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roa v4.2 optimized

Created byuser-b8stsg

Annual Rebalancing

EUR

Moderate Risk

Multi-currency

0.5yr backtest

Performance Summary

Total Return+1.00%

Annualized Return+2.14%

Volatility+16.07%

Sharpe Ratio0.01

Max Drawdown+9.69%

Holdings

Asset Allocation

Asset Class

Equity 48.0%Bonds 15.0%Commodities 15.0%Cryptocurrencies 12.0%Precious Metals 10.0%

Holdings Details

Diversified ETF portfolio blending global equities, bonds, commodities, Bitcoin, and leveraged gold for multi-asset growth and risk management.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
DBMFE.PA iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403	LU2951555403	Acc	ETF	33.0%	0.75%
CATB.LSE HANetf KRC Cat Bond UCITS ETF (Acc) • IE000UWJUW87	IE000UWJUW87	Acc	ETF	15.0%	1.28%
CRRY.XETRA WisdomTree Enhanced Commodity Carry • XS3022291473	XS3022291473	Acc	ETF	15.0%	0.34%
LVWC.XETRA Amundi MSCI World (2x) Leveraged UCITS ETF Acc • FR0014010HV4	FR0014010HV4	Acc	ETF	15.0%	0.6%
IB1T.XETRA iShares Bitcoin ETP • XS2940466316	XS2940466316	Acc	ETF	12.0%	0.15%
4RT8.XETRA WisdomTree Gold 2x Daily Leveraged EUR • JE00B2NFTL95	JE00B2NFTL95	Acc	ETF	10.0%	0.99%
Total		Total			100.0%	0.70%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €10,100.34

Histogram of Monthly Returns

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

Monthly Returns Heatmap

Best month: +3.2% • Worst month: -8.1% • Best year: 2025 (+1.7%) • Worst year: 2026 (-0.6%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+2.1%	+2.5%	-8.1%	+2.5%	+3.2%	-2.4%	-	-	-	-	-	-	-0.6%
2025	-	-	-	-	-	-	-	-	-	-	-	+1.7%	+1.7%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +9.69% • The longest drawdown period lasted for 3 months and was between March 2026 and June 2026. It reached a trough of -9.7%.

Detailed Metrics

Returns

Total Return

+1.00%

Annualized Return

+2.14%

Avg Monthly Return

+0.22%

Risk

Volatility (Annual)

+16.07%

Max Drawdown

+9.69%

Positive Months

71%

Average Drawdown

-4.3%

Risk-Adjusted

Sharpe Ratio

0.01

Risk-free rate: 2.0%

Sortino Ratio

0.01

Downside risk adjusted

Return/Volatility

0.13

Calmar Ratio

0.22

Return/Max Drawdown

Ulcer Index

4.69

Drawdown depth & duration

Martin Ratio

0.00

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€10,100.34

Backtest Period

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

Rebalancing

annual

Base Currency

EUR