HomePortfoliosRoa 4.2 long
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Annual Rebalancing
EUR
Moderate Risk
Multi-currency
6.2yr backtest

Performance Summary

Total Return+366.48%
Annualized Return+28.40%
Volatility+12.44%
Sharpe Ratio2.12
Max Drawdown+15.22%

Holdings

Asset Allocation

Asset Class

Commodities 43.0%Equity 20.0%Other 14.0%Cryptocurrencies 13.0%Precious Metals 10.0%
Holdings Details
Diversified ETF portfolio with 43% commodities, 20% equity, 13% Bitcoin, and leveraged strategies for multi-asset growth.
AssetTypeAllocationTER
DBMF.US
iMGP DBi Managed Futures Strategy ETFUS53700T8273
ETF
33.0%0.85%
CL2.PA
Amundi MSCI USA Daily (2x) Leveraged UCITS ETF AccFR0010755611
ETF
14.0%0.5%
SRRIX.US
Stone Ridge Reinsurance Risk Premium Interval Fund
FUND
14.0%-
BTC-USD
Bitcoin
CRYPTO
13.0%-
4RT8.XETRA
WisdomTree Gold 2x Daily Leveraged EURJE00B2NFTL95
ETF
10.0%0.99%
UEQC.XETRA
UBS CMCI Commodity Carry SF UCITS ETF USD accIE00BKFB6L02
ETF
10.0%0.34%
EFO.US
ProShares Ultra MSCI EAFEUS74347X5005
ETF
6.0%0.95%
Total100.0%0.54%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €46,648.29
Histogram of Monthly Returns
The portfolio had a positive return during 53 of the 75 months (71%)
Monthly Returns Heatmap
Best month: +15.3% • Worst month: -7.5% • Best year: 2024 (+49.6%) • Worst year: 2026 (+3.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.6%+3.4%-6.2%+3.8%+3.2%-2.4%------+3.0%
2025+4.8%-4.2%-3.9%-1.7%+3.1%-1.4%+4.3%+0.5%+6.8%+4.8%+2.5%+1.6%+17.7%
2024+4.6%+8.7%+7.6%-0.6%+1.2%+2.1%-0.1%-2.8%+2.3%+3.6%+15.3%+0.3%+49.6%
2023+6.9%+1.9%+1.4%+0.0%+2.3%+2.6%+0.2%-1.3%+2.9%+5.5%+1.6%+7.4%+35.9%
2022+0.2%+1.7%+5.7%+4.4%-2.6%-1.3%+3.9%+1.6%-0.7%+1.1%-7.0%-3.1%+3.3%
2021+3.1%+6.4%+11.5%-0.7%-7.5%+2.7%+3.7%+2.7%-1.5%+10.7%+0.2%-2.6%+31.0%
2020---+5.8%+0.3%-1.6%+2.6%+3.0%-2.8%+3.5%+12.7%+11.7%+39.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +15.22% • The longest drawdown period lasted for 8 months and was between September 2022 and June 2023. It reached a trough of -15.0%.

Dividend Income

Summary
This portfolio contains 2 distributing ETFs (39.0% of total allocation)

Total Dividends Received

6,707.85

34 payments

Dividend Yield

4.24%

(annualized)

Avg Per Payment

197.29

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
202672.24
20252,073.12
20241,902.02
20231,317.35
20221,253.75
202089.40
Total6,707.85

Detailed Metrics

Returns
Total Return
+366.48%
Annualized Return
+28.40%
Avg Monthly Return
+2.16%
Risk
Volatility (Annual)
+12.44%
Max Drawdown
+15.22%
Positive Months
71%
Average Drawdown
-3.4%
Risk-Adjusted
Sharpe Ratio
2.12
Risk-free rate: 2.0%
Sortino Ratio
2.14
Downside risk adjusted
Return/Volatility
2.28
Calmar Ratio
1.87
Return/Max Drawdown
Ulcer Index
4.26
Drawdown depth & duration
Martin Ratio
0.06
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
46,648.29
Backtest Period
2020-04-07 to 2026-06-05
6.2 years
Rebalancing
annual
Base Currency
EUR
Roa 4.2 long | +28.4% CAGR | ETF Backtest