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inflation linked

Created byuser-julfmc
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None Rebalancing
EUR
Low Risk
Multi-currency
7.3yr backtest

Performance Summary

Total Return+74.46%
Annualized Return+7.98%
Volatility+8.70%
Sharpe Ratio0.69
Max Drawdown+13.96%

Holdings

Asset Allocation

Asset Class

Bonds 60.0%Commodities 20.0%Precious Metals 20.0%
Holdings Details
Inflation-hedged ETF portfolio with 60% global inflation-linked bonds, 20% commodities, and 20% gold for protection against rising prices.
AssetTypeAllocationTER
CMGU.LSE
UBS CMCI GSCI USD ETC • CH0348206373
ETF
20.0%0.39%
GOLD-EUR.PA
Amundi Physical Gold ETC (C) • FR0013416716
ETF
20.0%0.12%
IBCI.XETRA
iShares Euro Inflation Linked Government Bond UCITS ETF • IE00B0M62X26
ETF
15.0%0.09%
IUS5.XETRA
iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) • IE00B3B8PX14
ETF
15.0%0.2%
LU1353951616
AXA World Funds - Global Inflation Short Duration Bonds F Distribution USD • LU1353951616
FUND
15.0%0.5%
FRC4.XETRA
UBS BBG Euro Inflation Linked 10+ UCITS ETF EUR dis • LU1645381689
ETF
15.0%0.1%
Total100.0%0.24%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €17,445.84
Histogram of Monthly Returns
The portfolio had a positive return during 56 of the 88 months (64%)
Monthly Returns Heatmap
Best month: +7.5% • Worst month: -6.1% • Best year: 2021 (+14.2%) • Worst year: 2022 (-0.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+7.5%+3.5%-1.3%+0.3%-0.3%-5.1%+0.9%+5.5%----+10.9%
2025+3.5%+0.5%+0.4%-2.6%-0.1%-1.6%+2.3%+0.2%+4.2%+3.1%+1.9%-0.5%+11.3%
2024+1.4%-0.2%+3.9%+1.7%-1.0%+0.9%+0.4%-1.0%+1.7%+2.4%+2.1%-0.4%+12.4%
2023+1.7%-0.8%+1.0%-1.2%+0.7%-1.3%+2.3%+0.4%-0.3%+1.1%-1.1%+0.1%+2.7%
2022+1.2%+2.6%+4.5%+2.8%-2.7%-2.5%+3.9%-2.4%-4.1%+1.2%+0.0%-4.4%-0.4%
2021+0.9%-1.2%+2.7%+0.1%+2.3%+0.6%+3.2%-0.3%+1.4%+1.8%+0.7%+1.4%+14.2%
2020+1.6%-1.3%-6.1%+2.1%+1.0%+2.0%+1.3%-0.1%-0.4%+0.2%-0.9%+1.5%+0.8%
2019----+0.1%+2.2%+3.0%+2.1%-0.3%-1.0%-0.1%+0.5%+6.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +13.96% • The longest drawdown period lasted for 2 years and 7 months and was between March 2022 and October 2024. It reached a trough of -14.0%.

Dividend Income

Summary
This portfolio contains 2 distributing ETFs (30.0% of total allocation)

Total Dividends Received

€371.09

13 payments

Dividend Yield

0.40%

(annualized)

Avg Per Payment

€28.55

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€69.60
2025€51.91
2024€39.87
2023€97.00
2022€84.66
2021€17.19
2020€1.91
2019€8.96
Total€371.09

Detailed Metrics

Returns
Total Return
+74.46%
Annualized Return
+7.98%
Avg Monthly Return
+0.66%
Risk
Volatility (Annual)
+8.70%
Max Drawdown
+13.96%
Positive Months
64%
Average Drawdown
-5.0%
Risk-Adjusted
Sharpe Ratio
0.69
Risk-free rate: 2.0%
Sortino Ratio
0.67
Downside risk adjusted
Return/Volatility
0.92
Calmar Ratio
0.57
Return/Max Drawdown
Ulcer Index
6.06
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€17,445.84
Backtest Period
2019-05-28 to 2026-08-28
7.3 years
Rebalancing
none
Base Currency
EUR