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All Weather

Created byuser-2d7px8

Annual Rebalancing

EUR

Low Risk

1.2yr backtest

Performance Summary

Total Return+22.33%

Annualized Return+17.69%

Volatility+9.79%

Sharpe Ratio1.60

Max Drawdown+7.24%

Holdings

Asset Allocation

Asset Class

Equity 80.0%Commodities 10.0%Precious Metals 10.0%

Holdings Details

All-weather ETF portfolio blending global stocks, managed futures, commodities, and gold for diversified, resilient long-term growth.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
NTSG.XETRA WisdomTree Global Efficient Core UCITS ETF USD Unhedged Acc • IE00077IIPQ8	IE00077IIPQ8	Acc	ETF	66.0%	0.25%
DBMFE.PA iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403	LU2951555403	Acc	ETF	14.0%	0.75%
CRRY.XETRA WisdomTree Enhanced Commodity Carry • XS3022291473	XS3022291473	Acc	ETF	10.0%	0.34%
XGDU.XETRA Xtrackers IE Physical Gold ETC • DE000A2T0VU5	DE000A2T0VU5	Acc	ETC	10.0%	0.25%
Total		Total			100.0%	0.33%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €12,232.74

Histogram of Monthly Returns

The portfolio had a positive return during 10 of the 16 months (63%)

Monthly Returns Heatmap

Best month: +5.8% • Worst month: -6.8% • Best year: 2025 (+12.2%) • Worst year: 2026 (+9.0%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+0.5%	+3.4%	-6.8%	+3.9%	+4.0%	+1.9%	-0.1%	+2.5%	-	-	-	-	+9.0%
2025	-	-	-	-	+0.1%	-0.6%	+3.7%	-0.3%	+3.3%	+5.8%	-0.1%	-0.0%	+12.2%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +7.24% • The longest drawdown period lasted for 2 months and was between March 2026 and May 2026. It reached a trough of -7.2%.

Detailed Metrics

Returns

Total Return

+22.33%

Annualized Return

+17.69%

Avg Monthly Return

+1.31%

Risk

Volatility (Annual)

+9.79%

Max Drawdown

+7.24%

Positive Months

63%

Average Drawdown

-1.4%

Risk-Adjusted

Sharpe Ratio

1.60

Risk-free rate: 2.0%

Sortino Ratio

1.54

Downside risk adjusted

Return/Volatility

1.81

Calmar Ratio

2.44

Return/Max Drawdown

Ulcer Index

1.79

Drawdown depth & duration

Martin Ratio

0.09

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€12,232.74

Backtest Period

2025-05-12 to 2026-08-07
1.2 years

Rebalancing

annual

Base Currency

EUR