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Permanent v2.2

Created byuser-b8stsg

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Annual Rebalancing

EUR

Low Risk

Multi-currency

2.8yr backtest

Performance Summary

Total Return+41.37%

Annualized Return+13.23%

Volatility+6.51%

Sharpe Ratio1.72

Max Drawdown+8.06%

Holdings

Asset Allocation

Asset Class

Commodities 27.5%Money Market 25.0%Equity 16.0%Precious Metals 15.0%Bonds 11.5%Cryptocurrencies 5.0%

Holdings Details

Diversified ETF portfolio blending commodities, money markets, equities, gold, and Bitcoin for multi-asset growth and stability.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
DBMF.US iMGP DBi Managed Futures Strategy ETF • US53700T8273	US53700T8273	Dist	ETF	22.5%	0.85%
XEON.XETRA Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C • LU0290358497	LU0290358497	Acc	ETF	15.0%	0.1%
PPFB.XETRA iShares Physical Gold ETC • IE00B4ND3602	IE00B4ND3602	Acc	ETF	15.0%	0.12%
18M1.XETRA Amundi Euro Government Bond 0-6 M UCITS ETF Acc • FR0010754200	FR0010754200	Acc	ETF	10.0%	0.14%
NTSX.LSE WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc • IE000KF370H3	IE000KF370H3	Acc	ETF	6.0%	0.2%
BTC-USD Bitcoin	-	-	CRYPTO	5.0%	-
SHRIX.US STONE RIDGE HIGH YIELD REINSURANCE RISK PREMIUM FUND CLASS I • US8617284000	US8617284000	Dist	FUND	5.0%	1.85%
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%
UEQC.XETRA UBS CMCI Commodity Carry SF UCITS ETF USD acc • IE00BKFB6L02	IE00BKFB6L02	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%	0.39%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €14,136.61

Histogram of Monthly Returns

The portfolio had a positive return during 24 of the 34 months (71%)

Monthly Returns Heatmap

Best month: +5.4% • Worst month: -3.6% • Best year: 2024 (+22.4%) • Worst year: 2023 (+2.6%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+1.8%	+2.7%	-3.6%	+1.8%	+1.8%	-0.7%	+0.6%	-	-	-	-	-	+4.3%
2025	+2.8%	-1.5%	-2.2%	-1.1%	+1.3%	-1.2%	+2.1%	+0.1%	+4.0%	+2.8%	+0.4%	+0.5%	+7.9%
2024	+2.6%	+4.0%	+4.6%	+0.6%	+0.2%	+1.6%	-0.3%	-1.6%	+1.5%	+2.1%	+5.4%	-0.1%	+22.4%
2023	-	-	-	-	-	-	-	-	-	+2.2%	-0.3%	+0.8%	+2.6%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +8.06% • The longest drawdown period lasted for 7 months and was between February 2025 and September 2025. It reached a trough of -8.1%.

Dividend Income

Summary

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

Total Dividends Received

€610.39

22 payments

Dividend Yield

1.77%

(annualized)

Avg Per Payment

€27.75

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

Year	Dividends	Yield	Payments
2026	€62.05	0.44%	4
2025	€238.36	1.87%	8
2024	€224.74	1.94%	8
2023	€85.25	0.84%	2
Total	€610.39	1.77%	22

Detailed Metrics

Returns

Total Return

+41.37%

Annualized Return

+13.23%

Avg Monthly Return

+1.04%

Risk

Volatility (Annual)

+6.51%

Max Drawdown

+8.06%

Positive Months

71%

Average Drawdown

-2.0%

Risk-Adjusted

Sharpe Ratio

1.72

Risk-free rate: 2.0%

Sortino Ratio

1.64

Downside risk adjusted

Return/Volatility

2.03

Calmar Ratio

1.64

Return/Max Drawdown

Ulcer Index

2.49

Drawdown depth & duration

Martin Ratio

0.05

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€14,136.61

Backtest Period

2023-10-10 to 2026-07-24
2.8 years

Rebalancing

annual

Base Currency

EUR