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EUR
Low Risk
Multi-currency
7.0yr backtest

Performance Summary

Total Return+32.75%
Annualized Return+4.13%
Volatility+9.23%
Sharpe Ratio0.23
Max Drawdown+18.16%

Holdings

Asset Allocation

Asset Class

Bonds 40.0%Equity 30.0%Commodities 30.0%
Holdings Details
Diversified ETF portfolio blending European government bonds, global equities, and commodities for balanced, multi-asset growth.
AssetTypeAllocationTER
MTH.PA
Amundi Euro Government Bond 25+Y UCITS ETF AccLU1686832194
ETF
40.0%0.07%
JPGL.XETRA
JPMorgan Global Equity Multi-Factor UCITS ETF AccumulatingIE00BJRCLL96
ETF
30.0%0.19%
DBMF.US
iMGP DBi Managed Futures Strategy ETFUS53700T8273
ETF
25.0%0.85%
CMOD.LSE
Invesco Bloomberg Commodity UCITS ETF AccIE00BD6FTQ80
ETF
5.0%0.19%
Total100.0%0.31%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €13,275.1
Histogram of Monthly Returns
The portfolio had a positive return during 48 of the 85 months (56%)
Monthly Returns Heatmap
Best month: +7.2% • Worst month: -8.1% • Best year: 2021 (+11.4%) • Worst year: 2022 (-9.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.1%+5.8%-2.3%+0.7%+1.9%+1.3%-0.7%-----+8.9%
2025+1.1%-0.4%-5.3%-1.4%+0.4%-1.4%+0.9%-1.0%+2.5%+2.9%+0.9%-1.0%-2.2%
2024+1.0%+1.0%+3.6%-0.5%-1.1%+1.3%+1.4%-1.2%+1.2%-1.0%+5.6%-3.2%+8.1%
2023+2.6%-2.5%-1.0%-0.6%+0.3%+2.2%-0.6%+0.0%-1.8%-1.3%+3.0%+4.7%+4.8%
2022+1.6%-0.8%+2.6%+0.5%-3.8%-2.9%+7.2%-4.6%-3.3%+1.3%+0.8%-8.1%-9.8%
2021-0.2%-0.1%+4.1%-0.9%+0.7%+1.9%+3.4%-0.7%-1.1%+3.0%+1.2%-0.3%+11.4%
2020+3.3%-2.2%-7.2%+5.1%-0.6%+0.2%+0.8%-0.3%+1.7%+0.8%+2.1%+1.1%+4.3%
2019------+2.7%+4.9%+0.4%-2.5%+0.7%-1.1%+5.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +18.16% • The longest drawdown period lasted for 3 years and 11 months and was between March 2022 and February 2026. It reached a trough of -18.2%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (25.0% of total allocation)

Total Dividends Received

1,186.93

17 payments

Dividend Yield

1.46%

(annualized)

Avg Per Payment

69.82

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
YearDividends
202629.60
2025181.39
2024168.31
202366.20
2022496.45
202022.41
2019222.58
Total1,186.93

Detailed Metrics

Returns
Total Return
+32.75%
Annualized Return
+4.13%
Avg Monthly Return
+0.37%
Risk
Volatility (Annual)
+9.23%
Max Drawdown
+18.16%
Positive Months
56%
Average Drawdown
-6.6%
Risk-Adjusted
Sharpe Ratio
0.23
Risk-free rate: 2.0%
Sortino Ratio
0.22
Downside risk adjusted
Return/Volatility
0.45
Calmar Ratio
0.23
Return/Max Drawdown
Ulcer Index
8.02
Drawdown depth & duration
Martin Ratio
0.00
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
13,275.1
Backtest Period
2019-07-16 to 2026-07-17
7.0 years
Rebalancing
quarterly
Base Currency
EUR
Risk Parity | ETF Backtest