CS

Created byuser-a1qdsa

Annual Rebalancing

EUR

Moderate Risk

1.4yr backtest

Performance Summary

Total Return+28.47%

Annualized Return+19.78%

Volatility+10.88%

Sharpe Ratio1.63

Max Drawdown+8.86%

Holdings

Asset Allocation

Asset Class

Equity 72.0%Precious Metals 18.0%Bonds 10.0%

Holdings Details

A diversified ETF portfolio blending global stocks, gold, and bonds for robust, multi-asset growth across all market conditions.

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	18.0%	0.12%
DBMFE.PA iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403	LU2951555403	Acc	ETF	16.0%	0.75%
AVWS.XETRA Avantis Global Small Cap Value UCITS ETF USD Acc • IE0003R87OG3	IE0003R87OG3	Acc	ETF	16.0%	0.39%
LYQ6.XETRA Amundi Euro Government Bond 10-15Y UCITS ETF Acc • LU1650489385	LU1650489385	Acc	ETF	10.0%	0.15%
IS3R.XETRA iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) • IE00BP3QZ825	IE00BP3QZ825	Acc	ETF	5.0%	0.25%
IS3N.XETRA iShares Core MSCI Emerging Markets IMI UCITS • IE00BKM4GZ66	IE00BKM4GZ66	Acc	ETF	5.0%	0.18%
Total		Total			100.0%	0.32%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €12,847.05

Histogram of Monthly Returns

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

Monthly Returns Heatmap

Best month: +4.8% • Worst month: -5.2% • Best year: 2025 (+14.3%) • Worst year: 2026 (+12.3%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+3.9%	+4.3%	-5.2%	+3.8%	+2.9%	+0.6%	-0.9%	+2.6%	-	-	-	-	+12.3%
2025	-	-	-	-3.1%	+3.4%	-0.7%	+3.1%	+0.7%	+3.9%	+4.8%	+1.1%	+0.7%	+14.3%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +8.86% • The longest drawdown period lasted for 2 months and was between March 2026 and May 2026. It reached a trough of -7.4%.

Detailed Metrics

Returns

Total Return

+28.47%

Annualized Return

+19.78%

Avg Monthly Return

+1.52%

Risk

Volatility (Annual)

+10.88%

Max Drawdown

+8.86%

Positive Months

76%

Average Drawdown

-1.5%

Risk-Adjusted

Sharpe Ratio

1.63

Risk-free rate: 2.0%

Sortino Ratio

1.51

Downside risk adjusted

Return/Volatility

1.82

Calmar Ratio

2.23

Return/Max Drawdown

Ulcer Index

1.99

Drawdown depth & duration

Martin Ratio

0.09

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€12,847.05

Backtest Period

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

Rebalancing

annual

Base Currency

EUR