HomePortfolios80/14/6 mit GERD

80/14/6 mit GERD

Created byuser-dmjf59
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Annual Rebalancing
EUR
Moderate Risk
3.1yr backtest

Performance Summary

Total Return+51.13%
Annualized Return+14.48%
Volatility+10.78%
Sharpe Ratio1.16
Max Drawdown+16.73%

Holdings

Asset Allocation

Asset Class

Equity 80.0%Bonds 14.0%Commodities 6.0%
Holdings Details
A diversified ETF portfolio blending global equities, European government bonds, and broad commodities for a robust multi-asset strategy.
AssetTypeAllocationTER
GERD.XETRA
L&G Gerd Kommer Multifactor Equity UCITS ETF USD Accumulating • IE0001UQQ933
ETF
80.0%0.45%
PRAB.XETRA
Amundi Prime Euro Government Bond 0-1Y UCITS ETF Acc • LU2233156582
ETF
7.0%0.05%
LYXF.XETRA
Amundi Euro Government Bond 15+Y UCITS ETF Acc • LU1287023268
ETF
7.0%0.15%
EN4C.XETRA
L&G Multi-Strategy Enhanced Commodities UCITS ETF USD Accumulating • IE00BFXR6159
ETF
6.0%0.3%
Total100.0%0.39%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €15,112.54
Histogram of Monthly Returns
The portfolio had a positive return during 25 of the 38 months (66%)
Monthly Returns Heatmap
Best month: +6.3% • Worst month: -5.0% • Best year: 2024 (+15.6%) • Worst year: 2023 (+6.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.3%+2.9%-4.1%+6.3%+4.7%+1.7%-0.4%-----+13.8%
2025+4.2%-1.0%-5.0%-3.3%+5.0%+0.2%+3.1%-0.4%+1.9%+3.2%-0.1%+0.2%+7.8%
2024+1.5%+2.6%+3.1%-1.5%+0.9%+1.9%+1.0%-0.5%+2.0%+0.3%+5.9%-2.3%+15.6%
2023-----+0.9%+2.9%-0.9%-0.8%-3.5%+3.9%+4.2%+6.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +16.73% • The longest drawdown period lasted for 7 months and was between February 2025 and October 2025. It reached a trough of -16.7%.

Detailed Metrics

Returns
Total Return
+51.13%
Annualized Return
+14.48%
Avg Monthly Return
+1.13%
Risk
Volatility (Annual)
+10.78%
Max Drawdown
+16.73%
Positive Months
66%
Average Drawdown
-2.4%
Risk-Adjusted
Sharpe Ratio
1.16
Risk-free rate: 2.0%
Sortino Ratio
1.07
Downside risk adjusted
Return/Volatility
1.34
Calmar Ratio
0.87
Return/Max Drawdown
Ulcer Index
3.23
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€15,112.54
Backtest Period
2023-06-21 to 2026-07-10
3.1 years
Rebalancing
annual
Base Currency
EUR