Home PortfoliosMarco

Marco

Created byuser-055yiy

Quarterly Rebalancing

EUR

Low Risk

1.0yr backtest

Performance Summary

Total Return+17.35%

Annualized Return+18.01%

Volatility+9.98%

Sharpe Ratio1.60

Max Drawdown+8.53%

Holdings

Asset Allocation

Asset Class

Equity 60.0%Precious Metals 20.0%Bonds 15.0%Commodities 5.0%

Holdings Details

Diversified ETF portfolio blending global stocks, bonds, gold, and commodities for robust, multi-asset growth and risk management.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
NTSG.XETRA WisdomTree Global Efficient Core UCITS ETF USD Unhedged Acc • IE00077IIPQ8	IE00077IIPQ8	Acc	ETF	20.0%	0.25%
DBMFE.PA iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403	LU2951555403	Acc	ETF	20.0%	0.75%
LYXF.XETRA Amundi Euro Government Bond 15+Y UCITS ETF Acc • LU1287023268	LU1287023268	Acc	ETF	15.0%	0.15%
XGDE.XETRA Xtrackers IE Physical Gold EUR Hedged ETC Securities • DE000A2T5DZ1	DE000A2T5DZ1	Acc	ETF	13.4%	0.28%
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%
CRRY.XETRA WisdomTree Enhanced Commodity Carry • XS3022291473	XS3022291473	Acc	ETF	5.0%	0.34%
SXR7.XETRA iShares Core MSCI EMU UCITS ETF EUR (Acc) • IE00B53QG562	IE00B53QG562	Acc	ETF	4.0%	0.12%
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%	0.34%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €11,735.26

Histogram of Monthly Returns

The portfolio had a positive return during 10 of the 12 months (83%)

Monthly Returns Heatmap

Best month: +4.7% • Worst month: -7.1% • Best year: 2025 (+12.9%) • Worst year: 2026 (+4.0%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+4.2%	+4.6%	-7.1%	+2.6%	-	-	-	-	-	-	-	-	+4.0%
2025	-	-	-	-	+0.4%	-0.8%	+2.3%	+0.1%	+4.4%	+4.7%	+0.6%	+0.6%	+12.9%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +8.53% • The longest drawdown period lasted for 1 month and was between October 2025 and December 2025. It reached a trough of -2.8%.

Detailed Metrics

Returns

Total Return

+17.35%

Annualized Return

+18.01%

Avg Monthly Return

+1.39%

Risk

Volatility (Annual)

+9.98%

Max Drawdown

+8.53%

Positive Months

83%

Average Drawdown

-1.8%

Risk-Adjusted

Sharpe Ratio

1.60

Risk-free rate: 2.0%

Sortino Ratio

1.56

Downside risk adjusted

Return/Volatility

1.80

Calmar Ratio

2.11

Return/Max Drawdown

Ulcer Index

2.30

Drawdown depth & duration

Martin Ratio

0.07

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€11,735.26

Backtest Period

2025-05-12 to 2026-04-30
1.0 years

Rebalancing

quarterly

Base Currency

EUR