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As is (keep up to date)

Created byuser-1bpbfd

None Rebalancing

EUR

Low Risk

Multi-currency

0.6yr backtest

Performance Summary

Total Return+14.54%

Annualized Return+27.07%

Volatility+9.04%

Sharpe Ratio2.77

Max Drawdown+4.33%

Holdings

Asset Allocation

Asset Class

Equity 62.7%Bonds 26.2%Commodities 7.2%Precious Metals 3.9%

Holdings Details

A diversified ETF portfolio blending 63% global equities and 20% bonds, targeting US, Europe, emerging markets, and factor strategies for growth and stability.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
VGEA.XETRA Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating • IE00BH04GL39	IE00BH04GL39	Acc	ETF	11.2%	0.07%
DBMFE.PA iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403	LU2951555403	Acc	ETF	10.4%	0.75%
SPYL.XETRA State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) • IE000XZSV718	IE000XZSV718	Acc	ETF	9.4%	0.03%
LYQ7.XETRA Amundi Euro Government Inflation-Linked Bond UCITS ETF Acc • LU1650491282	LU1650491282	Acc	ETF	9.2%	0.09%
IXUA.XETRA iShares MSCI World ex-USA UCITS ETF USD (Acc) • IE000R4ZNTN3	IE000R4ZNTN3	Acc	ETF	8.2%	0.15%
AMEM.F Amundi MSCI Emerging Markets Swap UCITS ETF EUR Acc • LU1681045370	LU1681045370	Acc	ETF	7.6%	0.2%
NTSG.XETRA WisdomTree Global Efficient Core UCITS ETF USD Unhedged Acc • IE00077IIPQ8	IE00077IIPQ8	Acc	ETF	7.4%	0.25%
IWVL.LSE iShares Edge MSCI World Value Factor UCITS ETF • IE00BP3QZB59	IE00BP3QZB59	Acc	ETF	6.8%	0.25%
IWMO.LSE iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) • IE00BP3QZ825	IE00BP3QZ825	Acc	ETF	6.7%	0.25%
IWQU.LSE iShares Edge MSCI World Quality Factor UCITS ETF (Acc) • IE00BP3QZ601	IE00BP3QZ601	Acc	ETF	6.2%	0.25%
EUNA.XETRA iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc) • IE00BDBRDM35	IE00BDBRDM35	Acc	ETF	5.2%	0.1%
WCOA.LSE WisdomTree Enhanced Commodity UCITS ETF USD Acc • IE00BYMLZY74	IE00BYMLZY74	Acc	ETF	4.4%	0.7%
PPFB.XETRA iShares Physical Gold ETC • IE00B4ND3602	IE00B4ND3602	Acc	ETF	3.9%	0.12%
ROLL.LSE iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD • IE00BZ1NCS44	IE00BZ1NCS44	Acc	ETF	2.8%	0.28%
CATB.LSE HANetf KRC Cat Bond UCITS ETF (Acc) • IE000UWJUW87	IE000UWJUW87	Acc	ETF	0.6%	1.28%
Total		Total			100.0%	0.25%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €11,454.41

Histogram of Monthly Returns

The portfolio had a positive return during 6 of the 8 months (75%)

Monthly Returns Heatmap

Best month: +5.0% • Worst month: -3.3% • Best year: 2026 (+13.2%) • Worst year: 2025 (+1.2%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+3.0%	+3.3%	-3.3%	+5.0%	+4.2%	+0.8%	-0.2%	-	-	-	-	-	+13.2%
2025	-	-	-	-	-	-	-	-	-	-	-	+1.2%	+1.2%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +4.33% • The longest drawdown period lasted for 1 month and was between March 2026 and April 2026. It reached a trough of -4.3%.

Detailed Metrics

Returns

Total Return

+14.54%

Annualized Return

+27.07%

Avg Monthly Return

+1.74%

Risk

Volatility (Annual)

+9.04%

Max Drawdown

+4.33%

Positive Months

75%

Average Drawdown

-1.1%

Risk-Adjusted

Sharpe Ratio

2.77

Risk-free rate: 2.0%

Sortino Ratio

2.67

Downside risk adjusted

Return/Volatility

2.99

Calmar Ratio

6.25

Return/Max Drawdown

Ulcer Index

1.31

Drawdown depth & duration

Martin Ratio

0.19

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€11,454.41

Backtest Period

2025-12-15 to 2026-07-10
0.6 years

Rebalancing

none

Base Currency

EUR