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all-season-L-F-ethical

sostituito LU1708330318 GAGH con IE00BDBRDM35 per fare test sostituito IE000DNSAS54 XEMC con IE00BN4Q1675

Optimize
Annual Rebalancing
EUR
Low Risk
2.9yr backtest

Performance Summary

Total Return+46.39%
Annualized Return+14.05%
Volatility+9.68%
Sharpe Ratio1.24
Max Drawdown+13.81%

Holdings

Asset Allocation

Asset Class

Equity 48.0%Bonds 28.0%Other 14.0%Commodities 5.0%Precious Metals 5.0%
Holdings Details
Diversified ETF portfolio blending global stocks, bonds, and commodities for a balanced, socially-conscious investment strategy.
AssetTypeAllocationTER
XZSP.XETRA
Xtrackers S&P 500 Scored & Screened UCITS ETF 1CIE0007ULOZS8
ETF
22.0%0.08%
EUNA.XETRA
iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc)IE00BDBRDM35
ETF
20.0%0.1%
AW10.XETRA
UBS MSCI World ex USA Climate Paris Aligned UCITS ETF USD accIE00BN4Q0370
ETF
15.0%0.12%
MTI.PA
Amundi Euro Government Inflation-Linked Bond UCITS ETF AccLU1650491282
ETF
8.0%0.09%
XWEQ.XETRA
Xtrackers MSCI World Quality ESG UCITS ETF 1CIE0003NQ0IY5
ETF
7.0%0.25%
XWEV.XETRA
Xtrackers MSCI World Value ESG UCITS ETF
ETF
7.0%-
XWEM.XETRA
Xtrackers MSCI World Momentum ESG UCITS ETF
ETF
7.0%-
XCMC.XETRA
Xtrackers Bloomberg Commodity Swap UCITS ETF 1CLU2278080713
ETF
5.0%0.12%
RM8U.XETRA
The Royal Mint Physical Gold ETC SecuritiesXS2115336336
ETC
5.0%0.22%
AW12.XETRA
UBS MSCI EM Climate Paris Aligned UCITS ETF USD accIE00BN4Q1675
ETF
4.0%0.16%
Total100.0%0.10%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €14,639.45
Histogram of Monthly Returns
The portfolio had a positive return during 24 of the 35 months (69%)
Monthly Returns Heatmap
Best month: +5.7% • Worst month: -4.7% • Best year: 2024 (+19.0%) • Worst year: 2023 (+3.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.5%+1.9%-4.7%+5.7%+3.8%-------+9.4%
2025+3.0%-1.3%-4.2%-2.3%+3.2%+0.3%+2.6%+0.2%+2.8%+3.4%+0.4%+0.6%+8.9%
2024+2.2%+2.4%+3.1%-1.3%+1.2%+3.5%+0.4%-0.1%+1.7%+0.9%+5.0%-1.1%+19.0%
2023-------0.2%-0.3%-1.9%-1.9%+4.5%+3.2%+3.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +13.81% • The longest drawdown period lasted for 7 months and was between February 2025 and September 2025. It reached a trough of -13.8%.

Detailed Metrics

Returns
Total Return
+46.39%
Annualized Return
+14.05%
Avg Monthly Return
+1.12%
Risk
Volatility (Annual)
+9.68%
Max Drawdown
+13.81%
Positive Months
69%
Average Drawdown
-2.3%
Risk-Adjusted
Sharpe Ratio
1.24
Risk-free rate: 2.0%
Sortino Ratio
1.19
Downside risk adjusted
Return/Volatility
1.45
Calmar Ratio
1.02
Return/Max Drawdown
Ulcer Index
2.97
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
14,639.45
Backtest Period
2023-07-05 to 2026-05-29
2.9 years
Rebalancing
annual
Base Currency
EUR
all-season-L-F-ethical | +14.1% CAGR | ETF Backtest