HomePortfoliosCommodity Carry & Managed Futures Portfolio

Commodity Carry & Managed Futures Portfolio

A commodity/alternatives-focused portfolio with managed futures, a commodity carry strategy, a gold position, and a leveraged equity+bonds blend.

Created byuser-riql33
Annual Rebalancing
EUR
Moderate Risk
1.0yr backtest

Performance Summary

Total Return+10.75%
Annualized Return+10.73%
Volatility+12.23%
Sharpe Ratio0.71
Max Drawdown+8.69%

Holdings

Asset Allocation

Asset Class

Equity 80.0%Precious Metals 10.0%Commodities 10.0%
Holdings Details
Diversified ETF portfolio blending global equities, managed futures, commodities, and gold for strategic asset allocation across markets.
AssetTypeAllocationTER
NTSG.XETRA
WisdomTree Global Efficient Core UCITS ETF USD Unhedged Acc • IE00077IIPQ8
ETF
60.0%0.25%
DBMFE.PA
iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403
ETF
20.0%0.75%
EGLN.LSE
iShares Physical Gold ETC • IE00B4ND3602
ETF
10.0%0.12%
UEQC.XETRA
UBS CMCI Commodity Carry SF UCITS ETF USD acc • IE00BKFB6L02
ETF
10.0%0.34%
Total100.0%0.35%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €11,075.44
Histogram of Monthly Returns
The portfolio had a positive return during 7 of the 13 months (54%)
Monthly Returns Heatmap
Best month: +5.9% • Worst month: -5.9% • Best year: 2025 (+11.6%) • Worst year: 2026 (-0.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.3%+3.6%-5.9%+0.5%---------0.8%
2025----3.6%+3.5%-0.9%+3.6%-0.4%+3.4%+5.9%-0.1%-0.2%+11.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +8.69% • The longest drawdown period lasted for 2 months and was between October 2025 and January 2026. It reached a trough of -3.1%.

Detailed Metrics

Returns
Total Return
+10.75%
Annualized Return
+10.73%
Avg Monthly Return
+0.84%
Risk
Volatility (Annual)
+12.23%
Max Drawdown
+8.69%
Positive Months
54%
Average Drawdown
-1.7%
Risk-Adjusted
Sharpe Ratio
0.71
Risk-free rate: 2.0%
Sortino Ratio
0.64
Downside risk adjusted
Return/Volatility
0.88
Calmar Ratio
1.23
Return/Max Drawdown
Ulcer Index
2.26
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€11,075.44
Backtest Period
2025-04-01 to 2026-04-02
1.0 years
Rebalancing
annual
Base Currency
EUR