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Commodities plus

Commodities plus

Optimize
Annual Rebalancing
EUR
Low Risk
8.4yr backtest

Performance Summary

Total Return+84.72%
Annualized Return+7.58%
Volatility+8.73%
Sharpe Ratio0.64
Max Drawdown+20.31%

Holdings

Asset Allocation

Asset Class

Equity 45.0%Bonds 35.0%Commodities 20.0%
Holdings Details
Diversified ETF portfolio combining global equities, bonds, and commodities for balanced growth with annual rebalancing in EUR.
AssetTypeAllocationTER
EUNL.XETRA
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
45.0%0.2%
EUNA.XETRA
iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc)IE00BDBRDM35
ETF
35.0%0.1%
ETLF.XETRA
L&G All Commodities UCITS ETFIE00BF0BCP69
ETF
20.0%0.15%
Total100.0%0.15%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €18,471.89
Histogram of Monthly Returns
The portfolio had a positive return during 68 of the 102 months (67%)
Monthly Returns Heatmap
Best month: +6.6% • Worst month: -7.5% • Best year: 2021 (+21.9%) • Worst year: 2022 (-6.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.9%+0.9%+0.4%+3.9%+0.7%-------+8.0%
2025+3.0%-0.7%-3.7%-3.2%+2.1%+0.5%+2.5%-0.2%+1.8%+3.0%+0.4%+0.3%+5.5%
2024+1.8%+1.2%+2.6%-0.7%+0.8%+2.6%-0.5%-0.1%+1.6%+0.2%+4.7%-0.5%+14.4%
2023+2.4%-0.8%+0.3%-0.2%+0.6%+1.9%+2.0%-0.2%-1.0%-1.9%+2.7%+2.5%+8.4%
2022-1.3%+0.2%+3.9%+0.1%-1.3%-5.5%+6.6%-1.5%-4.8%+1.6%+0.3%-4.3%-6.5%
2021+1.1%+2.1%+2.8%+2.1%+0.3%+2.9%+2.0%+1.4%+0.2%+3.0%-0.7%+2.6%+21.9%
2020-0.7%-4.7%-7.5%+4.0%+1.5%+1.4%+0.3%+3.2%-0.9%-0.8%+4.8%+1.0%+1.0%
2019+4.9%+2.0%+1.9%+1.5%-2.3%+2.3%+2.1%-0.4%+1.6%-0.3%+1.9%+1.3%+17.7%
2018-0.1%-0.9%-1.9%+2.5%+2.7%-0.6%+0.6%+0.7%+0.6%-2.4%+0.0%-4.8%-3.8%
2017-----------+0.3%+0.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +20.31% • The longest drawdown period lasted for 1 year and 5 months and was between August 2022 and February 2024. It reached a trough of -10.1%.

Detailed Metrics

Returns
Total Return
+84.72%
Annualized Return
+7.58%
Avg Monthly Return
+0.63%
Risk
Volatility (Annual)
+8.73%
Max Drawdown
+20.31%
Positive Months
67%
Average Drawdown
-3.6%
Risk-Adjusted
Sharpe Ratio
0.64
Risk-free rate: 2.0%
Sortino Ratio
0.57
Downside risk adjusted
Return/Volatility
0.87
Calmar Ratio
0.37
Return/Max Drawdown
Ulcer Index
4.61
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
18,471.89
Backtest Period
2017-12-14 to 2026-05-08
8.4 years
Rebalancing
annual
Base Currency
EUR