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max calmar

Created byuser-4t5pxw
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None Rebalancing
EUR
Low Risk
Multi-currency
4.4yr backtest

Performance Summary

Total Return+42.67%
Annualized Return+8.44%
Volatility+6.67%
Sharpe Ratio0.96
Max Drawdown+8.25%

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 €14,266.72
Histogram of Monthly Returns
The portfolio had a positive return during 34 of the 54 months (63%)
Monthly Returns Heatmap
Best month: +4.1% • Worst month: -3.1% • Best year: 2024 (+17.1%) • Worst year: 2022 (-5.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.1%+1.9%-3.1%+2.7%--------+5.6%
2025+3.5%-1.1%-1.3%-1.0%+1.9%-0.7%+2.3%-0.2%+3.5%+2.8%+0.7%+0.4%+11.3%
2024+1.6%+1.8%+3.2%-0.3%+0.6%+1.9%+0.5%-0.2%+1.6%+1.8%+3.8%-0.6%+17.1%
2023+2.0%-0.5%+1.8%-0.6%+1.4%+0.1%+1.3%+0.0%-0.8%+0.7%+1.3%+1.7%+8.8%
2022-2.0%+1.0%+3.4%-0.2%-2.5%-3.1%+3.8%-1.1%-2.5%+0.7%+0.2%-2.8%-5.4%
2021----------+0.0%+0.9%+0.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +8.25% • 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
+42.67%
Annualized Return
+8.44%
Avg Monthly Return
+0.68%
Risk
Volatility (Annual)
+6.67%
Max Drawdown
+8.25%
Positive Months
63%
Average Drawdown
-2.9%
Risk-Adjusted
Sharpe Ratio
0.96
Risk-free rate: 2.0%
Sortino Ratio
0.91
Downside risk adjusted
Return/Volatility
1.27
Calmar Ratio
1.02
Return/Max Drawdown
Ulcer Index
3.37
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€14,266.72
Backtest Period
2021-11-30 to 2026-04-20
4.4 years
Rebalancing
none
Base Currency
EUR