HomePortfoliosSPMO + HEDGE

SPMO + HEDGE

Test

Optimize
Monthly Rebalancing
EUR
Moderate Risk
Multi-currency
7.3yr backtest

Performance Summary

Total Return+205.20%
Annualized Return+16.59%
Volatility+15.58%
Sharpe Ratio0.94
Max Drawdown+21.89%

Holdings

Asset Allocation

Asset Class

Commodities 50.0%Equity 50.0%
Holdings Details
Diversified ETF portfolio blending 50% commodities futures and 50% US large-cap momentum stocks for balanced, strategic market exposure.
AssetTypeAllocationTER
DBMF.US
iMGP DBi Managed Futures Strategy ETFUS53700T8273
ETF
50.0%0.85%
SPMO.US
Invesco S&P 500® Momentum ETFUS46138E3392
ETF
50.0%0.13%
Total100.0%0.49%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €30,520.29
Histogram of Monthly Returns
The portfolio had a positive return during 61 of the 88 months (69%)
Monthly Returns Heatmap
Best month: +8.8% • Worst month: -7.9% • Best year: 2024 (+33.2%) • Worst year: 2023 (+1.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.4%+5.2%-3.0%+8.8%+7.6%+5.5%-6.0%+3.5%----+23.2%
2025+3.3%-1.3%-7.9%-3.4%+5.1%+0.8%+3.1%+0.2%+4.5%+3.6%+0.1%-0.9%+6.6%
2024+6.3%+7.5%+5.0%+0.6%+1.4%+6.2%-3.7%-1.7%+0.6%+0.3%+6.8%+0.4%+33.2%
2023-3.3%+0.7%-5.1%+0.4%+0.5%+2.6%-0.1%+2.8%+4.3%-1.2%-0.7%+0.5%+1.0%
2022+3.5%+0.6%+6.7%+6.0%-1.4%-0.1%+4.6%+1.8%+1.8%+6.2%-7.8%-3.9%+18.3%
2021+0.7%+2.0%+5.3%+1.3%-0.4%+5.8%+1.3%+1.5%-0.5%+5.9%-0.7%+1.1%+25.8%
2020+3.6%-4.9%-3.3%+6.8%+0.9%-1.2%+0.1%+3.6%-1.0%-1.6%+0.8%+2.2%+5.7%
2019----+0.9%+0.8%+4.2%+3.7%+0.5%-2.7%+2.8%-0.7%+9.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +21.89% • The longest drawdown period lasted for 1 year and 3 months and was between November 2022 and February 2024. It reached a trough of -21.9%.

Dividend Income

Summary
This portfolio contains 2 distributing ETFs (100.0% of total allocation)

Total Dividends Received

4,291.94

47 payments

Dividend Yield

3.38%

(annualized)

Avg Per Payment

91.32

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
YearDividends
2026186.06
2025802.42
2024667.31
2023395.86
20221,538.57
202138.65
2020131.20
2019531.87
Total4,291.94

Detailed Metrics

Returns
Total Return
+205.20%
Annualized Return
+16.59%
Avg Monthly Return
+1.34%
Risk
Volatility (Annual)
+15.58%
Max Drawdown
+21.89%
Positive Months
69%
Average Drawdown
-5.9%
Risk-Adjusted
Sharpe Ratio
0.94
Risk-free rate: 2.0%
Sortino Ratio
0.86
Downside risk adjusted
Return/Volatility
1.06
Calmar Ratio
0.76
Return/Max Drawdown
Ulcer Index
7.59
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
30,520.29
Backtest Period
2019-05-08 to 2026-08-14
7.3 years
Rebalancing
monthly
Base Currency
EUR
SPMO + HEDGE | +16.6% CAGR | ETF Backtest