This portfolio targets the highest possible Sharpe ratio by combining global equities, quality factor exposure, bonds, inflation protection, gold, and trend‑following. Allocations are chosen to balance persistent return premia with low correlations, reducing drawdowns while improving efficiency. Each asset earns its place by enhancing diversification, stability, or risk‑adjusted returns across all market regimes.
Asset Class
| Asset | Type | Allocation | TER |
|---|---|---|---|
SPYY.XETRA SPDR MSCI All Country World UCITS ETF (Acc) • IE00B44Z5B48 | ETF | 40.0% | 0.12% |
EUNA.XETRA iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc) • IE00BDBRDM35 | ETF | 20.0% | 0.1% |
IS3Q.XETRA iShares Edge MSCI World Quality Factor UCITS ETF (Acc) • IE00BP3QZ601 | ETF | 10.0% | 0.25% |
LU0424370004 Man Trend Alternative DNY H EUR Acc • LU0424370004 | FUND | 10.0% | 1.25% |
8PSG.F Invesco Physical Gold ETC • IE00B579F325 | ETF | 10.0% | 0.12% |
DBXH.XETRA Xtrackers II Global Inflation-Linked Bond UCITS ETF 1C - EUR Hedged • LU0290357929 | ETF | 10.0% | 0.25% |
| Total | 100.0% | 0.26% |
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +2.6% | +2.7% | -4.8% | +3.6% | - | - | - | - | - | - | - | - | +4.0% |
| 2025 | +3.0% | -1.3% | -3.5% | -2.4% | +2.0% | +0.6% | +2.3% | +0.5% | +3.7% | +3.2% | +0.7% | +0.9% | +9.9% |
| 2024 | +1.3% | +2.2% | +3.4% | -0.6% | +0.6% | +2.5% | +0.0% | -0.3% | +1.7% | +0.3% | +3.8% | -0.8% | +15.0% |
| 2023 | +3.3% | -0.8% | +0.7% | +0.1% | +1.4% | +1.6% | +1.0% | -0.8% | -1.2% | -0.9% | +3.0% | +3.0% | +10.8% |
| 2022 | -3.5% | -0.5% | +2.3% | -0.9% | -2.7% | -3.4% | +4.8% | -1.7% | -3.4% | +1.4% | +0.8% | -3.1% | -9.7% |
| 2021 | -0.2% | +0.4% | +3.6% | +1.4% | +0.8% | +2.1% | +1.6% | +1.5% | -2.4% | +3.5% | +0.3% | +1.8% | +15.1% |
| 2020 | +0.6% | -4.0% | -5.1% | +5.2% | +0.9% | +1.3% | +1.1% | +2.1% | -1.0% | -1.4% | +3.8% | +2.1% | +5.3% |
| 2019 | +4.3% | +1.8% | +2.6% | +2.0% | -2.1% | +3.3% | +3.0% | +0.8% | +0.7% | -0.7% | +2.1% | +1.3% | +20.6% |
| 2018 | +0.7% | -1.9% | -1.7% | +1.6% | +1.9% | -0.3% | +0.5% | +1.1% | -0.6% | -2.2% | -0.0% | -2.6% | -3.4% |
| 2017 | - | - | - | - | - | - | - | - | - | - | - | +0.0% | +0.0% |