HomePortfoliosAMC

AMC

Created byuser-ydolqm
FIRE Projection
Monthly Rebalancing
EUR
Low Risk
Multi-currency
0.2yr backtest

Performance Summary

Total Return+3.73%
Annualized Return+18.47%
Volatility+4.95%
Sharpe Ratio3.32
Max Drawdown+1.97%

Holdings

Asset Allocation

Asset Class

Money Market 47.0%Equity 29.0%Commodities 15.0%Precious Metals 9.0%
Holdings Details
Defensive diversified ETF portfolio with 47% money market, global equities, commodities, and gold for stability across all market cycles.
AssetTypeAllocationTER
PJEU.XETRA
Invesco Euro Cash 3 Months UCITS ETF Acc • IE00B3BPCH51
ETF
41.0%0.09%
CMOE.XETRA
Invesco Bloomberg Commodity UCITS ETF EUR hedged Acc • IE00BF4J0300
ETF
15.0%0.24%
IWDE.LSE
iShares MSCI World EUR Hedged UCITS ETF (Acc) • IE00B441G979
ETF
13.0%0.55%
SPYN.XETRA
SPDR® MSCI Europe Energy UCITS ETF • IE00BKWQ0F09
ETF
10.0%0.18%
XAD1.XETRA
Xtrackers Physical Gold EUR Hedged ETC • DE000A1EK0G3
ETF
9.0%0.59%
UUP.US
Invesco DB US Dollar Index Bullish Fund • US46141D2036
ETF
6.0%0.77%
AMEM.F
Amundi MSCI Emerging Markets Swap UCITS ETF EUR Acc • LU1681045370
ETF
3.0%0.2%
R2EH.PA
State Street SPDR Russell 2000 U.S. Small Cap UCITS ETF EUR Hedged (Acc) • IE000WFBC0W4
ETF
3.0%0.35%
Total100.0%0.28%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €10,373.35
Histogram of Monthly Returns
The portfolio had a positive return during 3 of the 4 months (75%)
Monthly Returns Heatmap
Best month: +2.6% • Worst month: -1.6% • Best year: 2026 (+3.7%) • Worst year: 2026 (+3.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026------1.6%+2.3%+2.6%+0.4%---+3.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +1.97% • The longest drawdown period lasted for 25 days and was between June 2026 and July 2026. It reached a trough of -2.0%.

Detailed Metrics

Returns
Total Return
+3.73%
Annualized Return
+18.47%
Avg Monthly Return
+0.93%
Risk
Volatility (Annual)
+4.95%
Max Drawdown
+1.97%
Positive Months
75%
Average Drawdown
-0.7%
Risk-Adjusted
Sharpe Ratio
3.32
Risk-free rate: 2.0%
Sortino Ratio
3.14
Downside risk adjusted
Return/Volatility
3.73
Calmar Ratio
9.38
Return/Max Drawdown
Ulcer Index
0.78
Drawdown depth & duration
Martin Ratio
0.21
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€10,373.35
Backtest Period
2026-06-17 to 2026-09-04
0.2 years
Rebalancing
monthly
Base Currency
EUR