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Riska

Created byuser-jb9a33

None Rebalancing

EUR

Low Risk

0.1yr backtest

Performance Summary

Total Return+3.05%

Annualized Return+23.03%

Volatility+4.05%

Sharpe Ratio5.20

Max Drawdown+1.22%

Holdings

Asset Allocation

Asset Class

Equity 30.0%Bonds 30.0%Commodities 20.0%Money Market 10.0%Other 10.0%

Holdings Details

Diversified ETF portfolio spanning commodities, European stocks & bonds, and managed futures for balanced growth across asset classes.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
LYP6.XETRA Amundi Core Stoxx Europe 600 UCITS ETF Acc • LU0908500753	LU0908500753	Acc	ETF	20.0%	0.07%
PCOM.XETRA WisdomTree Broad Commodities UCITS ETF USD Unhedged Acc • IE00BKY4W127	IE00BKY4W127	Acc	ETF	20.0%	0.19%
LYXF.XETRA Amundi Euro Government Bond 15+Y UCITS ETF Acc • LU1287023268	LU1287023268	Acc	ETF	15.0%	0.15%
IBCI.XETRA iShares Euro Inflation Linked Government Bond UCITS ETF • IE00B0M62X26	IE00B0M62X26	Acc	ETF	15.0%	0.09%
CSH2.PA Amundi Smart Overnight Return UCITS ETF Acc • LU1190417599	LU1190417599	Acc	ETF	10.0%	0.1%
DBMFE.PA iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403	LU2951555403	Acc	ETF	10.0%	0.75%
EEAU.XETRA BNP Paribas Easy - Managed Futures UCITS ETF EUR Capitalisation	-	-	ETF	10.0%	-
Total		Total			100.0%	0.17%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €10,305.29

Histogram of Monthly Returns

The portfolio had a positive return during 3 of the 3 months (100%)

Monthly Returns Heatmap

Best month: +1.4% • Worst month: +0.4% • Best year: 2026 (+3.1%) • Worst year: 2026 (+3.1%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	-	-	-	-	-	+0.4%	+1.4%	+1.2%	-	-	-	-	+3.1%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +1.22% • The longest drawdown period lasted for 14 days and was between July 2026 and August 2026. It reached a trough of -1.2%.

Detailed Metrics

Returns

Total Return

+3.05%

Annualized Return

+23.03%

Avg Monthly Return

+1.01%

Risk

Volatility (Annual)

+4.05%

Max Drawdown

+1.22%

Positive Months

100%

Average Drawdown

-0.4%

Risk-Adjusted

Sharpe Ratio

5.20

Risk-free rate: 2.0%

Sortino Ratio

5.90

Downside risk adjusted

Return/Volatility

5.69

Calmar Ratio

18.88

Return/Max Drawdown

Ulcer Index

0.45

Drawdown depth & duration

Martin Ratio

0.47

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€10,305.29

Backtest Period

2026-06-29 to 2026-08-21
0.1 years

Rebalancing

none

Base Currency

EUR