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Fortress

Created byuser-io8qur

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Annual Rebalancing

EUR

Moderate Risk

7.4yr backtest

Performance Summary

Total Return+93.77%

Annualized Return+9.31%

Volatility+10.53%

Sharpe Ratio0.69

Max Drawdown+25.15%

Holdings

Asset Allocation

Asset Class

Equity 66.7%Bonds 26.6%Commodities 6.7%

Holdings Details

Diversified ETF portfolio with 67% global equities, 27% bonds, and 7% commodities for balanced, long-term growth across major asset classes.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
VWRL.AS Vanguard FTSE All-World UCITS ETF (USD) Distributing • IE00B3RBWM25	IE00B3RBWM25	Dist	ETF	40.0%	0.19%
VGWD.XETRA Vanguard FTSE All-World High Dividend Yield UCITS ETF Distributing • IE00B8GKDB10	IE00B8GKDB10	Dist	ETF	26.7%	0.29%
IEAC.LSE iShares Core EUR Corporate Bond UCITS ETF (Dist) • IE00B3F81R35	IE00B3F81R35	Dist	ETF	13.3%	0.09%
IBCC.XETRA iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist) • IE00BGR7L912	IE00BGR7L912	Dist	ETF	13.3%	0.07%
EXXY.XETRA iShares Diversified Commodity Swap UCITS ETF (DE) • DE000A0H0728	DE000A0H0728	Acc	ETF	6.7%	0.46%
Total		Total			100.0%	0.21%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €19,377.26

Histogram of Monthly Returns

The portfolio had a positive return during 57 of the 90 months (63%)

Monthly Returns Heatmap

Best month: +6.6% • Worst month: -9.8% • Best year: 2021 (+22.1%) • Worst year: 2022 (-4.8%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+2.1%	+2.5%	-2.2%	+4.3%	+3.1%	+1.1%	+0.4%	-	-	-	-	-	+11.8%
2025	+3.4%	-0.4%	-4.4%	-4.0%	+3.5%	-0.1%	+3.3%	+0.0%	+1.7%	+3.0%	+0.4%	+0.4%	+6.5%
2024	+2.3%	+1.8%	+3.1%	-0.6%	+0.5%	+2.6%	+0.6%	-0.5%	+1.4%	+0.7%	+4.9%	-0.8%	+17.0%
2023	+2.7%	-0.1%	-0.8%	-0.1%	+1.0%	+1.9%	+2.2%	-0.4%	-0.1%	-2.3%	+2.8%	+2.4%	+9.5%
2022	-1.0%	-0.9%	+3.2%	+0.2%	-1.6%	-4.8%	+6.4%	-1.3%	-4.2%	+2.7%	+1.3%	-4.4%	-4.8%
2021	+1.3%	+2.6%	+5.0%	+0.5%	+0.3%	+2.8%	+0.7%	+1.7%	-0.2%	+2.8%	-0.3%	+3.1%	+22.1%
2020	-0.9%	-5.9%	-9.8%	+6.6%	+0.7%	+1.6%	-1.0%	+3.1%	-0.6%	-1.1%	+6.4%	+1.1%	-0.9%
2019	-	-0.5%	+2.0%	+2.1%	-3.3%	+2.5%	+2.3%	-1.2%	+2.7%	-0.4%	+2.5%	+1.3%	+10.3%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +25.15% • The longest drawdown period lasted for 1 year and 3 months and was between August 2022 and December 2023. It reached a trough of -8.3%.

Dividend Income

Summary

This portfolio contains 4 distributing ETFs (93.3% of total allocation)

Total Dividends Received

€2,231.51

89 payments

Dividend Yield

2.23%

(annualized)

Avg Per Payment

€25.07

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	€256.39	1.39%	7
2025	€386.03	2.35%	12
2024	€411.35	2.71%	12
2023	€334.70	2.52%	12
2022	€252.94	1.92%	12
2021	€199.38	1.62%	12
2020	€188.80	1.82%	12
2019	€201.93	1.94%	10
Total	€2,231.51	2.23%	89

Detailed Metrics

Returns

Total Return

+93.77%

Annualized Return

+9.31%

Avg Monthly Return

+0.77%

Risk

Volatility (Annual)

+10.53%

Max Drawdown

+25.15%

Positive Months

63%

Average Drawdown

-3.6%

Risk-Adjusted

Sharpe Ratio

0.69

Risk-free rate: 2.0%

Sortino Ratio

0.62

Downside risk adjusted

Return/Volatility

0.88

Calmar Ratio

0.37

Return/Max Drawdown

Ulcer Index

4.99

Drawdown depth & duration

Martin Ratio

0.01

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€19,377.26

Backtest Period

2019-02-25 to 2026-07-31
7.4 years

Rebalancing

annual

Base Currency

EUR