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Stack v2

Created byuser-dqaxw8

Annual Rebalancing

EUR

Moderate Risk

Multi-currency

0.5yr backtest

Performance Summary

Total Return+5.56%

Annualized Return+11.21%

Volatility+12.15%

Sharpe Ratio0.76

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 €10,555.73

Histogram of Monthly Returns

The portfolio had a positive return during 4 of the 7 months (57%)

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%	-1.4%	-	-	-	-	-	-	+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 3 months and was between March 2026 and June 2026. It reached a trough of -8.2%.

Detailed Metrics

Returns

Total Return

+5.56%

Annualized Return

+11.21%

Avg Monthly Return

+0.82%

Risk

Volatility (Annual)

+12.15%

Max Drawdown

+8.18%

Positive Months

57%

Average Drawdown

-4.1%

Risk-Adjusted

Sharpe Ratio

0.76

Risk-free rate: 2.0%

Sortino Ratio

0.76

Downside risk adjusted

Return/Volatility

0.92

Calmar Ratio

1.37

Return/Max Drawdown

Ulcer Index

4.34

Drawdown depth & duration

Martin Ratio

0.02

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€10,555.73

Backtest Period

2025-12-15 to 2026-06-19
0.5 years

Rebalancing

annual

Base Currency

EUR