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Leveraged

Created byuser-dmjf59

Quarterly Rebalancing

EUR

Moderate Risk

Multi-currency

1.3yr backtest

Performance Summary

Total Return+27.76%

Annualized Return+20.87%

Volatility+12.16%

Sharpe Ratio1.55

Max Drawdown+11.24%

Holdings

Asset Allocation

Asset Class

Equity 90.0%Bonds 5.0%Commodities 5.0%

Holdings Details

A diversified global ETF portfolio blending 90% equities, 5% bonds, and 5% commodities for balanced growth and risk management.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
IQSA.XETRA Invesco Global Active ESG Equity UCITS ETF Acc • IE00BJQRDN15	IE00BJQRDN15	Acc	ETF	40.0%	0.3%
NTSG.XETRA WisdomTree Global Efficient Core UCITS ETF USD Unhedged Acc • IE00077IIPQ8	IE00077IIPQ8	Acc	ETF	40.0%	0.25%
DBMFE.PA iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403	LU2951555403	Acc	ETF	10.0%	0.75%
XG01.XETRA Xtrackers II Germany Government Bond 0-1 UCITS ETF 1C • LU2641054551	LU2641054551	Acc	ETF	5.0%	0.07%
CMOD.LSE Invesco Bloomberg Commodity UCITS ETF Acc • IE00BD6FTQ80	IE00BD6FTQ80	Acc	ETF	5.0%	0.19%
Total		Total			100.0%	0.31%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €12,775.55

Histogram of Monthly Returns

The portfolio had a positive return during 12 of the 16 months (75%)

Monthly Returns Heatmap

Best month: +6.1% • Worst month: -4.5% • Best year: 2026 (+14.4%) • Worst year: 2025 (+11.7%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+1.2%	+2.5%	-3.4%	+6.1%	+4.2%	+2.9%	+0.2%	-	-	-	-	-	+14.4%
2025	-	-	-	-4.5%	+4.9%	-0.1%	+3.8%	-0.7%	+2.7%	+4.9%	+0.2%	+0.2%	+11.7%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +11.24% • The longest drawdown period lasted for 2 months and was between May 2025 and July 2025. It reached a trough of -2.3%.

Detailed Metrics

Returns

Total Return

+27.76%

Annualized Return

+20.87%

Avg Monthly Return

+1.58%

Risk

Volatility (Annual)

+12.16%

Max Drawdown

+11.24%

Positive Months

75%

Average Drawdown

-1.5%

Risk-Adjusted

Sharpe Ratio

1.55

Risk-free rate: 2.0%

Sortino Ratio

1.43

Downside risk adjusted

Return/Volatility

1.72

Calmar Ratio

1.86

Return/Max Drawdown

Ulcer Index

2.06

Drawdown depth & duration

Martin Ratio

0.09

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€12,775.55

Backtest Period

2025-04-01 to 2026-07-17
1.3 years

Rebalancing

quarterly

Base Currency

EUR