Optimize
Annual Rebalancing
EUR
Moderate Risk
Multi-currency
2.7yr backtest

Performance Summary

Total Return+53.39%
Annualized Return+17.21%
Volatility+19.21%
Sharpe Ratio0.79
Max Drawdown+25.52%

Holdings

Asset Allocation

Asset Class

Equity 90.0%Bonds 10.0%
Holdings Details
Diversified ETF portfolio blending 90% global stocks & managed futures with 10% catastrophe bonds for robust, all-weather growth potential.
AssetTypeAllocationTER
RSST.US
Return Stacked U.S. Stocks & Managed Futures ETFUS88636J8163
ETF
60.0%1.05%
RSSB.US
Return Stacked Global Stocks & Bonds ETFUS88636J2042
ETF
30.0%1.05%
IE00B3Q8M574
GAM Star Fund plc - GAM Star Cat Bond Class Ordinary EUR Accumulation HedgedIE00B3Q8M574
FUND
10.0%1.45%
Total100.0%1.09%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €15,339.39
Histogram of Monthly Returns
The portfolio had a positive return during 22 of the 33 months (67%)
Monthly Returns Heatmap
Best month: +9.1% • Worst month: -8.8% • Best year: 2024 (+21.9%) • Worst year: 2023 (+1.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.8%+4.5%-5.7%+9.1%+5.8%-0.5%-1.4%+1.8%----+15.5%
2025+3.8%-2.1%-8.8%-7.1%+4.2%+2.1%+1.7%+2.9%+6.1%+5.4%+0.1%+0.4%+7.7%
2024+1.3%+6.6%+5.3%-1.6%+2.4%+3.4%-1.7%-0.6%+1.9%-4.3%+8.3%-0.2%+21.9%
2023-----------+1.2%+1.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +25.52% • The longest drawdown period lasted for 7 months and was between February 2025 and October 2025. It reached a trough of -25.5%.

Dividend Income

Summary
This portfolio contains 2 distributing ETFs (90.0% of total allocation)

Total Dividends Received

350.39

6 payments

Dividend Yield

1.05%

(annualized)

Avg Per Payment

58.40

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
2025225.11
202451.16
202374.11
Total350.39

Detailed Metrics

Returns
Total Return
+53.39%
Annualized Return
+17.21%
Avg Monthly Return
+1.39%
Risk
Volatility (Annual)
+19.21%
Max Drawdown
+25.52%
Positive Months
67%
Average Drawdown
-5.5%
Risk-Adjusted
Sharpe Ratio
0.79
Risk-free rate: 2.0%
Sortino Ratio
0.71
Downside risk adjusted
Return/Volatility
0.90
Calmar Ratio
0.67
Return/Max Drawdown
Ulcer Index
7.15
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
15,339.39
Backtest Period
2023-12-11 to 2026-08-21
2.7 years
Rebalancing
annual
Base Currency
EUR
RSD-190 | +17.2% CAGR | ETF Backtest