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roa v4

Created byuser-b8stsg

Annual Rebalancing

EUR

Moderate Risk

Multi-currency

1.1yr backtest

Performance Summary

Total Return+19.18%

Annualized Return+17.91%

Volatility+10.78%

Sharpe Ratio1.48

Max Drawdown+7.82%

Holdings

Asset Allocation

Asset Class

Commodities 35.0%Precious Metals 20.0%Equity 20.0%Cryptocurrencies 13.0%Other 12.0%

Holdings Details

Diversified ETF portfolio blending commodities, gold, equities, and Bitcoin for a multi-asset strategy targeting varied market exposures.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
DBMF.US iMGP DBi Managed Futures Strategy ETF • US53700T8273	US53700T8273	Dist	ETF	26.0%	0.85%
PPFB.XETRA iShares Physical Gold ETC • IE00B4ND3602	IE00B4ND3602	Acc	ETF	20.0%	0.12%
CL2.PA Amundi MSCI USA Daily (2x) Leveraged UCITS ETF Acc • FR0010755611	FR0010755611	Acc	ETF	14.0%	0.5%
BTC-USD Bitcoin	-	-	CRYPTO	13.0%	-
SRRIX.US Stone Ridge Reinsurance Risk Premium Interval Fund	-	-	FUND	12.0%	-
CRRY.XETRA WisdomTree Enhanced Commodity Carry • XS3022291473	XS3022291473	Acc	ETF	9.0%	0.34%
EFO.US ProShares Ultra MSCI EAFE • US74347X5005	US74347X5005	Dist	ETF	6.0%	0.95%
Total		Total			100.0%	0.40%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €11,918.28

Histogram of Monthly Returns

The portfolio had a positive return during 9 of the 14 months (64%)

Monthly Returns Heatmap

Best month: +5.8% • Worst month: -6.0% • Best year: 2025 (+16.4%) • Worst year: 2026 (+2.3%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+1.3%	+3.0%	-6.0%	+3.7%	+3.3%	-2.5%	-	-	-	-	-	-	+2.3%
2025	-	-	-	-	-0.4%	-1.3%	+4.8%	-0.2%	+5.8%	+4.6%	+1.4%	+1.0%	+16.4%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +7.82% • The longest drawdown period lasted for 2 months and was between March 2026 and May 2026. It reached a trough of -7.8%.

Dividend Income

Summary

This portfolio contains 2 distributing ETFs (32.0% of total allocation)

Total Dividends Received

€476.98

10 payments

Dividend Yield

4.01%

(annualized)

Avg Per Payment

€47.70

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

Year	Dividends	Yield	Payments
2026	€15.07	0.13%	2
2025	€461.90	4.32%	8
Total	€476.98	4.01%	10

Detailed Metrics

Returns

Total Return

+19.18%

Annualized Return

+17.91%

Avg Monthly Return

+1.31%

Risk

Volatility (Annual)

+10.78%

Max Drawdown

+7.82%

Positive Months

64%

Average Drawdown

-2.0%

Risk-Adjusted

Sharpe Ratio

1.48

Risk-free rate: 2.0%

Sortino Ratio

1.47

Downside risk adjusted

Return/Volatility

1.66

Calmar Ratio

2.29

Return/Max Drawdown

Ulcer Index

2.41

Drawdown depth & duration

Martin Ratio

0.07

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€11,918.28

Backtest Period

2025-05-12 to 2026-06-05
1.1 years

Rebalancing

annual

Base Currency

EUR