HomePortfoliosStack v2

Stack v2

Created byuser-dqaxw8
Annual Rebalancing
EUR
Moderate Risk
Multi-currency
0.7yr backtest

Performance Summary

Total Return+7.41%
Annualized Return+11.39%
Volatility+11.44%
Sharpe Ratio0.82
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.
AssetTypeAllocationTER
4GLD.XETRA
Xetra-Gold • DE000A0S9GB0
ETF
30.0%0%
DBMFE.PA
iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403
ETF
30.0%0.75%
LYQ6.XETRA
Amundi Euro Government Bond 10-15Y UCITS ETF Acc • LU1650489385
ETF
20.0%0.15%
CATB.LSE
HANetf KRC Cat Bond UCITS ETF (Acc) • IE000UWJUW87
ETF
20.0%1.28%
Total100.0%0.51%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €10,740.71
Histogram of Monthly Returns
The portfolio had a positive return during 5 of the 9 months (56%)
Monthly Returns Heatmap
Best month: +5.1% • Worst month: -4.0% • Best year: 2026 (+5.9%) • Worst year: 2025 (+1.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+5.1%+4.8%-4.0%-1.1%+1.0%-2.0%-0.3%+2.7%----+5.9%
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 5 months and was between March 2026 and August 2026. It reached a trough of -8.2%.

Detailed Metrics

Returns
Total Return
+7.41%
Annualized Return
+11.39%
Avg Monthly Return
+0.84%
Risk
Volatility (Annual)
+11.44%
Max Drawdown
+8.18%
Positive Months
56%
Average Drawdown
-4.8%
Risk-Adjusted
Sharpe Ratio
0.82
Risk-free rate: 2.0%
Sortino Ratio
0.83
Downside risk adjusted
Return/Volatility
1.00
Calmar Ratio
1.39
Return/Max Drawdown
Ulcer Index
5.03
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€10,740.71
Backtest Period
2025-12-15 to 2026-08-14
0.7 years
Rebalancing
annual
Base Currency
EUR