Home PortfoliosReturn Stacking

Return Stacking

Created byuser-dmjf59

Optimize

Annual Rebalancing

EUR

High Risk

Multi-currency

3.0yr backtest

Performance Summary

Total Return+54.26%

Annualized Return+15.79%

Volatility+20.75%

Sharpe Ratio0.66

Max Drawdown+28.23%

Holdings

Asset Allocation

Asset Class

Equity 90.0%Bonds 10.0%

Holdings Details

An 85% equity and 15% bond portfolio anchored by a core RSST ETF for diversified exposure to U.S. stocks, managed futures, reinsurance, and alternative premia.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
RSST.US Return Stacked U.S. Stocks & Managed Futures ETF • US88636J8163	US88636J8163	Dist	ETF	85.0%	1.05%
SHRIX.US STONE RIDGE HIGH YIELD REINSURANCE RISK PREMIUM FUND CLASS I • US8617284000	US8617284000	Dist	FUND	5.0%	1.85%
FRNU.XETRA Amundi Floating Rate USD Corporate ESG UCITS ETF USD (C) • LU1681040900	LU1681040900	Acc	ETF	5.0%	0.18%
LU1103258783 AQR STYLE PREMIA UCITS-B EUR • LU1103258783	LU1103258783	Acc	FUND	5.0%	1.25%
Total		Total			100.0%	1.06%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €15,426.24

Histogram of Monthly Returns

The portfolio had a positive return during 22 of the 36 months (61%)

Monthly Returns Heatmap

Best month: +9.4% • Worst month: -9.6% • Best year: 2024 (+24.7%) • Worst year: 2023 (-1.1%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+2.1%	+4.7%	-4.9%	+9.4%	+6.2%	-1.0%	-0.6%	+1.8%	-	-	-	-	+18.3%
2025	+4.1%	-3.2%	-9.6%	-9.2%	+4.1%	+1.7%	+2.0%	+2.6%	+7.6%	+6.1%	-0.1%	+1.1%	+5.8%
2024	+1.8%	+8.4%	+6.2%	-0.0%	+2.1%	+3.0%	-3.4%	-1.4%	+1.3%	-4.5%	+8.5%	+1.2%	+24.7%
2023	-	-	-	-	-	-	-	-	-0.1%	-2.5%	-0.4%	+1.8%	-1.1%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +28.23% • The longest drawdown period lasted for 8 months and was between February 2025 and October 2025. It reached a trough of -28.2%.

Dividend Income

Summary

This portfolio contains 2 distributing ETFs (90.0% of total allocation)

Total Dividends Received

€434.04

15 payments

Dividend Yield

1.22%

(annualized)

Avg Per Payment

€28.94

per event

All dividends are automatically reinvested at the payment date. The portfolio value shown includes the compounding effect of dividend reinvestment.

Annual Breakdown

Dividend income per calendar year

Year	Dividends	Yield	Payments
2026	€30.80	0.21%	2
2025	€199.21	1.70%	5
2024	€86.69	0.75%	5
2023	€117.33	1.19%	3
Total	€434.04	1.22%	15

Detailed Metrics

Returns

Total Return

+54.26%

Annualized Return

+15.79%

Avg Monthly Return

+1.31%

Risk

Volatility (Annual)

+20.75%

Max Drawdown

+28.23%

Positive Months

61%

Average Drawdown

-6.5%

Risk-Adjusted

Sharpe Ratio

0.66

Risk-free rate: 2.0%

Sortino Ratio

0.61

Downside risk adjusted

Return/Volatility

0.76

Calmar Ratio

0.56

Return/Max Drawdown

Ulcer Index

8.66

Drawdown depth & duration

Martin Ratio

0.02

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€15,426.24

Backtest Period

2023-09-06 to 2026-08-21
3.0 years

Rebalancing

annual

Base Currency

EUR