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Marco

Created byuser-055yiy

Quarterly Rebalancing

EUR

Moderate Risk

1.0yr backtest

Performance Summary

Total Return+19.76%

Annualized Return+19.20%

Volatility+10.07%

Sharpe Ratio1.71

Max Drawdown+8.64%

Holdings

Asset Allocation

Asset Class

Equity 60.0%Precious Metals 20.0%Bonds 13.0%Commodities 7.0%

Holdings Details

Diversified ETF portfolio blending global equities, gold, bonds, and commodities for robust, multi-asset growth across global markets.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
NTSG.XETRA WisdomTree Global Efficient Core UCITS ETF USD Unhedged Acc • IE00077IIPQ8	IE00077IIPQ8	Acc	ETF	24.0%	0.25%
DBMFE.PA iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403	LU2951555403	Acc	ETF	20.0%	0.75%
XGDE.XETRA Xtrackers IE Physical Gold EUR Hedged ETC Securities • DE000A2T5DZ1	DE000A2T5DZ1	Acc	ETF	13.4%	0.28%
LYXF.XETRA Amundi Euro Government Bond 15+Y UCITS ETF Acc • LU1287023268	LU1287023268	Acc	ETF	13.0%	0.15%
CRRY.XETRA WisdomTree Enhanced Commodity Carry • XS3022291473	XS3022291473	Acc	ETF	7.0%	0.34%
SGLD.AS Invesco Physical Gold ETC • IE00B579F325	IE00B579F325	Acc	ETC	6.6%	0.12%
IS3N.XETRA iShares Core MSCI Emerging Markets IMI UCITS • IE00BKM4GZ66	IE00BKM4GZ66	Acc	ETF	6.0%	0.18%
AVWS.XETRA Avantis Global Small Cap Value UCITS ETF USD Acc • IE0003R87OG3	IE0003R87OG3	Acc	ETF	3.4%	0.39%
SPYX.XETRA State Street SPDR MSCI Emerging Markets Small Cap UCITS ETF USD • IE00B48X4842	IE00B48X4842	Acc	ETF	3.3%	0.55%
ZPRX.XETRA SPDR MSCI Europe Small Cap Value Weighted UCITS ETF • IE00BSPLC298	IE00BSPLC298	Acc	ETF	3.3%	0.3%
Total		Total			100.0%	0.35%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €11,975.96

Histogram of Monthly Returns

The portfolio had a positive return during 11 of the 13 months (85%)

Monthly Returns Heatmap

Best month: +4.8% • Worst month: -7.3% • Best year: 2025 (+13.0%) • Worst year: 2026 (+6.0%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+3.9%	+4.6%	-7.3%	+2.7%	+2.6%	-	-	-	-	-	-	-	+6.0%
2025	-	-	-	-	+0.4%	-0.8%	+2.5%	+0.1%	+4.3%	+4.8%	+0.5%	+0.6%	+13.0%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +8.64% • The longest drawdown period lasted for 2 months and was between March 2026 and May 2026. It reached a trough of -8.6%.

Detailed Metrics

Returns

Total Return

+19.76%

Annualized Return

+19.20%

Avg Monthly Return

+1.45%

Risk

Volatility (Annual)

+10.07%

Max Drawdown

+8.64%

Positive Months

85%

Average Drawdown

-1.9%

Risk-Adjusted

Sharpe Ratio

1.71

Risk-free rate: 2.0%

Sortino Ratio

1.69

Downside risk adjusted

Return/Volatility

1.91

Calmar Ratio

2.22

Return/Max Drawdown

Ulcer Index

2.45

Drawdown depth & duration

Martin Ratio

0.07

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€11,975.96

Backtest Period

2025-05-12 to 2026-05-22
1.0 years

Rebalancing

quarterly

Base Currency

EUR