Home PortfoliosStack v2

Stack v2

Created byuser-dqaxw8

Annual Rebalancing

EUR

Moderate Risk

Multi-currency

0.6yr backtest

Performance Summary

Total Return+5.48%

Annualized Return+9.87%

Volatility+11.82%

Sharpe Ratio0.67

Max Drawdown+8.18%

Holdings

Asset Allocation

Asset Class

Bonds 40.0%Precious Metals 30.0%Equity 30.0%

Holdings Details

Diversified ETF portfolio blending gold, global equities, and bonds for balanced exposure across precious metals, stocks, and fixed income.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
4GLD.XETRA Xetra-Gold • DE000A0S9GB0	DE000A0S9GB0	Acc	ETF	30.0%	0%
DBMFE.PA iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403	LU2951555403	Acc	ETF	30.0%	0.75%
LYQ6.XETRA Amundi Euro Government Bond 10-15Y UCITS ETF Acc • LU1650489385	LU1650489385	Acc	ETF	20.0%	0.15%
CATB.LSE HANetf KRC Cat Bond UCITS ETF (Acc) • IE000UWJUW87	IE000UWJUW87	Acc	ETF	20.0%	1.28%
Total		Total			100.0%	0.51%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €10,548.12

Histogram of Monthly Returns

The portfolio had a positive return during 5 of the 8 months (63%)

Monthly Returns Heatmap

Best month: +5.1% • Worst month: -4.0% • Best year: 2026 (+4.0%) • Worst year: 2025 (+1.5%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+5.1%	+4.8%	-4.0%	-1.1%	+1.0%	-2.0%	+0.6%	-	-	-	-	-	+4.0%
2025	-	-	-	-	-	-	-	-	-	-	-	+1.5%	+1.5%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +8.18% • The longest drawdown period lasted for 4 months and was between March 2026 and July 2026. It reached a trough of -8.2%.

Detailed Metrics

Returns

Total Return

+5.48%

Annualized Return

+9.87%

Avg Monthly Return

+0.71%

Risk

Volatility (Annual)

+11.82%

Max Drawdown

+8.18%

Positive Months

63%

Average Drawdown

-4.5%

Risk-Adjusted

Sharpe Ratio

0.67

Risk-free rate: 2.0%

Sortino Ratio

0.66

Downside risk adjusted

Return/Volatility

0.84

Calmar Ratio

1.21

Return/Max Drawdown

Ulcer Index

4.69

Drawdown depth & duration

Martin Ratio

0.02

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€10,548.12

Backtest Period

2025-12-15 to 2026-07-10
0.6 years

Rebalancing

annual

Base Currency

EUR