Home Portfoliosroa v3.2.1

roa v3.2.1

Created byuser-b8stsg

Annual Rebalancing

EUR

Moderate Risk

Multi-currency

0.5yr backtest

Performance Summary

Total Return+7.87%

Annualized Return+17.46%

Volatility+16.41%

Sharpe Ratio0.94

Max Drawdown+8.04%

Holdings

Asset Allocation

Asset Class

Equity 59.0%Precious Metals 15.0%Cryptocurrencies 13.0%Bonds 8.0%Commodities 5.0%

Holdings Details

Diversified ETF portfolio blending global equities, gold, Bitcoin, managed futures, and commodities for multi-asset growth and resilience.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
IWMO.LSE iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) • IE00BP3QZ825	IE00BP3QZ825	Acc	ETF	40.0%	0.25%
DBMFE.PA iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403	LU2951555403	Acc	ETF	19.0%	0.75%
PPFB.XETRA iShares Physical Gold ETC • IE00B4ND3602	IE00B4ND3602	Acc	ETF	15.0%	0.12%
IB1T.XETRA iShares Bitcoin ETP • XS2940466316	XS2940466316	Acc	ETF	13.0%	0.15%
CATB.LSE HANetf KRC Cat Bond UCITS ETF (Acc) • IE000UWJUW87	IE000UWJUW87	Acc	ETF	8.0%	1.28%
CRRY.XETRA WisdomTree Enhanced Commodity Carry • XS3022291473	XS3022291473	Acc	ETF	5.0%	0.34%
Total		Total			100.0%	0.40%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €10,787.07

Histogram of Monthly Returns

The portfolio had a positive return during 5 of the 7 months (71%)

Monthly Returns Heatmap

Best month: +6.8% • Worst month: -5.7% • Best year: 2026 (+6.3%) • Worst year: 2025 (+1.5%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+2.0%	+1.1%	-5.7%	+6.8%	+4.2%	-1.7%	-	-	-	-	-	-	+6.3%
2025	-	-	-	-	-	-	-	-	-	-	-	+1.5%	+1.5%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +8.04% • The longest drawdown period lasted for 3 months and was between January 2026 and May 2026. It reached a trough of -8.0%.

Detailed Metrics

Returns

Total Return

+7.87%

Annualized Return

+17.46%

Avg Monthly Return

+1.16%

Risk

Volatility (Annual)

+16.41%

Max Drawdown

+8.04%

Positive Months

71%

Average Drawdown

-2.8%

Risk-Adjusted

Sharpe Ratio

0.94

Risk-free rate: 2.0%

Sortino Ratio

1.03

Downside risk adjusted

Return/Volatility

1.06

Calmar Ratio

2.17

Return/Max Drawdown

Ulcer Index

3.23

Drawdown depth & duration

Martin Ratio

0.05

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€10,787.07

Backtest Period

2025-12-15 to 2026-06-05
0.5 years

Rebalancing

annual

Base Currency

EUR