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Béla

Created byuser-jb9a33

None Rebalancing

EUR

Low Risk

Multi-currency

1.1yr backtest

Performance Summary

Total Return+20.69%

Annualized Return+18.24%

Volatility+9.56%

Sharpe Ratio1.70

Max Drawdown+7.47%

Holdings

Asset Allocation

Asset Class

Bonds 40.0%Equity 40.0%Precious Metals 20.0%

Holdings Details

A diversified ETF portfolio blending global stocks, bonds, and gold for balanced exposure across major asset classes and regions.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
IB01.LSE iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) • IE00BGSF1X88	IE00BGSF1X88	Acc	ETF	20.0%	0.07%
VWRA.LSE Vanguard FTSE All-World UCITS ETF (USD) Accumulating • IE00BK5BQT80	IE00BK5BQT80	Acc	ETF	20.0%	0.19%
IGLN.LSE iShares Physical Gold ETC • IE00B4ND3602	IE00B4ND3602	Acc	ETF	20.0%	0.12%
DBMFE.PA iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403	LU2951555403	Acc	ETF	20.0%	0.75%
CEMC.XETRA iShares USD Treasury Bond 10-20yr UCITS ETF EUR Hedged (Acc) • IE00043L4HU0	IE00043L4HU0	Acc	ETF	20.0%	0.1%
Total		Total			100.0%	0.25%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €12,068.71

Histogram of Monthly Returns

The portfolio had a positive return during 10 of the 15 months (67%)

Monthly Returns Heatmap

Best month: +4.5% • Worst month: -4.4% • Best year: 2025 (+12.8%) • Worst year: 2026 (+7.0%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+3.9%	+4.5%	-4.4%	+0.8%	+1.9%	-1.3%	-1.2%	+2.9%	-	-	-	-	+7.0%
2025	-	-	-	-	-	+0.0%	+2.4%	+0.5%	+4.2%	+4.1%	+1.1%	-0.0%	+12.8%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +7.47% • The longest drawdown period lasted for 5 months and was between March 2026 and August 2026. It reached a trough of -7.5%.

Detailed Metrics

Returns

Total Return

+20.69%

Annualized Return

+18.24%

Avg Monthly Return

+1.29%

Risk

Volatility (Annual)

+9.56%

Max Drawdown

+7.47%

Positive Months

67%

Average Drawdown

-2.5%

Risk-Adjusted

Sharpe Ratio

1.70

Risk-free rate: 2.0%

Sortino Ratio

1.67

Downside risk adjusted

Return/Volatility

1.91

Calmar Ratio

2.44

Return/Max Drawdown

Ulcer Index

2.80

Drawdown depth & duration

Martin Ratio

0.06

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€12,068.71

Backtest Period

2025-06-30 to 2026-08-14
1.1 years

Rebalancing

none

Base Currency

EUR