Monthly Rebalancing
EUR
High Risk
Multi-currency
4.6yr backtest

Performance Summary

Total Return-16.36%
Annualized Return-3.82%
Volatility+22.98%
Sharpe Ratio-0.25
Max Drawdown+49.95%

Holdings

Asset Allocation

Asset Class

Commodities 74.0%Bonds 25.0%Precious Metals 1.0%
Holdings Details
All-weather diversified portfolio with 74% commodities (oil, inflation hedges, volatility), 25% bonds, and gold to hedge inflation and market turmoil.
AssetTypeAllocationTER
VBMFX.US
VANGUARD TOTAL BOND MARKET INDEX FUND INVESTOR SHARESUS9219371088
FUND
25.0%0.14%
HGER.US
Harbor All-Weather Inflation Focus ETFUS41151J5056
ETF
25.0%0.6%
VXX.US
iPath® Series B S&P 500® VIX Short-Term Futures ETNUS06748M1962
ETF
25.0%0.89%
USO.US
United States Oil Fund LPUS91232N2071
ETF
24.0%0.6%
PPFB.XETRA
iShares Physical Gold ETCIE00B4ND3602
ETF
1.0%0.12%
Total100.0%0.55%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €8,363.64
Histogram of Monthly Returns
The portfolio had a positive return during 25 of the 56 months (45%)
Monthly Returns Heatmap
Best month: +23.1% • Worst month: -10.0% • Best year: 2026 (+26.8%) • Worst year: 2023 (-27.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.8%+5.3%+23.1%-1.8%-6.8%-6.2%+5.5%-1.2%+4.4%---+26.8%
2025+1.4%+0.4%+1.2%-2.9%-3.5%-3.3%+1.3%-5.1%-1.7%+2.4%-1.6%-6.5%-16.7%
2024+3.2%-2.2%+2.5%+2.2%-6.0%+1.7%+0.4%-3.4%+1.7%+7.4%-4.5%+4.8%+7.0%
2023-4.7%+0.5%-2.2%-5.5%-3.3%-7.3%+2.4%+0.6%+6.1%-2.2%-10.0%-4.3%-27.0%
2022-+8.7%+7.3%+7.8%-3.3%-0.3%-0.7%-3.1%-0.3%-2.5%-7.1%-3.7%+1.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +49.95% • The longest drawdown period lasted for 4 years and 3 months and was between June 2022 and September 2026. It reached a trough of -49.9%.
When could this portfolio get you to financial independence?

Mixed 1 returned -3.82% a year over the 5 years above. Run those same monthly returns forward through 10,000 simulated paths, with your own savings and target retirement age, to see when they could reach your FIRE number.

Dividend Income

Summary
This portfolio contains 3 distributing ETFs (74.0% of total allocation)

Total Dividends Received

638.80

59 payments

Dividend Yield

1.61%

(annualized)

Avg Per Payment

10.83

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
202657.67
2025185.79
2024127.68
2023192.93
202274.76
Total638.80

Detailed Metrics

Returns
Total Return
-16.36%
Annualized Return
-3.82%
Avg Monthly Return
-0.18%
Risk
Volatility (Annual)
+22.98%
Max Drawdown
+49.95%
Positive Months
45%
Average Drawdown
-33.9%
Risk-Adjusted
Sharpe Ratio
-0.25
Risk-free rate: 2.0%
Sortino Ratio
-0.27
Downside risk adjusted
Return/Volatility
-0.17
Calmar Ratio
-0.08
Return/Max Drawdown
Ulcer Index
35.93
Drawdown depth & duration
Martin Ratio
-0.00
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
8,363.64
Backtest Period
2022-02-10 to 2026-09-11
4.6 years
Rebalancing
monthly
Base Currency
EUR