Home PortfoliosRDAW 2.0

RDAW 2.0

Created byuser-jb9a33

None Rebalancing

EUR

Low Risk

Multi-currency

1.4yr backtest

Performance Summary

Total Return+11.37%

Annualized Return+8.07%

Volatility+8.61%

Sharpe Ratio0.70

Max Drawdown+8.85%

Holdings

Asset Allocation

Asset Class

Bonds 45.0%Equity 40.0%Precious Metals 7.5%Commodities 7.5%

Holdings Details

Diversified ETF portfolio blending global stocks, long & mid-term US Treasury bonds, gold, and commodities for balanced growth and stability.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
EUNL.XETRA iShares Core MSCI World UCITS ETF USD (Acc) • IE00B4L5Y983	IE00B4L5Y983	Acc	ETF	30.0%	0.2%
SXRC.MU iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) • IE00BFM6TC58	IE00BFM6TC58	Acc	ETF	30.0%	0.07%
SXRM.XETRA iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) • IE00B3VWN518	IE00B3VWN518	Acc	ETF	15.0%	0.07%
DBMFE.PA iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403	LU2951555403	Acc	ETF	10.0%	0.75%
PPFB.XETRA iShares Physical Gold ETC • IE00B4ND3602	IE00B4ND3602	Acc	ETF	7.5%	0.12%
SXRS.XETRA iShares Diversified Commodity Swap UCITS ETF • IE00BDFL4P12	IE00BDFL4P12	Acc	ETF	7.5%	0.19%
Total		Total			100.0%	0.19%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €11,137.28

Histogram of Monthly Returns

The portfolio had a positive return during 11 of the 17 months (65%)

Monthly Returns Heatmap

Best month: +4.2% • Worst month: -4.8% • Best year: 2026 (+7.4%) • Worst year: 2025 (+3.7%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+1.7%	+3.5%	-1.9%	+1.5%	+1.7%	+0.7%	-1.1%	+1.1%	-	-	-	-	+7.4%
2025	-	-	-	-4.8%	+0.2%	-1.0%	+3.3%	-0.8%	+3.1%	+4.2%	+0.6%	-0.9%	+3.7%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +8.85% • The longest drawdown period lasted for 5 months and was between April 2025 and September 2025. It reached a trough of -8.9%.

Detailed Metrics

Returns

Total Return

+11.37%

Annualized Return

+8.07%

Avg Monthly Return

+0.66%

Risk

Volatility (Annual)

+8.61%

Max Drawdown

+8.85%

Positive Months

65%

Average Drawdown

-2.2%

Risk-Adjusted

Sharpe Ratio

0.70

Risk-free rate: 2.0%

Sortino Ratio

0.62

Downside risk adjusted

Return/Volatility

0.94

Calmar Ratio

0.91

Return/Max Drawdown

Ulcer Index

2.82

Drawdown depth & duration

Martin Ratio

0.02

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€11,137.28

Backtest Period

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

Rebalancing

none

Base Currency

EUR