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ChatGPT Recommendation

Created byuser-dmjf59

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Annual Rebalancing

EUR

Moderate Risk

Multi-currency

2.8yr backtest

Performance Summary

Total Return+57.15%

Annualized Return+17.33%

Volatility+11.43%

Sharpe Ratio1.34

Max Drawdown+18.47%

Holdings

Asset Allocation

Asset Class

Equity 75.0%Commodities 15.0%Bonds 10.0%

Holdings Details

Diversified ETF portfolio blending 75% global equities, 15% managed futures, and 10% cat bonds for robust, multi-asset growth.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
NTSX.LSE WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc • IE000KF370H3	IE000KF370H3	Acc	ETF	55.0%	0.2%
DBMF.US iMGP DBi Managed Futures Strategy ETF • US53700T8273	US53700T8273	Dist	ETF	15.0%	0.85%
IQSA.XETRA Invesco Global Active ESG Equity UCITS ETF Acc • IE00BJQRDN15	IE00BJQRDN15	Acc	ETF	15.0%	0.3%
IE00B3Q8M574 GAM Star Fund plc - GAM Star Cat Bond Class Ordinary EUR Accumulation Hedged • IE00B3Q8M574	IE00B3Q8M574	Acc	FUND	10.0%	1.45%
IS3N.XETRA iShares Core MSCI Emerging Markets IMI UCITS • IE00BKM4GZ66	IE00BKM4GZ66	Acc	ETF	5.0%	0.18%
Total		Total			100.0%	0.44%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €15,715.48

Histogram of Monthly Returns

The portfolio had a positive return during 24 of the 35 months (69%)

Monthly Returns Heatmap

Best month: +6.8% • Worst month: -6.2% • Best year: 2024 (+24.3%) • Worst year: 2025 (+4.6%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+0.1%	+2.8%	-4.1%	+6.8%	+4.9%	+1.4%	-1.4%	+1.8%	-	-	-	-	+12.5%
2025	+2.7%	-2.4%	-6.2%	-4.6%	+4.0%	+0.4%	+3.8%	+0.3%	+3.1%	+4.3%	+0.1%	-0.5%	+4.6%
2024	+3.6%	+3.5%	+4.1%	-1.7%	+0.3%	+5.4%	-0.3%	-0.6%	+1.7%	+0.6%	+6.3%	-0.5%	+24.3%
2023	-	-	-	-	-	-	-	-	-	-0.3%	+4.3%	+3.3%	+7.5%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +18.47% • The longest drawdown period lasted for 8 months and was between February 2025 and October 2025. It reached a trough of -18.5%.

Dividend Income

Summary

This portfolio contains 1 distributing ETF (15.0% of total allocation)

Total Dividends Received

€271.48

11 payments

Dividend Yield

0.74%

(annualized)

Avg Per Payment

€24.68

per event

All dividends are automatically reinvested at the payment date. The portfolio value shown includes the compounding effect of dividend reinvestment.

Annual Breakdown

Dividend income per calendar year

Year	Dividends	Yield	Payments
2026	€20.70	0.14%	2
2025	€114.46	0.87%	4
2024	€98.46	0.81%	4
2023	€37.87	0.36%	1
Total	€271.48	0.74%	11

Detailed Metrics

Returns

Total Return

+57.15%

Annualized Return

+17.33%

Avg Monthly Return

+1.34%

Risk

Volatility (Annual)

+11.43%

Max Drawdown

+18.47%

Positive Months

69%

Average Drawdown

-3.1%

Risk-Adjusted

Sharpe Ratio

1.34

Risk-free rate: 2.0%

Sortino Ratio

1.25

Downside risk adjusted

Return/Volatility

1.52

Calmar Ratio

0.94

Return/Max Drawdown

Ulcer Index

4.32

Drawdown depth & duration

Martin Ratio

0.04

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€15,715.48

Backtest Period

2023-10-23 to 2026-08-21
2.8 years

Rebalancing

annual

Base Currency

EUR