PB

Created byuser-a1qdsa

Annual Rebalancing

EUR

Moderate Risk

1.4yr backtest

Performance Summary

Total Return+28.47%

Annualized Return+19.78%

Volatility+11.90%

Sharpe Ratio1.49

Max Drawdown+9.61%

Holdings

Asset Allocation

Asset Class

Equity 75.0%Bonds 12.5%Precious Metals 12.5%

Holdings Details

A diversified ETF portfolio blending global stocks, bonds, and gold for robust, multi-asset growth and risk management.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
VWCE.XETRA Vanguard FTSE All-World UCITS ETF (USD) Accumulating • IE00BK5BQT80	IE00BK5BQT80	Acc	ETF	20.0%	0.19%
AVWS.XETRA Avantis Global Small Cap Value UCITS ETF USD Acc • IE0003R87OG3	IE0003R87OG3	Acc	ETF	20.0%	0.39%
XDEM.XETRA Xtrackers MSCI World Momentum UCITS ETF 1C • IE00BL25JP72	IE00BL25JP72	Acc	ETF	20.0%	0.25%
DBMFE.PA iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403	LU2951555403	Acc	ETF	15.0%	0.75%
LYXF.XETRA Amundi Euro Government Bond 15+Y UCITS ETF Acc • LU1287023268	LU1287023268	Acc	ETF	12.5%	0.15%
GLDA.F Amundi Physical Gold ETC C EUR • FR0013416716	FR0013416716	Acc	ETC	12.5%	0.12%
Total		Total			100.0%	0.31%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €12,846.97

Histogram of Monthly Returns

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

Monthly Returns Heatmap

Best month: +5.5% • Worst month: -4.9% • Best year: 2026 (+13.9%) • Worst year: 2025 (+12.8%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+3.8%	+4.1%	-4.9%	+5.5%	+3.7%	+1.9%	-2.6%	+2.1%	-	-	-	-	+13.9%
2025	-	-	-	-3.3%	+4.3%	-0.7%	+2.9%	+0.5%	+3.5%	+3.7%	+0.7%	+0.8%	+12.8%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +9.61% • The longest drawdown period lasted for 2 months and was between March 2026 and May 2026. It reached a trough of -6.3%.

Detailed Metrics

Returns

Total Return

+28.47%

Annualized Return

+19.78%

Avg Monthly Return

+1.53%

Risk

Volatility (Annual)

+11.90%

Max Drawdown

+9.61%

Positive Months

76%

Average Drawdown

-1.5%

Risk-Adjusted

Sharpe Ratio

1.49

Risk-free rate: 2.0%

Sortino Ratio

1.44

Downside risk adjusted

Return/Volatility

1.66

Calmar Ratio

2.06

Return/Max Drawdown

Ulcer Index

2.00

Drawdown depth & duration

Martin Ratio

0.09

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€12,846.97

Backtest Period

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

Rebalancing

annual

Base Currency

EUR