Home PortfoliosBench 1

Bench 1

Created byuser-a1qdsa

Annual Rebalancing

EUR

Moderate Risk

1.4yr backtest

Performance Summary

Total Return+26.19%

Annualized Return+17.97%

Volatility+11.33%

Sharpe Ratio1.41

Max Drawdown+9.50%

Holdings

Asset Allocation

Asset Class

Equity 90.0%Precious Metals 10.0%

Holdings Details

A diversified ETF portfolio blending 90% global equities and 10% gold for a balanced core-and-satellite investment strategy.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
NTSG.XETRA WisdomTree Global Efficient Core UCITS ETF USD Unhedged Acc • IE00077IIPQ8	IE00077IIPQ8	Acc	ETF	66.0%	0.25%
DBMFE.PA iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403	LU2951555403	Acc	ETF	24.0%	0.75%
XAD5.XETRA Xtrackers Physical Gold ETC (EUR) EUR • DE000A1E0HR8	DE000A1E0HR8	Acc	ETC	10.0%	0.25%
Total		Total			100.0%	0.37%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €12,618.93

Histogram of Monthly Returns

The portfolio had a positive return during 12 of the 17 months (71%)

Monthly Returns Heatmap

Best month: +6.4% • Worst month: -4.7% • Best year: 2025 (+13.1%) • Worst year: 2026 (+11.5%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+1.9%	+3.5%	-4.7%	+3.6%	+3.4%	+1.5%	+0.5%	+1.5%	-	-	-	-	+11.5%
2025	-	-	-	-3.7%	+3.6%	-0.6%	+3.7%	-0.4%	+3.7%	+6.4%	+0.1%	-0.1%	+13.1%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +9.50% • The longest drawdown period lasted for 2 months and was between March 2026 and May 2026. It reached a trough of -6.6%.

Detailed Metrics

Returns

Total Return

+26.19%

Annualized Return

+17.97%

Avg Monthly Return

+1.42%

Risk

Volatility (Annual)

+11.33%

Max Drawdown

+9.50%

Positive Months

71%

Average Drawdown

-1.6%

Risk-Adjusted

Sharpe Ratio

1.41

Risk-free rate: 2.0%

Sortino Ratio

1.27

Downside risk adjusted

Return/Volatility

1.59

Calmar Ratio

1.89

Return/Max Drawdown

Ulcer Index

2.02

Drawdown depth & duration

Martin Ratio

0.08

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€12,618.93

Backtest Period

2025-04-01 to 2026-08-28
1.4 years

Rebalancing

annual

Base Currency

EUR