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All Weather

Created byuser-2d7px8
Annual Rebalancing
EUR
Low Risk
0.9yr backtest

Performance Summary

Total Return+9.50%
Annualized Return+10.74%
Volatility+9.98%
Sharpe Ratio0.88
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.
AssetTypeAllocationTER
NTSG.XETRA
WisdomTree Global Efficient Core UCITS ETF USD Unhedged Acc • IE00077IIPQ8
ETF
66.0%0.25%
DBMFE.PA
iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403
ETF
14.0%0.75%
CRRY.XETRA
WisdomTree Enhanced Commodity Carry • XS3022291473
ETF
10.0%0.34%
XGDU.XETRA
Xtrackers IE Physical Gold ETC • DE000A2T0VU5
ETC
10.0%0.25%
Total100.0%0.33%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €10,949.9
Histogram of Monthly Returns
The portfolio had a positive return during 7 of the 12 months (58%)
Monthly Returns Heatmap
Best month: +5.8% • Worst month: -6.8% • Best year: 2025 (+12.2%) • Worst year: 2026 (-2.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.5%+3.4%-6.8%+0.8%---------2.4%
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 November 2025 and January 2026. It reached a trough of -2.9%.

Detailed Metrics

Returns
Total Return
+9.50%
Annualized Return
+10.74%
Avg Monthly Return
+0.81%
Risk
Volatility (Annual)
+9.98%
Max Drawdown
+7.24%
Positive Months
58%
Average Drawdown
-1.3%
Risk-Adjusted
Sharpe Ratio
0.88
Risk-free rate: 2.0%
Sortino Ratio
0.80
Downside risk adjusted
Return/Volatility
1.08
Calmar Ratio
1.48
Return/Max Drawdown
Ulcer Index
1.75
Drawdown depth & duration
Martin Ratio
0.05
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€10,949.9
Backtest Period
2025-05-12 to 2026-04-02
0.9 years
Rebalancing
annual
Base Currency
EUR