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ChatG-RayD-UCITs

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None Rebalancing
EUR
Moderate Risk
Multi-currency
2.9yr backtest

Performance Summary

Total Return+56.16%
Annualized Return+16.84%
Volatility+10.25%
Sharpe Ratio1.45
Max Drawdown+13.77%

Holdings

Asset Allocation

Asset Class

Equity 62.0%Bonds 20.0%Precious Metals 10.0%Commodities 8.0%
Holdings Details
Diversified global ETF portfolio blending equities, bonds, gold, commodities, and thematic sectors for balanced, long-term growth.
AssetTypeAllocationTER
VWRA.LSE
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
35.0%0.19%
ERNA.LSE
iShares USD Ultrashort Bond UCITS ETF USD (Acc)IE00BGCSB447
ETF
15.0%0.09%
EGLN.LSE
iShares Physical Gold ETCIE00B4ND3602
ETF
10.0%0.12%
SXLE.LSE
State Street SPDR S&P U.S. Energy Select Sector UCITS ETF USDIE00BWBXM492
ETF
10.0%0.15%
CMOD.LSE
Invesco Bloomberg Commodity UCITS ETF AccIE00BD6FTQ80
ETF
8.0%0.19%
DFEN.XETRA
VanEck Defense UCITS ETF AIE000YYE6WK5
ETF
7.0%0.55%
CBUX.XETRA
iShares Global Infrastructure UCITS ETF USD (Acc)IE000CK5G8J7
ETF
5.0%0.65%
EIMI.LSE
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)IE00BKM4GZ66
ETF
5.0%0.18%
ITPS.SW
iShares USD TIPS UCITS ETF USD (Acc)IE00B1FZSC47
ETF
5.0%0.1%
Total100.0%0.21%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €15,615.68
Histogram of Monthly Returns
The portfolio had a positive return during 23 of the 35 months (66%)
Monthly Returns Heatmap
Best month: +5.6% • Worst month: -3.7% • Best year: 2024 (+21.5%) • Worst year: 2023 (+4.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+5.6%+3.5%-1.9%+2.5%--------+9.9%
2025+3.9%-0.1%-1.9%-3.7%+2.8%-0.5%+3.5%+0.7%+4.3%+2.8%-0.0%+0.4%+12.4%
2024+2.4%+2.5%+4.2%+0.6%-0.2%+2.6%+0.6%-0.6%+1.4%+2.3%+5.1%-1.1%+21.5%
2023------0.2%+2.9%-0.2%+0.4%-1.5%+1.4%+1.3%+4.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +13.77% • The longest drawdown period lasted for 6 months and was between February 2025 and September 2025. It reached a trough of -13.8%.

Detailed Metrics

Returns
Total Return
+56.16%
Annualized Return
+16.84%
Avg Monthly Return
+1.30%
Risk
Volatility (Annual)
+10.25%
Max Drawdown
+13.77%
Positive Months
66%
Average Drawdown
-1.9%
Risk-Adjusted
Sharpe Ratio
1.45
Risk-free rate: 2.0%
Sortino Ratio
1.36
Downside risk adjusted
Return/Volatility
1.64
Calmar Ratio
1.22
Return/Max Drawdown
Ulcer Index
2.52
Drawdown depth & duration
Martin Ratio
0.06
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
15,615.68
Backtest Period
2023-06-19 to 2026-04-30
2.9 years
Rebalancing
none
Base Currency
EUR