CB

Created byuser-a1qdsa

Annual Rebalancing

EUR

Moderate Risk

1.4yr backtest

Performance Summary

Total Return+27.33%

Annualized Return+19.01%

Volatility+10.37%

Sharpe Ratio1.64

Max Drawdown+8.27%

Holdings

Asset Allocation

Asset Class

Equity 68.0%Precious Metals 20.0%Bonds 12.0%

Holdings Details

Diversified ETF portfolio blending global stocks, gold, and bonds for a balanced, multi-asset strategy designed for long-term growth.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
NTSG.XETRA WisdomTree Global Efficient Core UCITS ETF USD Unhedged Acc • IE00077IIPQ8	IE00077IIPQ8	Acc	ETF	30.0%	0.25%
PPFB.XETRA iShares Physical Gold ETC • IE00B4ND3602	IE00B4ND3602	Acc	ETF	20.0%	0.12%
AVWS.XETRA Avantis Global Small Cap Value UCITS ETF USD Acc • IE0003R87OG3	IE0003R87OG3	Acc	ETF	20.0%	0.39%
DBMFE.PA iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403	LU2951555403	Acc	ETF	18.0%	0.75%
LYQ6.XETRA Amundi Euro Government Bond 10-15Y UCITS ETF Acc • LU1650489385	LU1650489385	Acc	ETF	12.0%	0.15%
Total		Total			100.0%	0.33%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €12,732.73

Histogram of Monthly Returns

The portfolio had a positive return during 14 of the 17 months (82%)

Monthly Returns Heatmap

Best month: +4.7% • Worst month: -4.8% • Best year: 2025 (+14.2%) • Worst year: 2026 (+11.5%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+4.0%	+4.6%	-4.8%	+2.6%	+2.2%	+0.0%	+0.1%	+2.6%	-	-	-	-	+11.5%
2025	-	-	-	-3.0%	+3.1%	-1.0%	+3.0%	+1.0%	+3.7%	+4.7%	+1.5%	+0.7%	+14.2%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +8.27% • The longest drawdown period lasted for 4 months and was between March 2026 and July 2026. It reached a trough of -7.6%.

Detailed Metrics

Returns

Total Return

+27.33%

Annualized Return

+19.01%

Avg Monthly Return

+1.47%

Risk

Volatility (Annual)

+10.37%

Max Drawdown

+8.27%

Positive Months

82%

Average Drawdown

-1.6%

Risk-Adjusted

Sharpe Ratio

1.64

Risk-free rate: 2.0%

Sortino Ratio

1.52

Downside risk adjusted

Return/Volatility

1.83

Calmar Ratio

2.30

Return/Max Drawdown

Ulcer Index

2.01

Drawdown depth & duration

Martin Ratio

0.08

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€12,732.73

Backtest Period

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

Rebalancing

annual

Base Currency

EUR