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max calmar nincs kripto

Created byuser-4t5pxw
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None Rebalancing
EUR
Low Risk
4.7yr backtest

Performance Summary

Total Return+42.51%
Annualized Return+7.83%
Volatility+6.72%
Sharpe Ratio0.87
Max Drawdown+7.47%

Holdings

Asset Allocation

Asset Class

Money Market 36.2%Equity 33.0%Precious Metals 14.5%Bonds 12.8%Commodities 3.5%
Holdings Details
Diversified ETF portfolio with bonds, global quality stocks, gold, and commodities for stability and growth across asset classes.
AssetTypeAllocationTER
C3M.PA
Amundi Euro Government Bond 0-6 M UCITS ETF Acc • FR0010754200
ETF
36.2%0.14%
IS3Q.XETRA
iShares Edge MSCI World Quality Factor UCITS ETF (Acc) • IE00BP3QZ601
ETF
20.4%0.25%
PPFB.XETRA
iShares Physical Gold ETC • IE00B4ND3602
ETF
14.5%0.12%
VGEA.XETRA
Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating • IE00BH04GL39
ETF
12.8%0.07%
IQQ0.XETRA
iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) • IE00B8FHGS14
ETF
8.1%0.3%
CNDX.LSE
iShares Nasdaq 100 UCITS ETF (Acc) • IE00B53SZB19
ETF
4.5%0.3%
EXXY.XETRA
iShares Diversified Commodity Swap UCITS ETF (DE) • DE000A0H0728
ETF
3.5%0.46%
Total100.0%0.18%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €14,250.65
Histogram of Monthly Returns
The portfolio had a positive return during 41 of the 58 months (71%)
Monthly Returns Heatmap
Best month: +3.7% • Worst month: -4.0% • Best year: 2024 (+15.4%) • Worst year: 2022 (-5.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.7%+2.3%-4.0%+0.9%--------+2.8%
2025+3.1%-0.1%-1.5%-1.1%+1.5%-0.7%+1.8%+0.3%+3.3%+2.6%+1.5%+0.9%+11.8%
2024+1.6%+1.4%+2.8%-0.1%+0.8%+2.2%+0.5%+0.7%+1.3%+1.4%+2.7%-0.9%+15.4%
2023+1.9%-0.7%+1.7%+0.0%+1.4%+0.3%+1.3%+0.3%-1.1%+0.6%+1.8%+1.7%+9.3%
2022-2.3%+0.2%+2.5%-0.5%-2.4%-2.3%+3.5%-1.4%-2.5%+0.8%+1.0%-2.3%-5.8%
2021------+0.6%+0.9%-1.3%+2.1%+0.8%+1.3%+4.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +7.47% • The longest drawdown period lasted for 1 year and 7 months and was between April 2022 and November 2023. It reached a trough of -6.6%.

Detailed Metrics

Returns
Total Return
+42.51%
Annualized Return
+7.83%
Avg Monthly Return
+0.63%
Risk
Volatility (Annual)
+6.72%
Max Drawdown
+7.47%
Positive Months
71%
Average Drawdown
-2.2%
Risk-Adjusted
Sharpe Ratio
0.87
Risk-free rate: 2.0%
Sortino Ratio
0.82
Downside risk adjusted
Return/Volatility
1.17
Calmar Ratio
1.05
Return/Max Drawdown
Ulcer Index
2.67
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€14,250.65
Backtest Period
2021-07-20 to 2026-04-02
4.7 years
Rebalancing
none
Base Currency
EUR