details
Diversified ETF portfolio blending commodities, long-term European bonds, and global ESG equities for multi-asset growth and stability.
AssetTypeAllocationTER
DBMF.US
iMGP DBi Managed Futures Strategy ETFUS53700T8273
ETF
30.0%0.85%
MTH.PA
Amundi Euro Government Bond 25+Y UCITS ETF AccLU1686832194
ETF
27.5%0.07%
CMOD.LSE
Invesco Bloomberg Commodity UCITS ETF AccIE00BD6FTQ80
ETF
22.5%0.19%
IQSA.XETRA
Invesco Global Active ESG Equity UCITS ETF AccIE00BJQRDN15
ETF
20.0%0.3%
Total100.0%0.38%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €16,638.8
Histogram of Monthly Returns
The portfolio had a positive return during 54 of the 84 months (64%)
Monthly Returns Heatmap
Best month: +5.8% • Worst month: -6.5% • Best year: 2021 (+18.2%) • Worst year: 2020 (+0.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.3%+4.5%+0.8%+1.9%+1.5%-0.3%+2.1%-----+14.7%
2025+1.8%-0.8%-5.0%-3.0%+0.6%-1.2%+1.3%-0.9%+3.2%+3.8%+1.1%-0.5%+0.0%
2024+2.3%+1.4%+4.1%+1.1%-1.1%+1.9%-1.6%-2.1%+1.6%-0.7%+5.5%-1.2%+11.6%
2023+1.0%-1.4%-2.7%-1.3%+0.8%+2.7%+0.3%+0.4%-0.2%-1.3%+0.1%+2.2%+0.5%
2022+4.6%+1.0%+5.1%+5.1%-2.7%-2.6%+4.5%-0.4%-0.4%+0.8%-4.5%-5.7%+4.2%
2021+1.1%+1.7%+3.5%+0.6%+1.2%+2.2%+2.9%-0.4%+1.0%+3.1%-0.6%+0.8%+18.2%
2020+1.5%-2.8%-6.5%+3.1%-0.7%+0.4%+0.5%+0.9%+0.4%+0.9%+1.0%+1.8%+0.0%
2019-------+5.8%+0.7%-2.2%+1.0%-0.3%+5.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +16.41% • The longest drawdown period lasted for 2 years and 3 months and was between August 2022 and November 2024. It reached a trough of -16.4%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (30.0% of total allocation)

Total Dividends Received

1,685.65

17 payments

Dividend Yield

1.88%

(annualized)

Avg Per Payment

99.16

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
202642.92
2025249.37
2024238.46
202397.62
2022760.54
202024.92
2019271.82
Total1,685.65

Detailed Metrics

Returns
Total Return
+66.39%
Annualized Return
+7.58%
Avg Monthly Return
+0.64%
Risk
Volatility (Annual)
+9.47%
Max Drawdown
+16.41%
Positive Months
64%
Average Drawdown
-5.8%
Risk-Adjusted
Sharpe Ratio
0.59
Risk-free rate: 2.0%
Sortino Ratio
0.55
Downside risk adjusted
Return/Volatility
0.80
Calmar Ratio
0.46
Return/Max Drawdown
Ulcer Index
7.14
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
16,638.8
Backtest Period
2019-08-05 to 2026-07-24
7.0 years
Rebalancing
annual
Base Currency
EUR
08.01 RP IQSA | +7.6% CAGR | ETF Backtest