HomePortfolios03 95 IQSA / 5 FRNE / 5 DBMF

03 95 IQSA / 5 FRNE / 5 DBMF

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Annual Rebalancing
EUR
Moderate Risk
Multi-currency
7.0yr backtest

Performance Summary

Total Return+174.94%
Annualized Return+15.48%
Volatility+14.89%
Sharpe Ratio0.91
Max Drawdown+31.56%

Holdings

Asset Allocation

Asset Class

Equity 90.0%Commodities 5.0%Bonds 5.0%
Holdings Details
Diversified ETF portfolio blending 90% global ESG equities, 5% managed futures, and 5% floating-rate bonds for balanced growth.
AssetTypeAllocationTER
IQSA.XETRA
Invesco Global Active ESG Equity UCITS ETF AccIE00BJQRDN15
ETF
90.0%0.3%
DBMF.US
iMGP DBi Managed Futures Strategy ETFUS53700T8273
ETF
5.0%0.85%
FRNU.XETRA
Amundi Floating Rate USD Corporate ESG UCITS ETF USD (C)LU1681040900
ETF
5.0%0.18%
Total100.0%0.32%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €27,494.4
Histogram of Monthly Returns
The portfolio had a positive return during 54 of the 85 months (64%)
Monthly Returns Heatmap
Best month: +8.5% • Worst month: -10.4% • Best year: 2021 (+33.5%) • Worst year: 2022 (-6.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.2%+2.8%-4.5%+7.9%+5.3%+4.1%-0.9%+3.0%----+20.0%
2025+4.4%-2.4%-7.1%-4.1%+6.4%-0.3%+4.3%-1.1%+2.9%+3.8%+0.7%+1.3%+8.4%
2024+5.7%+4.9%+5.5%-2.2%+0.7%+4.0%-0.2%-0.5%+1.4%+0.8%+8.3%-2.6%+28.2%
2023+5.1%+1.6%-3.1%-1.1%+2.2%+5.6%+1.6%-0.8%-0.3%-3.6%+5.1%+4.7%+17.7%
2022-2.5%-1.3%+4.0%+0.7%-3.3%-6.4%+7.3%-0.9%-4.3%+6.1%+0.4%-5.1%-6.0%
2021+2.4%+2.4%+8.4%+0.6%+0.9%+3.8%+1.7%+2.6%-2.1%+3.2%+0.9%+4.9%+33.5%
2020-0.5%-8.8%-10.4%+8.5%+2.0%+1.9%-1.2%+5.0%-1.1%-2.7%+6.8%+1.7%-0.6%
2019-------+3.6%+3.7%-1.1%+4.5%+1.1%+12.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +31.56% • The longest drawdown period lasted for 11 months and was between February 2020 and February 2021. It reached a trough of -31.6%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (5.0% of total allocation)

Total Dividends Received

341.79

17 payments

Dividend Yield

0.30%

(annualized)

Avg Per Payment

20.11

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
202611.33
202560.99
202450.57
202317.77
2022151.41
20204.42
201945.30
Total341.79

Detailed Metrics

Returns
Total Return
+174.94%
Annualized Return
+15.48%
Avg Monthly Return
+1.27%
Risk
Volatility (Annual)
+14.89%
Max Drawdown
+31.56%
Positive Months
64%
Average Drawdown
-4.5%
Risk-Adjusted
Sharpe Ratio
0.91
Risk-free rate: 2.0%
Sortino Ratio
0.82
Downside risk adjusted
Return/Volatility
1.04
Calmar Ratio
0.49
Return/Max Drawdown
Ulcer Index
6.14
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
27,494.4
Backtest Period
2019-08-05 to 2026-08-14
7.0 years
Rebalancing
annual
Base Currency
EUR