HomePortfoliosLeveraged Ray Dalio’s "All-Weather" portfolio DBMFE

Leveraged Ray Dalio’s "All-Weather" portfolio DBMFE

Created byuser-knkh6q
Annual Rebalancing
EUR
Moderate Risk
1.1yr backtest

Performance Summary

Total Return+21.82%
Annualized Return+19.28%
Volatility+11.75%
Sharpe Ratio1.47
Max Drawdown+10.58%

Holdings

Asset Allocation

Asset Class

Equity 80.0%Precious Metals 10.0%Commodities 10.0%
Holdings Details
Diversified ETF portfolio with 80% global equities and 20% in commodities & gold for balanced growth and inflation hedging.
AssetTypeAllocationTER
NTSG.XETRA
WisdomTree Global Efficient Core UCITS ETF USD Unhedged Acc • IE00077IIPQ8
ETF
70.0%0.25%
GLDA.F
Amundi Physical Gold ETC C EUR • FR0013416716
ETC
10.0%0.12%
DBMFE.PA
iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403
ETF
10.0%0.75%
SXRS.XETRA
iShares Diversified Commodity Swap UCITS ETF • IE00BDFL4P12
ETF
10.0%0.19%
Total100.0%0.28%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €12,182.17
Histogram of Monthly Returns
The portfolio had a positive return during 9 of the 14 months (64%)
Monthly Returns Heatmap
Best month: +6.1% • Worst month: -4.2% • Best year: 2025 (+12.2%) • Worst year: 2026 (+8.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.0%+2.7%-2.9%+4.3%+2.3%-------+8.5%
2025----4.2%+3.4%-0.2%+3.5%-0.2%+3.4%+6.1%+0.3%-0.2%+12.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +10.58% • The longest drawdown period lasted for 2 months and was between April 2025 and June 2025. It reached a trough of -10.6%.

Detailed Metrics

Returns
Total Return
+21.82%
Annualized Return
+19.28%
Avg Monthly Return
+1.46%
Risk
Volatility (Annual)
+11.75%
Max Drawdown
+10.58%
Positive Months
64%
Average Drawdown
-1.5%
Risk-Adjusted
Sharpe Ratio
1.47
Risk-free rate: 2.0%
Sortino Ratio
1.34
Downside risk adjusted
Return/Volatility
1.64
Calmar Ratio
1.82
Return/Max Drawdown
Ulcer Index
2.14
Drawdown depth & duration
Martin Ratio
0.08
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,182.17
Backtest Period
2025-04-01 to 2026-05-15
1.1 years
Rebalancing
annual
Base Currency
EUR