Home Portfoliosall-season-comm-equity

all-season-comm-equity

Created byuser-pxtj1u

None Rebalancing

EUR

Low Risk

Multi-currency

1.3yr backtest

Performance Summary

Total Return+16.45%

Annualized Return+12.20%

Volatility+8.16%

Sharpe Ratio1.25

Max Drawdown+10.86%

Holdings

Asset Allocation

Asset Class

Equity 56.0%Bonds 34.0%Precious Metals 5.0%Commodities 5.0%

Holdings Details

A diversified ETF portfolio blending global stocks, bonds, commodities, and gold for balanced growth across major markets and asset classes.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
EUNA.XETRA iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc) • IE00BDBRDM35	IE00BDBRDM35	Acc	ETF	24.0%	0.1%
SPYL.F State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) • IE000XZSV718	IE000XZSV718	Acc	ETF	17.5%	0.03%
IQSA.XETRA Invesco Global Active ESG Equity UCITS ETF Acc • IE00BJQRDN15	IE00BJQRDN15	Acc	ETF	17.0%	0.3%
IXUA.XETRA iShares MSCI World ex-USA UCITS ETF USD (Acc) • IE000R4ZNTN3	IE000R4ZNTN3	Acc	ETF	15.5%	0.15%
MTI.PA Amundi Euro Government Inflation-Linked Bond UCITS ETF Acc • LU1650491282	LU1650491282	Acc	ETF	10.0%	0.09%
AMEM.F Amundi MSCI Emerging Markets Swap UCITS ETF EUR Acc • LU1681045370	LU1681045370	Acc	ETF	6.0%	0.2%
PPFB.F iShares Physical Gold ETC • IE00B4ND3602	IE00B4ND3602	Acc	ETF	5.0%	0.12%
ROLL.LSE iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD • IE00BZ1NCS44	IE00BZ1NCS44	Acc	ETF	5.0%	0.28%
Total		Total			100.0%	0.14%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €11,644.85

Histogram of Monthly Returns

The portfolio had a positive return during 13 of the 17 months (76%)

Monthly Returns Heatmap

Best month: +4.6% • Worst month: -3.8% • Best year: 2026 (+9.3%) • Worst year: 2025 (+6.5%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+2.4%	+2.7%	-3.8%	+4.6%	+3.2%	-	-	-	-	-	-	-	+9.3%
2025	+0.4%	-0.7%	-3.4%	-2.1%	+3.1%	+0.4%	+2.3%	+0.1%	+2.5%	+3.2%	+0.1%	+0.7%	+6.5%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +10.86% • The longest drawdown period lasted for 6 months and was between February 2025 and September 2025. It reached a trough of -10.9%.

Detailed Metrics

Returns

Total Return

+16.45%

Annualized Return

+12.20%

Avg Monthly Return

+0.93%

Risk

Volatility (Annual)

+8.16%

Max Drawdown

+10.86%

Positive Months

76%

Average Drawdown

-2.3%

Risk-Adjusted

Sharpe Ratio

1.25

Risk-free rate: 2.0%

Sortino Ratio

1.19

Downside risk adjusted

Return/Volatility

1.50

Calmar Ratio

1.12

Return/Max Drawdown

Ulcer Index

3.00

Drawdown depth & duration

Martin Ratio

0.03

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€11,644.85

Backtest Period

2025-01-30 to 2026-05-28
1.3 years

Rebalancing

none

Base Currency

EUR