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my portfolio

Created byuser-wukeih

Quarterly Rebalancing

EUR

Low Risk

1.1yr backtest

Performance Summary

Total Return+16.49%

Annualized Return+14.60%

Volatility+8.98%

Sharpe Ratio1.40

Max Drawdown+6.92%

Holdings

Asset Allocation

Asset Class

Equity 60.0%Bonds 30.0%Precious Metals 10.0%

Holdings Details

Explore a diversified global ETF portfolio with allocations to stocks, bonds, managed futures, and gold for balanced long-term growth.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
AVWS.XETRA Avantis Global Small Cap Value UCITS ETF USD Acc • IE0003R87OG3	IE0003R87OG3	Acc	ETF	18.5%	0.39%
JPGL.XETRA JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating • IE00BJRCLL96	IE00BJRCLL96	Acc	ETF	18.5%	0.19%
DBMFE.PA iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403	LU2951555403	Acc	ETF	18.0%	0.75%
MTD.PA Amundi Euro Government Bond 7-10Y UCITS ETF Acc • LU1287023185	LU1287023185	Acc	ETF	15.0%	0.15%
CEB1.XETRA iShares EUR Government Bond 20yr Target Duration UCITS ETF EUR (Acc) • IE000GHXL2Q3	IE000GHXL2Q3	Acc	ETF	15.0%	0.15%
4GLD.XETRA Xetra-Gold • DE000A0S9GB0	DE000A0S9GB0	Acc	ETF	10.0%	0%
AVEM.XETRA Avantis Emerging Markets Equity UCITS ETF USD Acc • IE000K975W13	IE000K975W13	Acc	ETF	5.0%	0.35%
Total		Total			100.0%	0.30%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €11,649.1

Histogram of Monthly Returns

The portfolio had a positive return during 11 of the 14 months (79%)

Monthly Returns Heatmap

Best month: +5.3% • Worst month: -3.9% • Best year: 2025 (+8.3%) • Worst year: 2026 (+7.5%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+3.9%	+5.3%	-3.9%	+1.7%	+0.5%	-	-	-	-	-	-	-	+7.5%
2025	-	-	-	-2.6%	+2.3%	-1.3%	+2.1%	+0.5%	+2.5%	+3.1%	+1.2%	+0.2%	+8.3%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +6.92% • The longest drawdown period lasted for 2 months and was between March 2026 and May 2026. It reached a trough of -5.9%.

Detailed Metrics

Returns

Total Return

+16.49%

Annualized Return

+14.60%

Avg Monthly Return

+1.12%

Risk

Volatility (Annual)

+8.98%

Max Drawdown

+6.92%

Positive Months

79%

Average Drawdown

-1.5%

Risk-Adjusted

Sharpe Ratio

1.40

Risk-free rate: 2.0%

Sortino Ratio

1.32

Downside risk adjusted

Return/Volatility

1.63

Calmar Ratio

2.11

Return/Max Drawdown

Ulcer Index

1.87

Drawdown depth & duration

Martin Ratio

0.07

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€11,649.1

Backtest Period

2025-04-01 to 2026-05-15
1.1 years

Rebalancing

quarterly

Base Currency

EUR