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Maximum diversification

Created byuser-dmjf59

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Quarterly Rebalancing

EUR

Moderate Risk

Multi-currency

4.8yr backtest

Performance Summary

Total Return+97.09%

Annualized Return+15.22%

Volatility+12.15%

Sharpe Ratio1.09

Max Drawdown+18.44%

Holdings

Asset Allocation

Asset Class

Equity 80.0%Commodities 10.0%Bonds 5.0%Precious Metals 5.0%

Holdings Details

A globally diversified ETF portfolio with 80% equities, 10% commodities, 5% bonds, and 5% gold for balanced, multi-asset growth.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
IQSA.XETRA Invesco Global Active ESG Equity UCITS ETF Acc • IE00BJQRDN15	IE00BJQRDN15	Acc	ETF	80.0%	0.3%
DBMF.US iMGP DBi Managed Futures Strategy ETF • US53700T8273	US53700T8273	Dist	ETF	10.0%	0.85%
FRNE.XETRA Amundi Floating Rate Euro Corporate ESG UCITS ETF EUR (C) • LU1681041114	LU1681041114	Acc	ETF	5.0%	0.18%
4GLD.XETRA Xetra-Gold • DE000A0S9GB0	DE000A0S9GB0	Acc	ETF	5.0%	0%
Total		Total			100.0%	0.33%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €19,708.89

Histogram of Monthly Returns

The portfolio had a positive return during 36 of the 58 months (62%)

Monthly Returns Heatmap

Best month: +7.4% • Worst month: -6.1% • Best year: 2024 (+27.3%) • Worst year: 2022 (-3.0%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+1.8%	+3.3%	-4.7%	+7.0%	+4.8%	+3.3%	+0.3%	-	-	-	-	-	+16.3%
2025	+4.3%	-2.2%	-6.1%	-3.6%	+5.6%	-0.3%	+3.9%	-0.7%	+3.5%	+3.9%	+1.0%	+1.3%	+10.2%
2024	+5.3%	+4.5%	+5.7%	-1.5%	+0.5%	+3.8%	-0.2%	-0.5%	+1.5%	+0.8%	+7.4%	-2.3%	+27.3%
2023	+4.6%	+1.4%	-2.9%	-1.0%	+2.1%	+4.8%	+1.5%	-0.7%	-0.0%	-2.8%	+4.1%	+4.0%	+15.6%
2022	-1.5%	-0.6%	+4.2%	+1.3%	-3.3%	-5.6%	+6.6%	-0.8%	-4.0%	+5.7%	+0.5%	-4.7%	-3.0%
2021	-	-	-	-	-	-	-	-	-	+2.4%	+0.8%	+4.4%	+7.7%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +18.44% • The longest drawdown period lasted for 10 months and was between August 2022 and June 2023. It reached a trough of -9.3%.

Dividend Income

Summary

This portfolio contains 1 distributing ETF (10.0% of total allocation)

Total Dividends Received

€392.07

13 payments

Dividend Yield

0.61%

(annualized)

Avg Per Payment

€30.16

per event

All dividends are automatically reinvested at the payment date. The portfolio value shown includes the compounding effect of dividend reinvestment.

Annual Breakdown

Dividend income per calendar year

Year	Dividends	Yield	Payments
2026	€16.17	0.09%	2
2025	€95.78	0.62%	4
2024	€77.59	0.55%	4
2023	€28.23	0.25%	1
2022	€174.32	1.63%	2
Total	€392.07	0.61%	13

Detailed Metrics

Returns

Total Return

+97.09%

Annualized Return

+15.22%

Avg Monthly Return

+1.23%

Risk

Volatility (Annual)

+12.15%

Max Drawdown

+18.44%

Positive Months

62%

Average Drawdown

-3.2%

Risk-Adjusted

Sharpe Ratio

1.09

Risk-free rate: 2.0%

Sortino Ratio

1.02

Downside risk adjusted

Return/Volatility

1.25

Calmar Ratio

0.83

Return/Max Drawdown

Ulcer Index

4.11

Drawdown depth & duration

Martin Ratio

0.03

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€19,708.89

Backtest Period

2021-10-07 to 2026-07-22
4.8 years

Rebalancing

quarterly

Base Currency

EUR