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As is with LVO

Created byuser-1bpbfd

None Rebalancing

EUR

Low Risk

Multi-currency

0.5yr backtest

Performance Summary

Total Return+14.95%

Annualized Return+31.47%

Volatility+8.16%

Sharpe Ratio3.61

Max Drawdown+3.68%

Holdings

Asset Allocation

Asset Class

Equity 68.0%Bonds 21.0%Commodities 7.2%Precious Metals 3.8%

Holdings Details

Diversified ETF portfolio blending 63% global equities and 20% bonds, covering US, Europe, emerging markets, and factor strategies for balanced growth.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
VGEA.XETRA Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating • IE00BH04GL39	IE00BH04GL39	Acc	ETF	11.2%	0.07%
DBMFE.PA iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403	LU2951555403	Acc	ETF	10.4%	0.75%
SPYL.XETRA State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) • IE000XZSV718	IE000XZSV718	Acc	ETF	9.3%	0.03%
LYQ7.XETRA Amundi Euro Government Inflation-Linked Bond UCITS ETF Acc • LU1650491282	LU1650491282	Acc	ETF	9.1%	0.09%
IXUA.XETRA iShares MSCI World ex-USA UCITS ETF USD (Acc) • IE000R4ZNTN3	IE000R4ZNTN3	Acc	ETF	8.3%	0.15%
AMEM.F Amundi MSCI Emerging Markets Swap UCITS ETF EUR Acc • LU1681045370	LU1681045370	Acc	ETF	7.8%	0.2%
NTSG.XETRA WisdomTree Global Efficient Core UCITS ETF USD Unhedged Acc • IE00077IIPQ8	IE00077IIPQ8	Acc	ETF	7.4%	0.25%
IWMO.LSE iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) • IE00BP3QZ825	IE00BP3QZ825	Acc	ETF	6.8%	0.25%
IWVL.LSE iShares Edge MSCI World Value Factor UCITS ETF • IE00BP3QZB59	IE00BP3QZB59	Acc	ETF	6.8%	0.25%
IWQU.LSE iShares Edge MSCI World Quality Factor UCITS ETF (Acc) • IE00BP3QZ601	IE00BP3QZ601	Acc	ETF	6.2%	0.25%
LVO.AS Amundi S&P 500 VIX Futures Enhanced Roll UCITS ETF Acc • LU0832435464	LU0832435464	Acc	ETF	5.0%	0.6%
WCOA.LSE WisdomTree Enhanced Commodity UCITS ETF USD Acc • IE00BYMLZY74	IE00BYMLZY74	Acc	ETF	4.4%	0.7%
PPFB.XETRA iShares Physical Gold ETC • IE00B4ND3602	IE00B4ND3602	Acc	ETF	3.8%	0.12%
ROLL.LSE iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD • IE00BZ1NCS44	IE00BZ1NCS44	Acc	ETF	2.8%	0.28%
CATB.LSE HANetf KRC Cat Bond UCITS ETF (Acc) • IE000UWJUW87	IE000UWJUW87	Acc	ETF	0.5%	1.28%
EUNA.XETRA iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc) • IE00BDBRDM35	IE00BDBRDM35	Acc	ETF	0.2%	0.1%
Total		Total			100.0%	0.27%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €11,494.86

Histogram of Monthly Returns

The portfolio had a positive return during 6 of the 7 months (86%)

Monthly Returns Heatmap

Best month: +4.2% • Worst month: -2.3% • Best year: 2026 (+13.8%) • Worst year: 2025 (+1.0%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+3.0%	+3.4%	-2.3%	+4.2%	+4.0%	+1.0%	-	-	-	-	-	-	+13.8%
2025	-	-	-	-	-	-	-	-	-	-	-	+1.0%	+1.0%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +3.68% • The longest drawdown period lasted for 1 month and was between March 2026 and April 2026. It reached a trough of -3.7%.

Detailed Metrics

Returns

Total Return

+14.95%

Annualized Return

+31.47%

Avg Monthly Return

+2.03%

Risk

Volatility (Annual)

+8.16%

Max Drawdown

+3.68%

Positive Months

86%

Average Drawdown

-1.0%

Risk-Adjusted

Sharpe Ratio

3.61

Risk-free rate: 2.0%

Sortino Ratio

3.43

Downside risk adjusted

Return/Volatility

3.86

Calmar Ratio

8.55

Return/Max Drawdown

Ulcer Index

1.11

Drawdown depth & duration

Martin Ratio

0.27

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€11,494.86

Backtest Period

2025-12-15 to 2026-06-19
0.5 years

Rebalancing

none

Base Currency

EUR