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None Rebalancing
EUR
Moderate Risk
Multi-currency
6.2yr backtest

Performance Summary

Total Return+151.32%
Annualized Return+16.04%
Volatility+13.45%
Sharpe Ratio1.04
Max Drawdown+20.96%

Holdings

Asset Allocation

Asset Class

Commodities 50.0%Equity 25.0%Bonds 15.0%Precious Metals 10.0%
Holdings Details
Diversified ETF portfolio blending commodities, leveraged equities, and reinsurance bonds for a unique multi-asset strategy.
AssetTypeAllocationTER
DBMF.US
iMGP DBi Managed Futures Strategy ETFUS53700T8273
ETF
40.0%0.85%
CL2.PA
Amundi MSCI USA Daily (2x) Leveraged UCITS ETF AccFR0010755611
ETF
15.0%0.5%
SHRIX.US
STONE RIDGE HIGH YIELD REINSURANCE RISK PREMIUM FUND CLASS IUS8617284000
FUND
15.0%1.85%
4RT8.XETRA
WisdomTree Gold 2x Daily Leveraged EURJE00B2NFTL95
ETF
10.0%0.99%
UEQC.XETRA
UBS CMCI Commodity Carry SF UCITS ETF USD accIE00BKFB6L02
ETF
10.0%0.34%
EFO.US
ProShares Ultra MSCI EAFEUS74347X5005
ETF
10.0%0.95%
Total100.0%0.92%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €25,132.06
Histogram of Monthly Returns
The portfolio had a positive return during 50 of the 75 months (67%)
Monthly Returns Heatmap
Best month: +7.3% • Worst month: -9.0% • Best year: 2021 (+31.5%) • Worst year: 2022 (+0.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.8%+5.5%-9.0%+5.9%+5.2%-0.2%------+10.6%
2025+4.7%-3.0%-7.2%-4.9%+4.3%-0.5%+4.6%+1.0%+6.0%+6.0%+1.1%+0.9%+12.6%
2024+4.6%+4.4%+5.9%+0.6%+0.1%+4.9%-1.1%-1.7%+1.5%+1.4%+7.3%-0.7%+30.3%
2023+2.1%+1.7%-3.3%-0.2%+3.5%+2.2%+1.3%+0.1%+1.3%-1.4%+0.7%+0.9%+9.0%
2022-0.8%-1.2%+6.7%+3.5%-2.7%-1.5%+5.8%+0.8%-2.2%+2.6%-5.4%-4.7%+0.1%
2021+1.0%+2.8%+6.8%+1.1%+0.5%+4.3%+1.6%+1.8%-1.3%+5.8%+0.8%+2.8%+31.5%
2020---+3.9%-0.4%-1.1%-0.4%+3.2%-2.0%-1.8%+6.5%+0.0%+8.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +20.96% • The longest drawdown period lasted for 1 year and 5 months and was between August 2022 and January 2024. It reached a trough of -14.8%.

Dividend Income

Summary
This portfolio contains 3 distributing ETFs (65.0% of total allocation)

Total Dividends Received

2,962.67

50 payments

Dividend Yield

2.97%

(annualized)

Avg Per Payment

59.25

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
202679.97
2025684.35
2024673.39
2023406.78
2022953.78
202168.62
202095.82
Total2,962.67

Detailed Metrics

Returns
Total Return
+151.32%
Annualized Return
+16.04%
Avg Monthly Return
+1.29%
Risk
Volatility (Annual)
+13.45%
Max Drawdown
+20.96%
Positive Months
67%
Average Drawdown
-4.5%
Risk-Adjusted
Sharpe Ratio
1.04
Risk-free rate: 2.0%
Sortino Ratio
0.99
Downside risk adjusted
Return/Volatility
1.19
Calmar Ratio
0.77
Return/Max Drawdown
Ulcer Index
5.71
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
25,132.06
Backtest Period
2020-04-07 to 2026-06-18
6.2 years
Rebalancing
none
Base Currency
EUR
Stable wallet | +16.0% CAGR | ETF Backtest