Home Portfoliosroa v4.2 reale

roa v4.2 reale

Created byuser-b8stsg

Annual Rebalancing

EUR

Moderate Risk

Multi-currency

0.5yr backtest

Performance Summary

Total Return+3.32%

Annualized Return+7.18%

Volatility+13.73%

Sharpe Ratio0.38

Max Drawdown+8.43%

Holdings

Asset Allocation

Asset Class

Commodities 43.0%Equity 20.0%Bonds 14.0%Cryptocurrencies 13.0%Precious Metals 10.0%

Holdings Details

Diversified ETF portfolio blending commodities, leveraged global equity, bonds, Bitcoin, and gold for multi-asset growth and uncorrelated returns.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
DBMF.US iMGP DBi Managed Futures Strategy ETF • US53700T8273	US53700T8273	Dist	ETF	33.0%	0.85%
LVWC.XETRA Amundi MSCI World (2x) Leveraged UCITS ETF Acc • FR0014010HV4	FR0014010HV4	Acc	ETF	20.0%	0.6%
CATB.LSE HANetf KRC Cat Bond UCITS ETF (Acc) • IE000UWJUW87	IE000UWJUW87	Acc	ETF	14.0%	1.28%
BTC-USD Bitcoin	-	-	CRYPTO	13.0%	-
4RT8.XETRA WisdomTree Gold 2x Daily Leveraged EUR • JE00B2NFTL95	JE00B2NFTL95	Acc	ETF	10.0%	0.99%
UEQC.XETRA UBS CMCI Commodity Carry SF UCITS ETF USD acc • IE00BKFB6L02	IE00BKFB6L02	Acc	ETF	10.0%	0.34%
Total		Total			100.0%	0.71%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €10,332.12

Histogram of Monthly Returns

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

Monthly Returns Heatmap

Best month: +4.1% • Worst month: -6.7% • Best year: 2026 (+1.9%) • Worst year: 2025 (+1.4%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+1.5%	+3.0%	-6.7%	+4.1%	+3.0%	-2.5%	-	-	-	-	-	-	+1.9%
2025	-	-	-	-	-	-	-	-	-	-	-	+1.4%	+1.4%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +8.43% • The longest drawdown period lasted for 3 months and was between March 2026 and June 2026. It reached a trough of -8.4%.

Dividend Income

Summary

This portfolio contains 1 distributing ETF (33.0% of total allocation)

Total Dividends Received

€147.66

2 payments

Dividend Yield

3.03%

(annualized)

Avg Per Payment

€73.83

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	€14.41	0.14%	1
2025	€133.24	1.32%	1
Total	€147.66	3.03%	2

Detailed Metrics

Returns

Total Return

+3.32%

Annualized Return

+7.18%

Avg Monthly Return

+0.53%

Risk

Volatility (Annual)

+13.73%

Max Drawdown

+8.43%

Positive Months

71%

Average Drawdown

-3.0%

Risk-Adjusted

Sharpe Ratio

0.38

Risk-free rate: 2.0%

Sortino Ratio

0.36

Downside risk adjusted

Return/Volatility

0.52

Calmar Ratio

0.85

Return/Max Drawdown

Ulcer Index

3.52

Drawdown depth & duration

Martin Ratio

0.01

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€10,332.12

Backtest Period

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

Rebalancing

annual

Base Currency

EUR