HomePortfoliosSTEFANIA

STEFANIA

Created byuser-055yiy
Quarterly Rebalancing
EUR
Low Risk
1.1yr backtest

Performance Summary

Total Return+15.97%
Annualized Return+14.14%
Volatility+8.86%
Sharpe Ratio1.37
Max Drawdown+6.43%

Holdings

Asset Allocation

Asset Class

Equity 55.0%Bonds 30.0%Precious Metals 10.0%Commodities 5.0%
Holdings Details
Diversified ETF portfolio blending global stocks, Eurozone bonds, managed futures, gold, and commodities for balanced growth and stability.
AssetTypeAllocationTER
IMIE.PA
SPDR MSCI All Country World Investable Market UCITS ETF (Acc) • IE00B3YLTY66
ETF
40.0%0.17%
VGEA.XETRA
Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating • IE00BH04GL39
ETF
30.0%0.07%
DBMFE.PA
iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403
ETF
15.0%0.75%
SGLD.AS
Invesco Physical Gold ETC • IE00B579F325
ETC
10.0%0.12%
UEQC.XETRA
UBS CMCI Commodity Carry SF UCITS ETF USD acc • IE00BKFB6L02
ETF
5.0%0.34%
Total100.0%0.23%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €11,596.69
Histogram of Monthly Returns
The portfolio had a positive return during 10 of the 14 months (71%)
Monthly Returns Heatmap
Best month: +3.9% • Worst month: -5.0% • Best year: 2025 (+9.9%) • Worst year: 2026 (+5.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.6%+3.1%-5.0%+3.1%+1.8%-------+5.5%
2025----2.4%+2.8%-0.6%+2.9%-0.2%+3.0%+3.9%+0.1%+0.2%+9.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +6.43% • The longest drawdown period lasted for 2 months and was between March 2026 and May 2026. It reached a trough of -5.8%.

Detailed Metrics

Returns
Total Return
+15.97%
Annualized Return
+14.14%
Avg Monthly Return
+1.09%
Risk
Volatility (Annual)
+8.86%
Max Drawdown
+6.43%
Positive Months
71%
Average Drawdown
-1.4%
Risk-Adjusted
Sharpe Ratio
1.37
Risk-free rate: 2.0%
Sortino Ratio
1.27
Downside risk adjusted
Return/Volatility
1.60
Calmar Ratio
2.20
Return/Max Drawdown
Ulcer Index
1.80
Drawdown depth & duration
Martin Ratio
0.07
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€11,596.69
Backtest Period
2025-04-01 to 2026-05-15
1.1 years
Rebalancing
quarterly
Base Currency
EUR