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roa v4.2 no catb

Created byuser-b8stsg
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Annual Rebalancing
EUR
High Risk
Multi-currency
6.2yr backtest

Performance Summary

Total Return+245.46%
Annualized Return+22.29%
Volatility+21.71%
Sharpe Ratio0.93
Max Drawdown+38.24%

Holdings

Asset Allocation

Asset Class

Commodities 50.0%Equity 23.0%Cryptocurrencies 15.0%Precious Metals 12.0%
Holdings Details
A diversified commodity, equity, and crypto portfolio leveraging ETFs and Bitcoin for robust multi-asset exposure.
AssetTypeAllocationTER
DBMF.US
iMGP DBi Managed Futures Strategy ETF • US53700T8273
ETF
38.0%0.85%
CL2.PA
Amundi MSCI USA Daily (2x) Leveraged UCITS ETF Acc • FR0010755611
ETF
16.0%0.5%
BTC-USD
Bitcoin
CRYPTO
15.0%-
4RT8.XETRA
WisdomTree Gold 2x Daily Leveraged EUR • JE00B2NFTL95
ETF
12.0%0.99%
UEQC.XETRA
UBS CMCI Commodity Carry SF UCITS ETF USD acc • IE00BKFB6L02
ETF
12.0%0.34%
EFO.US
ProShares Ultra MSCI EAFE • US74347X5005
ETF
7.0%0.95%
Total100.0%0.63%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €34,545.61
Histogram of Monthly Returns
The portfolio had a positive return during 45 of the 75 months (60%)
Monthly Returns Heatmap
Best month: +23.4% • Worst month: -18.4% • Best year: 2024 (+72.8%) • Worst year: 2022 (-26.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-2.2%-2.9%-5.4%+8.1%+2.2%-7.3%-------8.0%
2025+7.7%-11.2%-6.8%+2.1%+7.9%-1.0%+7.9%-3.9%+6.0%+1.7%-8.5%-1.4%-2.1%
2024+4.1%+19.8%+11.3%-6.5%+4.3%+0.1%+0.4%-5.9%+3.8%+7.0%+23.4%-1.3%+72.8%
2023+10.0%+1.7%+3.2%+0.1%+1.1%+4.5%-0.6%-3.2%+2.6%+7.4%+2.6%+4.6%+39.0%
2022-7.5%+4.0%+7.2%-3.5%-8.2%-13.3%+10.0%-2.9%-1.1%+2.9%-9.7%-5.2%-26.4%
2021+6.3%+16.2%+20.1%-1.6%-18.4%+1.5%+8.2%+7.1%-3.3%+21.2%-2.0%-7.7%+48.6%
2020---+7.0%+0.5%-1.7%+3.5%+3.3%-3.6%+3.8%+14.7%+12.6%+46.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +38.24% • The longest drawdown period lasted for 2 years and 3 months and was between November 2021 and February 2024. It reached a trough of -38.2%.

Dividend Income

Summary
This portfolio contains 2 distributing ETFs (45.0% of total allocation)

Total Dividends Received

€1,790.10

26 payments

Dividend Yield

1.19%

(annualized)

Avg Per Payment

€68.85

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€30.82
2025€368.13
2024€347.07
2023€170.43
2022€846.82
2020€26.84
Total€1,790.10

Detailed Metrics

Returns
Total Return
+245.46%
Annualized Return
+22.29%
Avg Monthly Return
+1.97%
Risk
Volatility (Annual)
+21.71%
Max Drawdown
+38.24%
Positive Months
60%
Average Drawdown
-14.0%
Risk-Adjusted
Sharpe Ratio
0.93
Risk-free rate: 2.0%
Sortino Ratio
0.94
Downside risk adjusted
Return/Volatility
1.03
Calmar Ratio
0.58
Return/Max Drawdown
Ulcer Index
16.79
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€34,545.61
Backtest Period
2020-04-07 to 2026-06-05
6.2 years
Rebalancing
annual
Base Currency
EUR
roa v4.2 no catb | +22.3% CAGR | ETF Backtest