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max calmar

Created byuser-4t5pxw
Optimize
None Rebalancing
EUR
Low Risk
4.3yr backtest

Performance Summary

Total Return+40.55%
Annualized Return+8.17%
Volatility+6.56%
Sharpe Ratio0.94
Max Drawdown+8.27%

Holdings

Asset Allocation

Asset Class

Money Market 34.2%Equity 32.5%Precious Metals 14.1%Bonds 11.4%Commodities 5.1%Cryptocurrencies 2.7%
Holdings Details
A diversified ETF portfolio blending global stocks, bonds, gold, commodities, and Bitcoin for balanced, risk-aware growth.
AssetTypeAllocationTER
C3M.PA
Amundi Euro Government Bond 0-6 M UCITS ETF Acc • FR0010754200
ETF
34.2%0.14%
IQQ0.XETRA
iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) • IE00B8FHGS14
ETF
16.5%0.3%
PPFB.XETRA
iShares Physical Gold ETC • IE00B4ND3602
ETF
14.1%0.12%
VGEA.XETRA
Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating • IE00BH04GL39
ETF
11.4%0.07%
CNDX.LSE
iShares Nasdaq 100 UCITS ETF (Acc) • IE00B53SZB19
ETF
8.2%0.3%
EXXY.XETRA
iShares Diversified Commodity Swap UCITS ETF (DE) • DE000A0H0728
ETF
5.1%0.46%
ISAE.AS
iShares Agribusiness UCITS ETF • IE00B6R52143
ETF
4.3%0.55%
VVSM.XETRA
VanEck Semiconductor UCITS ETF • IE00BMC38736
ETF
3.5%0.35%
WBIT.XETRA
WisdomTree Physical Bitcoin • GB00BJYDH287
ETF
2.7%0.15%
Total100.0%0.21%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €14,055.09
Histogram of Monthly Returns
The portfolio had a positive return during 33 of the 54 months (61%)
Monthly Returns Heatmap
Best month: +4.3% • Worst month: -3.3% • Best year: 2024 (+16.4%) • Worst year: 2022 (-5.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.3%+1.8%-3.2%+0.9%--------+3.6%
2025+3.5%-1.0%-0.9%-0.7%+1.9%-0.3%+2.1%-0.1%+3.6%+2.7%+0.7%+0.6%+12.6%
2024+1.4%+1.8%+3.2%-0.4%+0.7%+1.8%+0.7%-0.0%+1.7%+1.6%+3.5%-0.8%+16.4%
2023+2.1%-0.7%+2.0%-0.5%+1.2%+0.3%+1.3%-0.1%-0.9%+0.7%+1.5%+1.8%+8.9%
2022-2.1%+0.9%+3.3%-0.5%-2.4%-3.3%+3.6%-1.3%-2.6%+0.7%+0.5%-2.6%-5.8%
2021----------+0.0%+0.9%+0.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +8.27% • The longest drawdown period lasted for 1 year and 8 months and was between April 2022 and December 2023. It reached a trough of -8.3%.

Detailed Metrics

Returns
Total Return
+40.55%
Annualized Return
+8.17%
Avg Monthly Return
+0.65%
Risk
Volatility (Annual)
+6.56%
Max Drawdown
+8.27%
Positive Months
61%
Average Drawdown
-2.9%
Risk-Adjusted
Sharpe Ratio
0.94
Risk-free rate: 2.0%
Sortino Ratio
0.87
Downside risk adjusted
Return/Volatility
1.25
Calmar Ratio
0.99
Return/Max Drawdown
Ulcer Index
3.40
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€14,055.09
Backtest Period
2021-11-30 to 2026-04-02
4.3 years
Rebalancing
none
Base Currency
EUR