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permanent alternative

Created byuser-b8stsg
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Annual Rebalancing
EUR
Low Risk
Multi-currency
2.7yr backtest

Performance Summary

Total Return+40.05%
Annualized Return+13.23%
Volatility+6.44%
Sharpe Ratio1.74
Max Drawdown+7.83%

Holdings

Asset Allocation

Asset Class

Commodities 25.0%Money Market 20.0%Equity 17.0%Precious Metals 17.0%Bonds 16.0%Cryptocurrencies 5.0%
Holdings Details
Diversified ETF portfolio blending money markets, commodities, gold, US equities, bonds, and Bitcoin for broad multi-asset exposure and risk management.
AssetTypeAllocationTER
XEON.XETRA
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C • LU0290358497
ETF
20.0%0.1%
DBMF.US
iMGP DBi Managed Futures Strategy ETF • US53700T8273
ETF
19.0%0.85%
NTSX.LSE
WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc • IE000KF370H3
ETF
17.0%0.2%
EGLN.LSE
iShares Physical Gold ETC • IE00B4ND3602
ETF
17.0%0.12%
CBE3.LSE
iShares Euro Government Bond 1-3yr UCITS ETF (Acc) • IE00B3VTMJ91
ETF
10.0%0.15%
SHRIX.US
STONE RIDGE HIGH YIELD REINSURANCE RISK PREMIUM FUND CLASS I • US8617284000
FUND
6.0%1.85%
UEQC.XETRA
UBS CMCI Commodity Carry SF UCITS ETF USD acc • IE00BKFB6L02
ETF
6.0%0.34%
BTC-USD
Bitcoin
CRYPTO
5.0%-
Total100.0%0.38%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €14,005.34
Histogram of Monthly Returns
The portfolio had a positive return during 25 of the 33 months (76%)
Monthly Returns Heatmap
Best month: +5.4% • Worst month: -3.7% • Best year: 2024 (+23.0%) • Worst year: 2026 (+2.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.0%+2.4%-3.7%+1.5%+1.7%-1.8%------+2.0%
2025+2.8%-1.5%-1.8%-1.4%+1.2%-1.2%+2.5%+0.2%+4.0%+3.0%+0.4%-0.1%+8.2%
2024+2.4%+3.6%+4.6%+0.4%+0.2%+1.8%+0.2%-1.4%+1.7%+2.4%+5.4%+0.0%+23.0%
2023---------+2.2%+0.1%+0.9%+3.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +7.83% • The longest drawdown period lasted for 7 months and was between February 2025 and September 2025. It reached a trough of -7.8%.

Dividend Income

Summary
This portfolio contains 2 distributing ETFs (25.0% of total allocation)

Total Dividends Received

€560.40

20 payments

Dividend Yield

1.66%

(annualized)

Avg Per Payment

€28.02

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€27.30
2025€230.99
2024€219.92
2023€82.21
Total€560.40

Detailed Metrics

Returns
Total Return
+40.05%
Annualized Return
+13.23%
Avg Monthly Return
+1.05%
Risk
Volatility (Annual)
+6.44%
Max Drawdown
+7.83%
Positive Months
76%
Average Drawdown
-2.0%
Risk-Adjusted
Sharpe Ratio
1.74
Risk-free rate: 2.0%
Sortino Ratio
1.66
Downside risk adjusted
Return/Volatility
2.05
Calmar Ratio
1.69
Return/Max Drawdown
Ulcer Index
2.45
Drawdown depth & duration
Martin Ratio
0.05
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€14,005.34
Backtest Period
2023-10-10 to 2026-06-26
2.7 years
Rebalancing
annual
Base Currency
EUR