Home PortfoliosReale roa 3.2.2 gold x2

Reale roa 3.2.2 gold x2

Created byuser-b8stsg

Annual Rebalancing

EUR

Moderate Risk

Multi-currency

0.5yr backtest

Performance Summary

Total Return+7.75%

Annualized Return+17.17%

Volatility+17.45%

Sharpe Ratio0.87

Max Drawdown+8.30%

Holdings

Asset Allocation

Asset Class

Equity 64.0%Cryptocurrencies 13.0%Bonds 10.0%Precious Metals 8.0%Commodities 5.0%

Holdings Details

Diversified ETF portfolio blending global equities, Bitcoin, bonds, gold, and commodities for a balanced, multi-asset investment strategy.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
IWMO.LSE iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) • IE00BP3QZ825	IE00BP3QZ825	Acc	ETF	40.0%	0.25%
DBMFE.PA iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403	LU2951555403	Acc	ETF	24.0%	0.75%
IB1T.XETRA iShares Bitcoin ETP • XS2940466316	XS2940466316	Acc	ETF	13.0%	0.15%
CATB.LSE HANetf KRC Cat Bond UCITS ETF (Acc) • IE000UWJUW87	IE000UWJUW87	Acc	ETF	10.0%	1.28%
4RT8.XETRA WisdomTree Gold 2x Daily Leveraged EUR • JE00B2NFTL95	JE00B2NFTL95	Acc	ETF	8.0%	0.99%
CRRY.XETRA WisdomTree Enhanced Commodity Carry • XS3022291473	XS3022291473	Acc	ETF	5.0%	0.34%
Total		Total			100.0%	0.52%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €10,774.61

Histogram of Monthly Returns

The portfolio had a positive return during 5 of the 7 months (71%)

Monthly Returns Heatmap

Best month: +6.7% • Worst month: -6.4% • Best year: 2026 (+6.1%) • Worst year: 2025 (+1.5%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+2.4%	+1.4%	-6.4%	+6.7%	+4.2%	-1.8%	-	-	-	-	-	-	+6.1%
2025	-	-	-	-	-	-	-	-	-	-	-	+1.5%	+1.5%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +8.30% • The longest drawdown period lasted for 3 months and was between January 2026 and May 2026. It reached a trough of -8.3%.

Detailed Metrics

Returns

Total Return

+7.75%

Annualized Return

+17.17%

Avg Monthly Return

+1.15%

Risk

Volatility (Annual)

+17.45%

Max Drawdown

+8.30%

Positive Months

71%

Average Drawdown

-2.7%

Risk-Adjusted

Sharpe Ratio

0.87

Risk-free rate: 2.0%

Sortino Ratio

0.91

Downside risk adjusted

Return/Volatility

0.98

Calmar Ratio

2.07

Return/Max Drawdown

Ulcer Index

3.27

Drawdown depth & duration

Martin Ratio

0.05

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€10,774.61

Backtest Period

2025-12-15 to 2026-06-05
0.5 years

Rebalancing

annual

Base Currency

EUR