HomePortfoliosroa v3.2.2 no catb

roa v3.2.2 no catb

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Annual Rebalancing
EUR
High Risk
Multi-currency
6.2yr backtest

Performance Summary

Total Return+212.33%
Annualized Return+20.31%
Volatility+21.38%
Sharpe Ratio0.86
Max Drawdown+37.48%

Holdings

Asset Allocation

Asset Class

Equity 44.0%Commodities 33.0%Cryptocurrencies 14.0%Precious Metals 9.0%
Holdings Details
Diversified ETF portfolio blending global momentum stocks, managed futures, Bitcoin, and leveraged gold for multi-asset growth and inflation hedging.
AssetTypeAllocationTER
IWMO.LSE
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) • IE00BP3QZ825
ETF
44.0%0.25%
DBMF.US
iMGP DBi Managed Futures Strategy ETF • US53700T8273
ETF
27.0%0.85%
BTC-USD
Bitcoin
CRYPTO
14.0%-
4RT8.XETRA
WisdomTree Gold 2x Daily Leveraged EUR • JE00B2NFTL95
ETF
9.0%0.99%
UEQC.XETRA
UBS CMCI Commodity Carry SF UCITS ETF USD acc • IE00BKFB6L02
ETF
6.0%0.34%
Total100.0%0.45%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €31,232.71
Histogram of Monthly Returns
The portfolio had a positive return during 42 of the 75 months (56%)
Monthly Returns Heatmap
Best month: +22.3% • Worst month: -18.7% • Best year: 2024 (+72.2%) • Worst year: 2022 (-24.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-2.2%-3.7%-4.3%+9.0%+1.8%-6.9%-------7.0%
2025+7.5%-10.7%-5.5%+4.0%+7.4%-1.5%+6.4%-3.9%+5.7%+0.1%-8.9%-1.3%-2.8%
2024+4.5%+20.9%+11.0%-6.5%+4.5%-0.5%-0.3%-5.7%+3.7%+7.0%+22.3%-1.0%+72.2%
2023+7.2%+1.3%+3.2%+0.6%-1.3%+4.4%-1.2%-2.9%+2.9%+8.7%+2.3%+4.5%+33.4%
2022-7.7%+5.0%+6.6%-4.5%-8.0%-12.8%+7.6%-2.2%-0.3%+3.7%-9.2%-3.5%-24.5%
2021+6.3%+13.8%+17.5%-1.1%-18.7%+0.4%+7.7%+6.8%-2.5%+20.3%-2.7%-9.0%+37.2%
2020---+6.4%+1.1%-0.1%+4.0%+3.0%-2.6%+3.5%+10.8%+12.9%+45.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +37.48% • The longest drawdown period lasted for 2 years and 3 months and was between November 2021 and February 2024. It reached a trough of -37.5%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (27.0% of total allocation)

Total Dividends Received

€1,209.14

13 payments

Dividend Yield

0.87%

(annualized)

Avg Per Payment

€93.01

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€18.10
2025€239.93
2024€226.67
2023€103.68
2022€601.69
2020€19.07
Total€1,209.14

Detailed Metrics

Returns
Total Return
+212.33%
Annualized Return
+20.31%
Avg Monthly Return
+1.81%
Risk
Volatility (Annual)
+21.38%
Max Drawdown
+37.48%
Positive Months
56%
Average Drawdown
-14.8%
Risk-Adjusted
Sharpe Ratio
0.86
Risk-free rate: 2.0%
Sortino Ratio
0.87
Downside risk adjusted
Return/Volatility
0.95
Calmar Ratio
0.54
Return/Max Drawdown
Ulcer Index
17.83
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€31,232.71
Backtest Period
2020-04-07 to 2026-06-05
6.2 years
Rebalancing
annual
Base Currency
EUR
roa v3.2.2 no catb | +20.3% CAGR | ETF Backtest