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Annual Rebalancing

EUR

Low Risk

4.1yr backtest

Performance Summary

Total Return+42.27%

Annualized Return+9.07%

Volatility+7.82%

Sharpe Ratio0.90

Max Drawdown+12.19%

Holdings

Asset Allocation

Asset Class

Equity 50.0%Bonds 30.0%Precious Metals 10.0%Commodities 10.0%

Holdings Details

A globally diversified ETF portfolio blending 50% stocks, 30% bonds, 10% gold, and 10% commodities for balanced, long-term growth.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
IUSQ.XETRA iShares MSCI ACWI UCITS ETF USD (Acc) • IE00B6R52259	IE00B6R52259	Acc	ETF	50.0%	0.2%
DBZB.XETRA Xtrackers II Global Government Bond UCITS ETF 1C EUR Hedged • LU0378818131	LU0378818131	Acc	ETF	20.0%	0.25%
4GLD.XETRA Xetra-Gold • DE000A0S9GB0	DE000A0S9GB0	Acc	ETF	10.0%	0%
ERNX.XETRA iShares EUR Ultrashort Bond UCITS ETF EUR (Acc) • IE000RHYOR04	IE000RHYOR04	Acc	ETF	10.0%	0.09%
SXRS.XETRA iShares Diversified Commodity Swap UCITS ETF • IE00BDFL4P12	IE00BDFL4P12	Acc	ETF	10.0%	0.19%
Total		Total			100.0%	0.18%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €14,227.42

Histogram of Monthly Returns

The portfolio had a positive return during 32 of the 50 months (64%)

Monthly Returns Heatmap

Best month: +5.6% • Worst month: -4.2% • Best year: 2024 (+17.1%) • Worst year: 2022 (-8.0%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+2.6%	+1.8%	-2.5%	+4.1%	+2.4%	-	-	-	-	-	-	-	+8.5%
2025	+3.5%	-0.7%	-3.2%	-2.4%	+2.5%	+0.2%	+2.7%	+0.1%	+3.1%	+3.4%	+0.6%	+0.6%	+10.4%
2024	+1.7%	+1.6%	+3.2%	-0.3%	+0.6%	+2.9%	+0.2%	-0.0%	+1.9%	+1.0%	+4.0%	-0.6%	+17.1%
2023	+3.1%	-0.9%	+0.9%	-0.3%	+1.2%	+1.4%	+1.9%	-0.4%	-1.2%	-1.2%	+2.9%	+2.4%	+10.2%
2022	-	-	-	+0.0%	-2.2%	-4.2%	+5.6%	-1.5%	-4.2%	+1.2%	+1.1%	-3.7%	-8.0%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +12.19% • The longest drawdown period lasted for 1 year and 3 months and was between August 2022 and December 2023. It reached a trough of -8.8%.

Detailed Metrics

Returns

Total Return

+42.27%

Annualized Return

+9.07%

Avg Monthly Return

+0.73%

Risk

Volatility (Annual)

+7.82%

Max Drawdown

+12.19%

Positive Months

64%

Average Drawdown

-3.2%

Risk-Adjusted

Sharpe Ratio

0.90

Risk-free rate: 2.0%

Sortino Ratio

0.85

Downside risk adjusted

Return/Volatility

1.16

Calmar Ratio

0.74

Return/Max Drawdown

Ulcer Index

3.75

Drawdown depth & duration

Martin Ratio

0.02

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€14,227.42

Backtest Period

2022-04-29 to 2026-05-22
4.1 years

Rebalancing

annual

Base Currency

EUR