Home PortfoliosReturn stacking

Return stacking

Created byuser-a1qdsa

Quarterly Rebalancing

EUR

Moderate Risk

1.4yr backtest

Performance Summary

Total Return+22.08%

Annualized Return+15.45%

Volatility+11.24%

Sharpe Ratio1.20

Max Drawdown+9.25%

Holdings

Asset Allocation

Asset Class

Equity 81.0%Commodities 10.0%Precious Metals 9.0%

Holdings Details

Global equities & commodities portfolio with 81% in world stocks via ETF plus 10% broad commodities & 9% gold for diversification.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
NTSG.XETRA WisdomTree Global Efficient Core UCITS ETF USD Unhedged Acc • IE00077IIPQ8	IE00077IIPQ8	Acc	ETF	66.0%	0.25%
DBMFE.PA iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403	LU2951555403	Acc	ETF	15.0%	0.75%
UEQC.XETRA UBS CMCI Commodity Carry SF UCITS ETF USD acc • IE00BKFB6L02	IE00BKFB6L02	Acc	ETF	10.0%	0.34%
GLDA.F Amundi Physical Gold ETC C EUR • FR0013416716	FR0013416716	Acc	ETC	9.0%	0.12%
Total		Total			100.0%	0.32%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €12,207.52

Histogram of Monthly Returns

The portfolio had a positive return during 10 of the 17 months (59%)

Monthly Returns Heatmap

Best month: +5.9% • Worst month: -5.9% • Best year: 2025 (+11.7%) • Worst year: 2026 (+9.3%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+0.6%	+3.4%	-5.9%	+4.1%	+3.9%	+2.4%	-0.1%	+1.1%	-	-	-	-	+9.3%
2025	-	-	-	-3.6%	+3.7%	-0.6%	+3.6%	-0.3%	+3.2%	+5.9%	-0.3%	-0.1%	+11.7%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +9.25% • The longest drawdown period lasted for 2 months and was between March 2026 and May 2026. It reached a trough of -6.6%.

Detailed Metrics

Returns

Total Return

+22.08%

Annualized Return

+15.45%

Avg Monthly Return

+1.22%

Risk

Volatility (Annual)

+11.24%

Max Drawdown

+9.25%

Positive Months

59%

Average Drawdown

-1.6%

Risk-Adjusted

Sharpe Ratio

1.20

Risk-free rate: 2.0%

Sortino Ratio

1.12

Downside risk adjusted

Return/Volatility

1.37

Calmar Ratio

1.67

Return/Max Drawdown

Ulcer Index

2.09

Drawdown depth & duration

Martin Ratio

0.06

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€12,207.52

Backtest Period

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

Rebalancing

quarterly

Base Currency

EUR