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ChatG-RayD-UCITs

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None Rebalancing
EUR
Low Risk
2.8yr backtest

Performance Summary

Total Return+62.10%
Annualized Return+18.76%
Volatility+8.99%
Sharpe Ratio1.86
Max Drawdown+9.45%

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 €16,210.18
Histogram of Monthly Returns
The portfolio had a positive return during 26 of the 35 months (74%)
Monthly Returns Heatmap
Best month: +6.8% • Worst month: -3.2% • Best year: 2025 (+22.6%) • Worst year: 2023 (+4.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+6.8%+2.5%-3.2%+2.2%--------+8.4%
2025+3.8%-0.1%+0.9%-0.5%+3.2%+2.4%+2.1%+1.3%+4.5%+1.9%+0.2%+1.2%+22.6%
2024+0.7%+2.5%+4.1%-0.3%+1.1%+1.6%+1.4%+1.0%+2.0%+0.6%+2.8%-2.3%+16.2%
2023------0.3%+3.5%-1.3%-1.6%-1.4%+3.7%+2.4%+4.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +9.45% • The longest drawdown period lasted for 4 months and was between August 2023 and November 2023. It reached a trough of -5.1%.

Detailed Metrics

Returns
Total Return
+62.10%
Annualized Return
+18.76%
Avg Monthly Return
+1.41%
Risk
Volatility (Annual)
+8.99%
Max Drawdown
+9.45%
Positive Months
74%
Average Drawdown
-1.3%
Risk-Adjusted
Sharpe Ratio
1.86
Risk-free rate: 2.0%
Sortino Ratio
1.75
Downside risk adjusted
Return/Volatility
2.09
Calmar Ratio
1.99
Return/Max Drawdown
Ulcer Index
1.60
Drawdown depth & duration
Martin Ratio
0.10
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
16,210.18
Backtest Period
2023-06-19 to 2026-04-10
2.8 years
Rebalancing
none
Base Currency
EUR