HomePortfolios80 GERD / 7 MTH / 7 LYQ2 / 6 DBMF

80 GERD / 7 MTH / 7 LYQ2 / 6 DBMF

Created byuser-dmjf59
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Annual Rebalancing
EUR
Moderate Risk
Multi-currency
3.1yr backtest

Performance Summary

Total Return+48.39%
Annualized Return+13.71%
Volatility+10.77%
Sharpe Ratio1.09
Max Drawdown+16.47%

Holdings

Asset Allocation

Asset Class

Equity 80.0%Bonds 14.0%Commodities 6.0%
Holdings Details
Diversified ETF portfolio with 80% global equity, 14% European bonds, and 6% managed futures for balanced, long-term growth.
AssetTypeAllocationTER
GERD.XETRA
L&G Gerd Kommer Multifactor Equity UCITS ETF USD Accumulating • IE0001UQQ933
ETF
80.0%0.45%
MTH.PA
Amundi Euro Government Bond 25+Y UCITS ETF Acc • LU1686832194
ETF
7.0%0.07%
LYQ2.XETRA
Amundi Euro Government Bond 1-3Y UCITS ETF Acc • LU1650487413
ETF
7.0%0.15%
DBMF.US
iMGP DBi Managed Futures Strategy ETF • US53700T8273
ETF
6.0%0.85%
Total100.0%0.43%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €14,839.3
Histogram of Monthly Returns
The portfolio had a positive return during 25 of the 38 months (66%)
Monthly Returns Heatmap
Best month: +6.1% • Worst month: -5.4% • Best year: 2024 (+15.7%) • Worst year: 2023 (+6.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.1%+3.5%-5.2%+6.1%+5.1%+2.2%-2.2%-----+11.6%
2025+4.0%-1.1%-5.4%-2.9%+5.0%+0.2%+2.9%-0.4%+2.2%+3.4%-0.1%+0.2%+7.7%
2024+1.6%+2.8%+3.2%-1.4%+0.8%+2.0%+1.0%-0.7%+1.9%+0.0%+5.9%-2.3%+15.7%
2023-----+1.3%+2.5%-1.0%-0.7%-3.5%+3.8%+4.3%+6.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +16.47% • The longest drawdown period lasted for 7 months and was between February 2025 and October 2025. It reached a trough of -16.5%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (6.0% of total allocation)

Total Dividends Received

€106.07

11 payments

Dividend Yield

0.28%

(annualized)

Avg Per Payment

€9.64

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€7.93
2025€42.63
2024€39.10
2023€16.42
Total€106.07

Detailed Metrics

Returns
Total Return
+48.39%
Annualized Return
+13.71%
Avg Monthly Return
+1.08%
Risk
Volatility (Annual)
+10.77%
Max Drawdown
+16.47%
Positive Months
66%
Average Drawdown
-2.4%
Risk-Adjusted
Sharpe Ratio
1.09
Risk-free rate: 2.0%
Sortino Ratio
1.02
Downside risk adjusted
Return/Volatility
1.27
Calmar Ratio
0.83
Return/Max Drawdown
Ulcer Index
3.29
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€14,839.3
Backtest Period
2023-06-21 to 2026-07-17
3.1 years
Rebalancing
annual
Base Currency
EUR
80 GERD / 7 MTH / 7 LYQ2 / 6 DBMF | 1.09 Sharpe