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all-season-L-F-ethical

sostituito LU1708330318 GAGH con IE00BDBRDM35 per fare test sostituito IE000DNSAS54 XEMC con IE00BN4Q1675 sostituito Xtrackers MSCI World Momentum con IE00BL25JP72 sostituito XZSP con IE000KXCEXR3

Created byuser-pxtj1u
Optimize
Annual Rebalancing
EUR
Moderate Risk
Multi-currency
6.3yr backtest

Performance Summary

Total Return+97.89%
Annualized Return+11.43%
Volatility+10.07%
Sharpe Ratio0.94
Max Drawdown+17.72%

Holdings

Asset Allocation

Asset Class

Equity 62.0%Bonds 28.0%Precious Metals 5.0%Commodities 5.0%
Holdings Details
A diversified ETF portfolio blending global stocks, bonds, commodities, and gold for balanced exposure across major asset classes and regions.
AssetTypeAllocationTER
S500.PA
Amundi S&P 500 Screened UCITS ETF Acc • IE000KXCEXR3
ETF
22.0%0.12%
EUNA.XETRA
iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc) • IE00BDBRDM35
ETF
20.0%0.1%
VIDY.TO
Vanguard FTSE Developed ex North America High Dividend Yield Index ETF • CA92202A1003
ETF
15.0%0.22%
MTI.PA
Amundi Euro Government Inflation-Linked Bond UCITS ETF Acc • LU1650491282
ETF
8.0%0.09%
XDEM.XETRA
Xtrackers MSCI World Momentum UCITS ETF 1C • IE00BL25JP72
ETF
7.0%0.25%
XDEQ.XETRA
Xtrackers MSCI World Quality UCITS ETF 1C • IE00BL25JL35
ETF
7.0%0.25%
XDEV.XETRA
Xtrackers MSCI World Value UCITS ETF 1C • IE00BL25JM42
ETF
7.0%0.25%
RM8U.XETRA
The Royal Mint Physical Gold ETC Securities • XS2115336336
ETC
5.0%0.22%
ETL2.XETRA
L&G Longer Dated All Commodities UCITS ETF • IE00B4WPHX27
ETF
5.0%0.3%
AYEM.XETRA
iShares MSCI EM IMI Screened UCITS ETF USD (Acc) • IE00BFNM3P36
ETF
4.0%0.18%
Total100.0%0.17%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €19,789.06
Histogram of Monthly Returns
The portfolio had a positive return during 52 of the 77 months (68%)
Monthly Returns Heatmap
Best month: +6.5% • Worst month: -8.9% • Best year: 2021 (+22.2%) • Worst year: 2022 (-7.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.6%+2.5%-3.9%+5.4%+3.9%+1.1%------+11.9%
2025+3.2%-0.0%-3.7%-2.3%+3.0%+0.2%+2.8%+0.5%+2.4%+3.1%+1.1%+0.7%+11.3%
2024+2.2%+2.2%+3.5%-0.9%+1.4%+2.6%+0.5%-0.1%+1.3%+0.4%+4.4%-1.3%+17.4%
2023+3.5%-0.5%+0.3%+0.3%+0.9%+1.8%+2.3%-0.4%-1.3%-1.6%+3.8%+2.6%+12.0%
2022-1.7%-0.8%+3.1%-1.3%-1.6%-5.5%+6.5%-1.8%-5.4%+3.4%+1.8%-3.9%-7.8%
2021+0.9%+1.6%+4.4%+1.3%+0.5%+2.3%+1.7%+1.7%-1.0%+3.7%+0.3%+2.9%+22.2%
2020-+0.0%-8.9%+5.9%+1.3%+1.5%+0.0%+3.4%-0.9%-1.5%+5.7%+1.3%+7.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +17.72% • The longest drawdown period lasted for 1 year and 7 months and was between April 2022 and November 2023. It reached a trough of -10.2%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (15.0% of total allocation)

Total Dividends Received

€500.00

26 payments

Dividend Yield

0.58%

(annualized)

Avg Per Payment

€19.23

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€52.23
2025€102.98
2024€82.67
2023€79.07
2022€85.42
2021€59.73
2020€37.90
Total€500.00

Detailed Metrics

Returns
Total Return
+97.89%
Annualized Return
+11.43%
Avg Monthly Return
+0.93%
Risk
Volatility (Annual)
+10.07%
Max Drawdown
+17.72%
Positive Months
68%
Average Drawdown
-2.8%
Risk-Adjusted
Sharpe Ratio
0.94
Risk-free rate: 2.0%
Sortino Ratio
0.84
Downside risk adjusted
Return/Volatility
1.14
Calmar Ratio
0.65
Return/Max Drawdown
Ulcer Index
3.69
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€19,789.06
Backtest Period
2020-02-28 to 2026-06-19
6.3 years
Rebalancing
annual
Base Currency
EUR