HomePortfoliosISO2_DAVV

ISO2_DAVV

Created byuser-4t5pxw
Optimize
None Rebalancing
EUR
Low Risk
Multi-currency
4.9yr backtest

Performance Summary

Total Return+70.16%
Annualized Return+11.52%
Volatility+8.00%
Sharpe Ratio1.19
Max Drawdown+9.87%

Holdings

Asset Allocation

Asset Class

Money Market 40.5%Equity 20.2%Precious Metals 18.1%Bonds 12.4%Commodities 8.8%
Holdings Details
Diversified ETF portfolio blending government bonds, gold, emerging market debt, Nasdaq tech, commodities, semiconductors, and blockchain innovators.
AssetTypeAllocationTER
C3M.PA
Amundi Euro Government Bond 0-6 M UCITS ETF Acc • FR0010754200
ETF
40.5%0.14%
PPFB.XETRA
iShares Physical Gold ETC • IE00B4ND3602
ETF
18.1%0.12%
IS02.XETRA
iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) • IE00BYXYYK40
ETF
12.4%0.45%
CNDX.LSE
iShares Nasdaq 100 UCITS ETF (Acc) • IE00B53SZB19
ETF
12.2%0.3%
EXXY.XETRA
iShares Diversified Commodity Swap UCITS ETF (DE) • DE000A0H0728
ETF
8.8%0.46%
VVSM.XETRA
VanEck Semiconductor UCITS ETF • IE00BMC38736
ETF
5.4%0.35%
DAVV.XETRA
VanEck Crypto and Blockchain Innovators UCITS ETF • IE00BMDKNW35
ETF
2.6%0.65%
Total100.0%0.25%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €17,016.42
Histogram of Monthly Returns
The portfolio had a positive return during 39 of the 60 months (65%)
Monthly Returns Heatmap
Best month: +5.6% • Worst month: -3.4% • Best year: 2024 (+17.9%) • Worst year: 2022 (-6.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+5.4%+1.6%-3.4%+5.6%+4.9%-1.6%------+12.7%
2025+3.1%-1.3%-2.1%-1.6%+2.3%+0.5%+2.7%+0.1%+5.3%+4.9%+0.5%+0.8%+15.9%
2024+1.1%+1.8%+3.4%+0.4%+0.9%+3.2%-1.0%-0.5%+2.0%+2.1%+3.0%+0.4%+17.9%
2023+2.7%-0.3%+2.0%-1.1%+3.3%+0.0%+1.8%-0.1%-0.8%+0.8%+1.4%+2.2%+12.5%
2022-2.1%+0.8%+2.9%-0.6%-2.3%-3.4%+4.0%-0.9%-2.5%-0.8%+0.5%-2.5%-6.9%
2021------+0.9%+1.5%-0.8%+2.5%+1.3%-0.1%+5.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +9.87% • The longest drawdown period lasted for 2 years and was between November 2021 and November 2023. It reached a trough of -9.1%.

Detailed Metrics

Returns
Total Return
+70.16%
Annualized Return
+11.52%
Avg Monthly Return
+0.91%
Risk
Volatility (Annual)
+8.00%
Max Drawdown
+9.87%
Positive Months
65%
Average Drawdown
-2.9%
Risk-Adjusted
Sharpe Ratio
1.19
Risk-free rate: 2.0%
Sortino Ratio
1.12
Downside risk adjusted
Return/Volatility
1.44
Calmar Ratio
1.17
Return/Max Drawdown
Ulcer Index
3.46
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€17,016.42
Backtest Period
2021-07-20 to 2026-06-05
4.9 years
Rebalancing
none
Base Currency
EUR