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PL3

Created byuser-a1qdsa

Annual Rebalancing

EUR

Moderate Risk

1.4yr backtest

Performance Summary

Total Return+30.00%

Annualized Return+20.81%

Volatility+11.56%

Sharpe Ratio1.63

Max Drawdown+9.78%

Holdings

Asset Allocation

Asset Class

Equity 82.5%Precious Metals 17.5%

Holdings Details

A diversified ETF portfolio blending 82% global equities and 18% gold for a balanced core and defensive growth strategy.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
NTSG.XETRA WisdomTree Global Efficient Core UCITS ETF USD Unhedged Acc • IE00077IIPQ8	IE00077IIPQ8	Acc	ETF	50.0%	0.25%
GLDA.F Amundi Physical Gold ETC C EUR • FR0013416716	FR0013416716	Acc	ETC	17.5%	0.12%
DBMFE.PA iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403	LU2951555403	Acc	ETF	17.5%	0.75%
AVWS.XETRA Avantis Global Small Cap Value UCITS ETF USD Acc • IE0003R87OG3	IE0003R87OG3	Acc	ETF	5.0%	0.39%
IS3S.XETRA iShares Edge MSCI World Value Factor UCITS ETF • IE00BP3QZB59	IE00BP3QZB59	Acc	ETF	5.0%	0.25%
XDEM.XETRA Xtrackers MSCI World Momentum UCITS ETF 1C • IE00BL25JP72	IE00BL25JP72	Acc	ETF	5.0%	0.25%
Total		Total			100.0%	0.32%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €13,000.14

Histogram of Monthly Returns

The portfolio had a positive return during 13 of the 17 months (76%)

Monthly Returns Heatmap

Best month: +5.9% • Worst month: -5.2% • Best year: 2025 (+14.9%) • Worst year: 2026 (+13.1%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+3.1%	+4.0%	-5.2%	+4.4%	+3.7%	+0.8%	-0.1%	+2.1%	-	-	-	-	+13.1%
2025	-	-	-	-3.5%	+3.6%	-0.7%	+3.4%	+0.4%	+4.2%	+5.9%	+0.6%	+0.5%	+14.9%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +9.78% • The longest drawdown period lasted for 2 months and was between March 2026 and May 2026. It reached a trough of -7.2%.

Detailed Metrics

Returns

Total Return

+30.00%

Annualized Return

+20.81%

Avg Monthly Return

+1.60%

Risk

Volatility (Annual)

+11.56%

Max Drawdown

+9.78%

Positive Months

76%

Average Drawdown

-1.5%

Risk-Adjusted

Sharpe Ratio

1.63

Risk-free rate: 2.0%

Sortino Ratio

1.49

Downside risk adjusted

Return/Volatility

1.80

Calmar Ratio

2.13

Return/Max Drawdown

Ulcer Index

2.05

Drawdown depth & duration

Martin Ratio

0.09

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€13,000.14

Backtest Period

2025-04-01 to 2026-08-21
1.4 years

Rebalancing

annual

Base Currency

EUR