Home PortfoliosPermanent Reale v2.1

Permanent Reale v2.1

Created byuser-b8stsg

Annual Rebalancing

EUR

Low Risk

Multi-currency

0.6yr backtest

Performance Summary

Total Return+4.60%

Annualized Return+7.31%

Volatility+8.49%

Sharpe Ratio0.63

Max Drawdown+5.82%

Holdings

Asset Allocation

Asset Class

Equity 38.5%Money Market 20.0%Bonds 16.5%Precious Metals 15.0%Cryptocurrencies 5.0%Commodities 5.0%

Holdings Details

Diversified ETF portfolio blending global equities, gold, money markets, and crypto for a balanced, multi-asset strategy.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
DBMFE.PA iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403	LU2951555403	Acc	ETF	22.5%	0.75%
PPFB.XETRA iShares Physical Gold ETC • IE00B4ND3602	IE00B4ND3602	Acc	ETF	15.0%	0.12%
XEON.XETRA Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C • LU0290358497	LU0290358497	Acc	ETF	10.0%	0.1%
18M1.XETRA Amundi Euro Government Bond 0-6 M UCITS ETF Acc • FR0010754200	FR0010754200	Acc	ETF	10.0%	0.14%
NTSG.XETRA WisdomTree Global Efficient Core UCITS ETF USD Unhedged Acc • IE00077IIPQ8	IE00077IIPQ8	Acc	ETF	6.0%	0.25%
CLOA.XETRA Invesco EUR AAA CLO UCITS ETF Acc • IE000Y2JPPS4	IE000Y2JPPS4	Acc	ETF	5.0%	0.25%
C47B.XETRA HANetf KRC Cat Bond UCITS ETF (Acc) • IE000UWJUW87	IE000UWJUW87	Acc	ETF	5.0%	1.28%
IWMO.LSE iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) • IE00BP3QZ825	IE00BP3QZ825	Acc	ETF	5.0%	0.25%
IWQU.LSE iShares Edge MSCI World Quality Factor UCITS ETF (Acc) • IE00BP3QZ601	IE00BP3QZ601	Acc	ETF	5.0%	0.25%
IB1T.XETRA iShares Bitcoin ETP • XS2940466316	XS2940466316	Acc	ETF	5.0%	0.15%
CRRY.XETRA WisdomTree Enhanced Commodity Carry • XS3022291473	XS3022291473	Acc	ETF	5.0%	0.34%
LYXD.XETRA Amundi Euro Government Bond 7-10Y UCITS ETF Acc • LU1287023185	LU1287023185	Acc	ETF	4.0%	0.15%
LYQ7.XETRA Amundi Euro Government Inflation-Linked Bond UCITS ETF Acc • LU1650491282	LU1650491282	Acc	ETF	2.5%	0.09%
Total		Total			100.0%	0.36%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €10,460.33

Histogram of Monthly Returns

The portfolio had a positive return during 6 of the 8 months (75%)

Monthly Returns Heatmap

Best month: +2.4% • Worst month: -4.0% • Best year: 2026 (+3.8%) • Worst year: 2025 (+0.8%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+2.2%	+2.4%	-4.0%	+1.3%	+1.8%	-0.7%	+0.8%	-	-	-	-	-	+3.8%
2025	-	-	-	-	-	-	-	-	-	-	-	+0.8%	+0.8%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +5.82% • The longest drawdown period lasted for 4 months and was between March 2026 and July 2026. It reached a trough of -5.8%.

Detailed Metrics

Returns

Total Return

+4.60%

Annualized Return

+7.31%

Avg Monthly Return

+0.58%

Risk

Volatility (Annual)

+8.49%

Max Drawdown

+5.82%

Positive Months

75%

Average Drawdown

-2.2%

Risk-Adjusted

Sharpe Ratio

0.63

Risk-free rate: 2.0%

Sortino Ratio

0.62

Downside risk adjusted

Return/Volatility

0.86

Calmar Ratio

1.26

Return/Max Drawdown

Ulcer Index

2.42

Drawdown depth & duration

Martin Ratio

0.02

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€10,460.33

Backtest Period

2025-12-03 to 2026-07-24
0.6 years

Rebalancing

annual

Base Currency

EUR