HomePortfoliosRoa 3.2.1 bt proxy

Roa 3.2.1 bt proxy

Optimize
Annual Rebalancing
EUR
Moderate Risk
Multi-currency
6.4yr backtest

Performance Summary

Total Return+246.54%
Annualized Return+21.42%
Volatility+13.26%
Sharpe Ratio1.46
Max Drawdown+21.19%

Holdings

Asset Allocation

Asset Class

Equity 40.0%Commodities 24.0%Cryptocurrencies 15.0%Precious Metals 13.0%Bonds 8.0%
Holdings Details
Diversified portfolio blending global momentum stocks, managed futures, Bitcoin, gold, and commodities for multi-asset growth and risk mitigation.
AssetTypeAllocationTER
IWMO.LSE
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)IE00BP3QZ825
ETF
40.0%0.25%
DBMF.US
iMGP DBi Managed Futures Strategy ETFUS53700T8273
ETF
19.0%0.85%
BTC-USD
Bitcoin
CRYPTO
15.0%-
EGLN.LSE
iShares Physical Gold ETCIE00B4ND3602
ETF
13.0%0.12%
SHRIX.US
STONE RIDGE HIGH YIELD REINSURANCE RISK PREMIUM FUND CLASS IUS8617284000
FUND
8.0%1.85%
UEQC.XETRA
UBS CMCI Commodity Carry SF UCITS ETF USD accIE00BKFB6L02
ETF
5.0%0.34%
Total100.0%0.44%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €34,654.24
Histogram of Monthly Returns
The portfolio had a positive return during 51 of the 78 months (65%)
Monthly Returns Heatmap
Best month: +14.4% • Worst month: -9.2% • Best year: 2024 (+45.4%) • Worst year: 2022 (-4.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.3%+1.1%-5.0%+7.2%+4.0%+1.8%------+10.5%
2025+4.9%-3.8%-5.0%-0.4%+4.3%-1.6%+3.4%-0.8%+5.3%+2.3%-1.8%-0.0%+6.5%
2024+5.6%+10.5%+7.3%-2.0%+1.8%+2.3%-1.1%-2.9%+2.3%+4.0%+11.6%-0.3%+45.4%
2023+5.1%+1.3%+2.2%+0.4%-0.3%+3.1%-0.6%-1.5%+2.1%+6.5%+2.0%+3.5%+26.1%
2022-2.8%+2.5%+6.0%+0.7%-5.2%-3.5%+3.8%+0.6%+0.1%+2.8%-5.9%-2.6%-4.2%
2021+3.3%+5.9%+10.3%+0.1%-9.2%+1.1%+4.3%+3.7%-1.2%+11.7%-1.0%-4.1%+25.7%
2020+0.2%-4.6%-5.5%+8.8%+1.1%+0.5%+3.2%+2.4%-1.4%+3.7%+8.0%+14.4%+33.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +21.19% • The longest drawdown period lasted for 1 year and 11 months and was between November 2021 and October 2023. It reached a trough of -13.6%.

Dividend Income

Summary
This portfolio contains 2 distributing ETFs (27.0% of total allocation)

Total Dividends Received

2,269.10

39 payments

Dividend Yield

1.74%

(annualized)

Avg Per Payment

58.18

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
202674.71
2025611.07
2024500.75
2023251.15
2022715.78
202151.57
202064.06
Total2,269.10

Detailed Metrics

Returns
Total Return
+246.54%
Annualized Return
+21.42%
Avg Monthly Return
+1.70%
Risk
Volatility (Annual)
+13.26%
Max Drawdown
+21.19%
Positive Months
65%
Average Drawdown
-4.8%
Risk-Adjusted
Sharpe Ratio
1.46
Risk-free rate: 2.0%
Sortino Ratio
1.43
Downside risk adjusted
Return/Volatility
1.62
Calmar Ratio
1.01
Return/Max Drawdown
Ulcer Index
5.84
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
34,654.24
Backtest Period
2020-01-22 to 2026-06-18
6.4 years
Rebalancing
annual
Base Currency
EUR