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Roa 4.2 bt proxy

Created byuser-b8stsg
Optimize
Annual Rebalancing
EUR
Moderate Risk
Multi-currency
6.2yr backtest

Performance Summary

Total Return+284.70%
Annualized Return+24.20%
Volatility+12.21%
Sharpe Ratio1.82
Max Drawdown+15.41%

Holdings

Asset Allocation

Asset Class

Commodities 43.0%Equity 20.0%Bonds 14.0%Cryptocurrencies 13.0%Precious Metals 10.0%
Holdings Details
Diversified portfolio blending commodities, equities, bonds, crypto, and leveraged ETFs for multi-asset exposure and growth potential.
AssetTypeAllocationTER
DBMF.US
iMGP DBi Managed Futures Strategy ETF • US53700T8273
ETF
33.0%0.85%
CL2.PA
Amundi MSCI USA Daily (2x) Leveraged UCITS ETF Acc • FR0010755611
ETF
14.0%0.5%
SHRIX.US
STONE RIDGE HIGH YIELD REINSURANCE RISK PREMIUM FUND CLASS I • US8617284000
FUND
14.0%1.85%
BTC-USD
Bitcoin
CRYPTO
13.0%-
4RT8.XETRA
WisdomTree Gold 2x Daily Leveraged EUR • JE00B2NFTL95
ETF
10.0%0.99%
UEQC.XETRA
UBS CMCI Commodity Carry SF UCITS ETF USD acc • IE00BKFB6L02
ETF
10.0%0.34%
EFO.US
ProShares Ultra MSCI EAFE • US74347X5005
ETF
6.0%0.95%
Total100.0%0.80%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €38,470.06
Histogram of Monthly Returns
The portfolio had a positive return during 50 of the 75 months (67%)
Monthly Returns Heatmap
Best month: +12.5% • Worst month: -7.5% • Best year: 2024 (+41.5%) • Worst year: 2026 (+1.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.4%+3.3%-6.3%+3.7%+3.1%-3.0%------+1.7%
2025+4.9%-3.9%-4.1%-1.9%+3.0%-1.6%+4.2%+0.3%+6.6%+4.3%-0.4%+0.9%+12.2%
2024+4.4%+8.4%+7.7%-0.7%+1.0%+2.1%-0.3%-3.1%+2.5%+3.7%+11.2%-0.6%+41.5%
2023+6.7%+1.6%+1.5%-0.0%+1.8%+2.6%-0.1%-1.7%+2.3%+5.3%+1.3%+2.9%+26.7%
2022+0.1%+1.4%+5.7%+4.4%-2.9%-1.6%+3.7%+1.2%-0.5%+1.3%-7.3%-2.9%+2.0%
2021+3.3%+6.7%+11.4%-0.7%-7.5%+2.7%+3.7%+3.1%-1.2%+10.7%+0.1%-2.4%+32.2%
2020---+5.9%+0.4%-1.5%+2.5%+3.0%-2.8%+3.5%+12.5%+11.3%+39.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +15.41% • The longest drawdown period lasted for 9 months and was between September 2022 and June 2023. It reached a trough of -15.2%.

Dividend Income

Summary
This portfolio contains 3 distributing ETFs (53.0% of total allocation)

Total Dividends Received

€4,570.65

50 payments

Dividend Yield

3.07%

(annualized)

Avg Per Payment

€91.41

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
2026€163.85
2025€1,263.08
2024€1,057.64
2023€540.10
2022€1,365.35
2021€94.28
2020€86.37
Total€4,570.65

Detailed Metrics

Returns
Total Return
+284.70%
Annualized Return
+24.20%
Avg Monthly Return
+1.90%
Risk
Volatility (Annual)
+12.21%
Max Drawdown
+15.41%
Positive Months
67%
Average Drawdown
-3.6%
Risk-Adjusted
Sharpe Ratio
1.82
Risk-free rate: 2.0%
Sortino Ratio
1.80
Downside risk adjusted
Return/Volatility
1.98
Calmar Ratio
1.57
Return/Max Drawdown
Ulcer Index
4.43
Drawdown depth & duration
Martin Ratio
0.05
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€38,470.06
Backtest Period
2020-04-07 to 2026-06-26
6.2 years
Rebalancing
annual
Base Currency
EUR
Roa 4.2 bt proxy | +24.2% CAGR | ETF Backtest