HomePortfoliosroa v4.2 long optimized v2

roa v4.2 long optimized v2

Created byuser-b8stsg
Annual Rebalancing
EUR
Moderate Risk
Multi-currency
0.5yr backtest

Performance Summary

Total Return+0.52%
Annualized Return+1.12%
Volatility+15.89%
Sharpe Ratio-0.06
Max Drawdown+9.64%

Holdings

Asset Allocation

Asset Class

Equity 43.0%Bonds 20.0%Commodities 14.0%Cryptocurrencies 13.0%Precious Metals 10.0%
Holdings Details
Diversified ETF portfolio blending global equities, bonds, commodities, and crypto for a multi-asset allocation strategy.
AssetTypeAllocationTER
DBMFE.PA
iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403
ETF
28.0%0.75%
CATB.LSE
HANetf KRC Cat Bond UCITS ETF (Acc) • IE000UWJUW87
ETF
20.0%1.28%
LVWC.XETRA
Amundi MSCI World (2x) Leveraged UCITS ETF Acc • FR0014010HV4
ETF
15.0%0.6%
CRRY.XETRA
WisdomTree Enhanced Commodity Carry • XS3022291473
ETF
14.0%0.34%
IB1T.XETRA
iShares Bitcoin ETP • XS2940466316
ETF
13.0%0.15%
4RT8.XETRA
WisdomTree Gold 2x Daily Leveraged EUR • JE00B2NFTL95
ETF
10.0%0.99%
Total100.0%0.72%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €10,052.46
Histogram of Monthly Returns
The portfolio had a positive return during 5 of the 7 months (71%)
Monthly Returns Heatmap
Best month: +3.0% • Worst month: -7.7% • Best year: 2025 (+1.6%) • Worst year: 2026 (-1.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.8%+2.1%-7.7%+2.7%+3.0%-2.5%-------1.1%
2025-----------+1.6%+1.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +9.64% • The longest drawdown period lasted for 4 months and was between January 2026 and June 2026. It reached a trough of -9.6%.

Detailed Metrics

Returns
Total Return
+0.52%
Annualized Return
+1.12%
Avg Monthly Return
+0.14%
Risk
Volatility (Annual)
+15.89%
Max Drawdown
+9.64%
Positive Months
71%
Average Drawdown
-4.5%
Risk-Adjusted
Sharpe Ratio
-0.06
Risk-free rate: 2.0%
Sortino Ratio
-0.06
Downside risk adjusted
Return/Volatility
0.07
Calmar Ratio
0.12
Return/Max Drawdown
Ulcer Index
4.81
Drawdown depth & duration
Martin Ratio
-0.00
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€10,052.46
Backtest Period
2025-12-15 to 2026-06-05
0.5 years
Rebalancing
annual
Base Currency
EUR
roa v4.2 long optimized v2 | ETF Backtest