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Perennial Factor

Created byuser-a1qdsa

Annual Rebalancing

EUR

Moderate Risk

Multi-currency

1.9yr backtest

Performance Summary

Total Return+32.64%

Annualized Return+16.15%

Volatility+10.56%

Sharpe Ratio1.34

Max Drawdown+14.37%

Holdings

Asset Allocation

Asset Class

Equity 55.0%Precious Metals 17.5%Commodities 15.0%Bonds 12.5%

Holdings Details

A globally diversified ETF portfolio blending world equities, gold, managed futures, and long-term bonds for robust, all-weather returns.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
VWCE.XETRA Vanguard FTSE All-World UCITS ETF (USD) Accumulating • IE00BK5BQT80	IE00BK5BQT80	Acc	ETF	35.0%	0.19%
GLDA.F Amundi Physical Gold ETC C EUR • FR0013416716	FR0013416716	Acc	ETC	17.5%	0.12%
DBMF.US iMGP DBi Managed Futures Strategy ETF • US53700T8273	US53700T8273	Dist	ETF	15.0%	0.85%
LYXF.XETRA Amundi Euro Government Bond 15+Y UCITS ETF Acc • LU1287023268	LU1287023268	Acc	ETF	12.5%	0.15%
AVWS.XETRA Avantis Global Small Cap Value UCITS ETF USD Acc • IE0003R87OG3	IE0003R87OG3	Acc	ETF	10.0%	0.39%
IS3R.XETRA iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) • IE00BP3QZ825	IE00BP3QZ825	Acc	ETF	5.0%	0.25%
IS3S.XETRA iShares Edge MSCI World Value Factor UCITS ETF • IE00BP3QZB59	IE00BP3QZB59	Acc	ETF	5.0%	0.25%
Total		Total			100.0%	0.30%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €13,263.96

Histogram of Monthly Returns

The portfolio had a positive return during 15 of the 23 months (65%)

Monthly Returns Heatmap

Best month: +4.9% • Worst month: -5.1% • Best year: 2025 (+13.3%) • Worst year: 2024 (+3.7%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+3.6%	+4.5%	-5.1%	+4.7%	+3.8%	-0.1%	-1.4%	+2.7%	-	-	-	-	+12.8%
2025	+3.8%	-0.9%	-4.6%	-2.0%	+3.0%	-0.5%	+2.8%	+0.8%	+4.4%	+4.2%	+1.1%	+1.0%	+13.3%
2024	-	-	-	-	-	-	-	-	-	+0.4%	+4.9%	-1.5%	+3.7%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +14.37% • The longest drawdown period lasted for 7 months and was between February 2025 and September 2025. It reached a trough of -14.4%.

Dividend Income

Summary

This portfolio contains 1 distributing ETF (15.0% of total allocation)

Total Dividends Received

€154.97

7 payments

Dividend Yield

0.73%

(annualized)

Avg Per Payment

€22.14

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	€17.44	0.14%	2
2025	€89.66	0.84%	4
2024	€47.88	0.46%	1
Total	€154.97	0.73%	7

Detailed Metrics

Returns

Total Return

+32.64%

Annualized Return

+16.15%

Avg Monthly Return

+1.28%

Risk

Volatility (Annual)

+10.56%

Max Drawdown

+14.37%

Positive Months

65%

Average Drawdown

-3.0%

Risk-Adjusted

Sharpe Ratio

1.34

Risk-free rate: 2.0%

Sortino Ratio

1.30

Downside risk adjusted

Return/Volatility

1.53

Calmar Ratio

1.12

Return/Max Drawdown

Ulcer Index

3.82

Drawdown depth & duration

Martin Ratio

0.04

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€13,263.96

Backtest Period

2024-10-01 to 2026-08-21
1.9 years

Rebalancing

annual

Base Currency

EUR