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Target with LVO

Created byuser-1bpbfd

None Rebalancing

EUR

Low Risk

Multi-currency

1.3yr backtest

Performance Summary

Total Return+25.18%

Annualized Return+19.30%

Volatility+9.46%

Sharpe Ratio1.83

Max Drawdown+8.10%

Holdings

Asset Allocation

Asset Class

Equity 72.0%Bonds 18.0%Commodities 5.0%Precious Metals 5.0%

Holdings Details

A diversified 70% equity, 18% bond ETF portfolio covering global stocks, US, emerging markets, and Eurozone government bonds.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
NTSG.XETRA WisdomTree Global Efficient Core UCITS ETF USD Unhedged Acc • IE00077IIPQ8	IE00077IIPQ8	Acc	ETF	20.0%	0.25%
DBMFE.PA iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403	LU2951555403	Acc	ETF	12.0%	0.75%
VGEA.XETRA Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating • IE00BH04GL39	IE00BH04GL39	Acc	ETF	9.0%	0.07%
LYQ7.XETRA Amundi Euro Government Inflation-Linked Bond UCITS ETF Acc • LU1650491282	LU1650491282	Acc	ETF	9.0%	0.09%
SPYL.XETRA State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) • IE000XZSV718	IE000XZSV718	Acc	ETF	7.0%	0.03%
AMEM.F Amundi MSCI Emerging Markets Swap UCITS ETF EUR Acc • LU1681045370	LU1681045370	Acc	ETF	7.0%	0.2%
IWVL.LSE iShares Edge MSCI World Value Factor UCITS ETF • IE00BP3QZB59	IE00BP3QZB59	Acc	ETF	6.0%	0.25%
IWQU.LSE iShares Edge MSCI World Quality Factor UCITS ETF (Acc) • IE00BP3QZ601	IE00BP3QZ601	Acc	ETF	6.0%	0.25%
IXUA.XETRA iShares MSCI World ex-USA UCITS ETF USD (Acc) • IE000R4ZNTN3	IE000R4ZNTN3	Acc	ETF	6.0%	0.15%
IWMO.LSE iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) • IE00BP3QZ825	IE00BP3QZ825	Acc	ETF	6.0%	0.25%
WCOA.LSE WisdomTree Enhanced Commodity UCITS ETF USD Acc • IE00BYMLZY74	IE00BYMLZY74	Acc	ETF	5.0%	0.7%
PPFB.XETRA iShares Physical Gold ETC • IE00B4ND3602	IE00B4ND3602	Acc	ETF	5.0%	0.12%
LVO.AS Amundi S&P 500 VIX Futures Enhanced Roll UCITS ETF Acc • LU0832435464	LU0832435464	Acc	ETF	2.0%	0.6%
Total		Total			100.0%	0.28%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €12,518.43

Histogram of Monthly Returns

The portfolio had a positive return during 11 of the 16 months (69%)

Monthly Returns Heatmap

Best month: +5.0% • Worst month: -3.7% • Best year: 2026 (+13.4%) • Worst year: 2025 (+10.4%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+2.9%	+3.4%	-3.7%	+5.0%	+4.4%	+1.0%	-0.0%	-	-	-	-	-	+13.4%
2025	-	-	-	-2.9%	+3.0%	-0.4%	+2.6%	+0.0%	+3.0%	+4.4%	+0.1%	+0.4%	+10.4%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +8.10% • The longest drawdown period lasted for 1 month and was between March 2026 and April 2026. It reached a trough of -4.9%.

Detailed Metrics

Returns

Total Return

+25.18%

Annualized Return

+19.30%

Avg Monthly Return

+1.44%

Risk

Volatility (Annual)

+9.46%

Max Drawdown

+8.10%

Positive Months

69%

Average Drawdown

-1.3%

Risk-Adjusted

Sharpe Ratio

1.83

Risk-free rate: 2.0%

Sortino Ratio

1.69

Downside risk adjusted

Return/Volatility

2.04

Calmar Ratio

2.38

Return/Max Drawdown

Ulcer Index

1.67

Drawdown depth & duration

Martin Ratio

0.10

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€12,518.43

Backtest Period

2025-04-01 to 2026-07-10
1.3 years

Rebalancing

none

Base Currency

EUR