HomePortfoliosPENSIONE con iwmo e cloa

PENSIONE con iwmo e cloa

Created byuser-b8stsg
Annual Rebalancing
EUR
Low Risk
Multi-currency
1.4yr backtest

Performance Summary

Total Return+8.62%
Annualized Return+6.08%
Volatility+6.09%
Sharpe Ratio0.67
Max Drawdown+6.50%

Holdings

Asset Allocation

Asset Class

Bonds 30.0%Commodities 20.0%Precious Metals 15.0%Money Market 15.0%Equity 15.0%Cryptocurrencies 5.0%
Holdings Details
Diversified ETF portfolio blending global equities, bonds, commodities, gold, and Bitcoin for multi-asset risk management and growth.
AssetTypeAllocationTER
CBE3.LSE
iShares Euro Government Bond 1-3yr UCITS ETF (Acc) • IE00B3VTMJ91
ETF
20.0%0.15%
EGLN.LSE
iShares Physical Gold ETC • IE00B4ND3602
ETF
15.0%0.12%
DBMF.US
iMGP DBi Managed Futures Strategy ETF • US53700T8273
ETF
15.0%0.85%
XEON.XETRA
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C • LU0290358497
ETF
15.0%0.1%
IMIE.PA
SPDR MSCI All Country World Investable Market UCITS ETF (Acc) • IE00B3YLTY66
ETF
10.0%0.17%
IWMO.LSE
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) • IE00BP3QZ825
ETF
5.0%0.25%
SHRIX.US
STONE RIDGE HIGH YIELD REINSURANCE RISK PREMIUM FUND CLASS I • US8617284000
FUND
5.0%1.85%
BTC-USD
Bitcoin
CRYPTO
5.0%-
UEQC.XETRA
UBS CMCI Commodity Carry SF UCITS ETF USD acc • IE00BKFB6L02
ETF
5.0%0.34%
CLOA.XETRA
Invesco EUR AAA CLO UCITS ETF Acc • IE000Y2JPPS4
ETF
5.0%0.25%
Total100.0%0.34%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €10,861.99
Histogram of Monthly Returns
The portfolio had a positive return during 12 of the 18 months (67%)
Monthly Returns Heatmap
Best month: +3.4% • Worst month: -3.5% • Best year: 2025 (+4.8%) • Worst year: 2026 (+3.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.1%+2.1%-3.5%+1.8%+1.7%-0.9%+0.4%-----+3.6%
2025--1.4%-1.7%-0.7%+1.4%-1.0%+2.1%+0.1%+3.4%+2.3%+0.1%+0.2%+4.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +6.50% • The longest drawdown period lasted for 6 months and was between February 2025 and September 2025. It reached a trough of -6.5%.

Dividend Income

Summary
This portfolio contains 2 distributing ETFs (20.0% of total allocation)

Total Dividends Received

€187.80

12 payments

Dividend Yield

1.30%

(annualized)

Avg Per Payment

€15.65

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
2026€40.18
2025€147.63
Total€187.80

Detailed Metrics

Returns
Total Return
+8.62%
Annualized Return
+6.08%
Avg Monthly Return
+0.47%
Risk
Volatility (Annual)
+6.09%
Max Drawdown
+6.50%
Positive Months
67%
Average Drawdown
-2.1%
Risk-Adjusted
Sharpe Ratio
0.67
Risk-free rate: 2.0%
Sortino Ratio
0.64
Downside risk adjusted
Return/Volatility
1.00
Calmar Ratio
0.94
Return/Max Drawdown
Ulcer Index
2.43
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€10,861.99
Backtest Period
2025-02-13 to 2026-07-10
1.4 years
Rebalancing
annual
Base Currency
EUR