HomePortfoliosDiversified Thematic Core-Satellite (Grok)

Diversified Thematic Core-Satellite (Grok)

Created byuser-0ovu6o
Annual Rebalancing
EUR
Moderate Risk
1.1yr backtest

Performance Summary

Total Return+39.88%
Annualized Return+35.86%
Volatility+10.53%
Sharpe Ratio3.21
Max Drawdown+4.81%

Holdings

Asset Allocation

Asset Class

Equity 85.0%Commodities 15.0%
Holdings Details
Diversified ETF portfolio blending 85% global equities and 15% commodities for broad market exposure and long-term growth.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) Accumulating • IE00BK5BQT80
ETF
50.0%0.19%
VDIV.XETRA
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF • NL0011683594
ETF
15.0%0.38%
SXRS.XETRA
iShares Diversified Commodity Swap UCITS ETF • IE00BDFL4P12
ETF
15.0%0.19%
XDWI.XETRA
Xtrackers MSCI World Industrials UCITS ETF 1C • IE00BM67HV82
ETF
8.0%0.25%
5J50.XETRA
iShares Global Aerospace & Defence UCITS ETF USD (Acc) • IE000U9ODG19
ETF
6.0%0.35%
NUKL.XETRA
VanEck Uranium and Nuclear Technologies UCITS ETF A • IE000M7V94E1
ETF
6.0%0.55%
Total100.0%0.25%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €13,987.5
Histogram of Monthly Returns
The portfolio had a positive return during 11 of the 14 months (79%)
Monthly Returns Heatmap
Best month: +6.6% • Worst month: -2.4% • Best year: 2025 (+23.5%) • Worst year: 2026 (+13.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.7%+2.4%-2.4%+5.5%+2.5%-------+13.3%
2025---+1.3%+6.6%+1.2%+4.6%-0.3%+3.8%+5.0%-1.8%+1.0%+23.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +4.81% • The longest drawdown period lasted for 2 months and was between October 2025 and January 2026. It reached a trough of -4.8%.

Dividend Income

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

Total Dividends Received

€64.25

4 payments

Dividend Yield

0.48%

(annualized)

Avg Per Payment

€16.06

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
YearDividends
2026€8.07
2025€56.17
Total€64.25

Detailed Metrics

Returns
Total Return
+39.88%
Annualized Return
+35.86%
Avg Monthly Return
+2.46%
Risk
Volatility (Annual)
+10.53%
Max Drawdown
+4.81%
Positive Months
79%
Average Drawdown
-1.1%
Risk-Adjusted
Sharpe Ratio
3.21
Risk-free rate: 2.0%
Sortino Ratio
3.42
Downside risk adjusted
Return/Volatility
3.41
Calmar Ratio
7.46
Return/Max Drawdown
Ulcer Index
1.26
Drawdown depth & duration
Martin Ratio
0.27
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€13,987.5
Backtest Period
2025-04-24 to 2026-05-29
1.1 years
Rebalancing
annual
Base Currency
EUR
Diversified Thematic Core-Satellite (Grok) | 3.21 Sharpe