Home PortfoliosHBPP 2.0

HBPP 2.0

Created byuser-jb9a33

Annual Rebalancing

EUR

Low Risk

1.4yr backtest

Performance Summary

Total Return+14.08%

Annualized Return+9.95%

Volatility+9.99%

Sharpe Ratio0.80

Max Drawdown+6.34%

Holdings

Asset Allocation

Asset Class

Bonds 40.0%Equity 40.0%Precious Metals 20.0%

Holdings Details

A diversified ETF portfolio blending US stocks, long & short-term bonds, gold, and managed futures for balanced growth and stability.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
SXRC.MU iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) • IE00BFM6TC58	IE00BFM6TC58	Acc	ETF	20.0%	0.07%
IBC1.MU iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) • IE00BGSF1X88	IE00BGSF1X88	Acc	ETF	20.0%	0.07%
EGLN.LSE iShares Physical Gold ETC • IE00B4ND3602	IE00B4ND3602	Acc	ETF	20.0%	0.12%
SP5C.PA Amundi Core S&P 500 Swap UCITS ETF Acc • LU1135865084	LU1135865084	Acc	ETF	20.0%	0.05%
DBMFE.PA iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403	LU2951555403	Acc	ETF	20.0%	0.75%
Total		Total			100.0%	0.21%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €11,407.67

Histogram of Monthly Returns

The portfolio had a positive return during 10 of the 17 months (59%)

Monthly Returns Heatmap

Best month: +4.8% • Worst month: -3.7% • Best year: 2026 (+6.8%) • Worst year: 2025 (+6.8%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+3.3%	+3.8%	-2.5%	+0.1%	+1.6%	-0.2%	-1.2%	+1.9%	-	-	-	-	+6.8%
2025	-	-	-	-3.7%	+0.5%	-1.9%	+3.6%	-0.9%	+4.3%	+4.8%	+1.0%	-0.9%	+6.8%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +6.34% • The longest drawdown period lasted for 5 months and was between April 2025 and September 2025. It reached a trough of -6.3%.

Detailed Metrics

Returns

Total Return

+14.08%

Annualized Return

+9.95%

Avg Monthly Return

+0.81%

Risk

Volatility (Annual)

+9.99%

Max Drawdown

+6.34%

Positive Months

59%

Average Drawdown

-2.6%

Risk-Adjusted

Sharpe Ratio

0.80

Risk-free rate: 2.0%

Sortino Ratio

0.75

Downside risk adjusted

Return/Volatility

1.00

Calmar Ratio

1.57

Return/Max Drawdown

Ulcer Index

2.81

Drawdown depth & duration

Martin Ratio

0.03

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€11,407.67

Backtest Period

2025-04-01 to 2026-08-21
1.4 years

Rebalancing

annual

Base Currency

EUR