HomePortfoliosPermanent proxy 2.1

Permanent proxy 2.1

Created byuser-b8stsg
Optimize
Annual Rebalancing
EUR
Low Risk
Multi-currency
6.6yr backtest

Performance Summary

Total Return+101.76%
Annualized Return+11.29%
Volatility+6.73%
Sharpe Ratio1.38
Max Drawdown+10.78%

Holdings

Asset Allocation

Asset Class

Commodities 27.5%Money Market 25.0%Precious Metals 15.0%Equity 15.0%Bonds 12.5%Cryptocurrencies 5.0%
Holdings Details
Diversified ETF portfolio blending commodities, money markets, gold, equities, bonds, and Bitcoin for multi-asset stability and growth.
AssetTypeAllocationTER
DBMF.US
iMGP DBi Managed Futures Strategy ETF • US53700T8273
ETF
22.5%0.85%
XEON.XETRA
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C • LU0290358497
ETF
15.0%0.1%
SGLN.LSE
iShares Physical Gold ETC • IE00B4ND3602
ETF
15.0%0.12%
18M1.XETRA
Amundi Euro Government Bond 0-6 M UCITS ETF Acc • FR0010754200
ETF
10.0%0.14%
UEQC.XETRA
UBS CMCI Commodity Carry SF UCITS ETF USD acc • IE00BKFB6L02
ETF
5.0%0.34%
LYXD.XETRA
Amundi Euro Government Bond 7-10Y UCITS ETF Acc • LU1287023185
ETF
5.0%0.15%
IMIE.PA
SPDR MSCI All Country World Investable Market UCITS ETF (Acc) • IE00B3YLTY66
ETF
5.0%0.17%
IWQU.LSE
iShares Edge MSCI World Quality Factor UCITS ETF (Acc) • IE00BP3QZ601
ETF
5.0%0.25%
SHRIX.US
STONE RIDGE HIGH YIELD REINSURANCE RISK PREMIUM FUND CLASS I • US8617284000
FUND
5.0%1.85%
IWMO.LSE
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) • IE00BP3QZ825
ETF
5.0%0.25%
BTC-USD
Bitcoin
CRYPTO
5.0%-
LYQ7.XETRA
Amundi Euro Government Inflation-Linked Bond UCITS ETF Acc • LU1650491282
ETF
2.5%0.09%
Total100.0%0.39%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €20,176.23
Histogram of Monthly Returns
The portfolio had a positive return during 53 of the 80 months (66%)
Monthly Returns Heatmap
Best month: +6.2% • Worst month: -4.6% • Best year: 2024 (+22.1%) • Worst year: 2022 (+5.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.3%+2.8%-3.7%+1.8%+1.7%-0.7%-1.0%+2.1%----+5.3%
2025+2.7%-1.4%-2.1%-0.9%+1.2%-1.2%+2.1%+0.1%+4.0%+2.8%+0.4%+0.1%+7.7%
2024+2.7%+4.0%+4.6%+0.7%+0.3%+1.4%-0.3%-1.7%+1.4%+2.0%+5.3%-0.1%+22.1%
2023+2.1%+0.8%+0.3%-0.1%+1.5%+0.6%-0.0%-0.1%+1.5%+3.1%-0.1%+1.2%+11.0%
2022+0.9%+1.8%+3.7%+4.0%-3.1%+0.2%+1.5%+0.7%+1.4%+0.5%-4.6%-1.6%+5.2%
2021+0.9%+2.3%+5.4%-0.2%-2.4%+0.5%+2.2%+0.9%-0.5%+5.1%+0.3%-1.1%+13.9%
2020-0.4%-1.8%-1.9%+4.3%-0.5%-0.3%+1.0%+0.4%-0.7%+1.4%+1.8%+6.2%+9.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +10.78% • The longest drawdown period lasted for 1 year and was between September 2022 and October 2023. It reached a trough of -9.6%.

Dividend Income

Summary
This portfolio contains 2 distributing ETFs (27.5% of total allocation)

Total Dividends Received

€1,588.79

41 payments

Dividend Yield

1.67%

(annualized)

Avg Per Payment

€38.75

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€87.70
2025€337.41
2024€319.59
2023€163.19
2022€606.27
2021€26.45
2020€48.19
Total€1,588.79

Detailed Metrics

Returns
Total Return
+101.76%
Annualized Return
+11.29%
Avg Monthly Return
+0.90%
Risk
Volatility (Annual)
+6.73%
Max Drawdown
+10.78%
Positive Months
66%
Average Drawdown
-2.5%
Risk-Adjusted
Sharpe Ratio
1.38
Risk-free rate: 2.0%
Sortino Ratio
1.32
Downside risk adjusted
Return/Volatility
1.68
Calmar Ratio
1.05
Return/Max Drawdown
Ulcer Index
3.00
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€20,176.23
Backtest Period
2020-01-22 to 2026-08-14
6.6 years
Rebalancing
annual
Base Currency
EUR