Home PortfoliosTest

Test

Created byuser-fkxczf

Annual Rebalancing

EUR

Low Risk

1.0yr backtest

Performance Summary

Total Return+17.44%

Annualized Return+16.95%

Volatility+9.98%

Sharpe Ratio1.50

Max Drawdown+7.54%

Holdings

Asset Allocation

Asset Class

Equity 80.0%Commodities 10.0%Precious Metals 10.0%

Holdings Details

A diversified ETF portfolio blending 80% global equities with 20% commodities and gold for balanced, risk-managed growth.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
NTSG.XETRA WisdomTree Global Efficient Core UCITS ETF USD Unhedged Acc • IE00077IIPQ8	IE00077IIPQ8	Acc	ETF	50.0%	0.25%
DBMFE.PA iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403	LU2951555403	Acc	ETF	20.0%	0.75%
CRRY.XETRA WisdomTree Enhanced Commodity Carry • XS3022291473	XS3022291473	Acc	ETF	10.0%	0.34%
SGLD.AS Invesco Physical Gold ETC • IE00B579F325	IE00B579F325	Acc	ETC	10.0%	0.12%
EXUS.XETRA Xtrackers MSCI World ex USA UCITS ETF 1C • IE0006WW1TQ4	IE0006WW1TQ4	Acc	ETF	10.0%	0.15%
Total		Total			100.0%	0.34%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €11,743.96

Histogram of Monthly Returns

The portfolio had a positive return during 9 of the 13 months (69%)

Monthly Returns Heatmap

Best month: +5.7% • Worst month: -6.8% • Best year: 2025 (+11.8%) • Worst year: 2026 (+5.0%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+1.5%	+4.0%	-6.8%	+3.2%	+3.5%	-	-	-	-	-	-	-	+5.0%
2025	-	-	-	-	+0.1%	-1.0%	+3.5%	-0.2%	+3.3%	+5.7%	-0.1%	+0.1%	+11.8%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +7.54% • The longest drawdown period lasted for 2 months and was between March 2026 and May 2026. It reached a trough of -7.5%.

Detailed Metrics

Returns

Total Return

+17.44%

Annualized Return

+16.95%

Avg Monthly Return

+1.29%

Risk

Volatility (Annual)

+9.98%

Max Drawdown

+7.54%

Positive Months

69%

Average Drawdown

-1.6%

Risk-Adjusted

Sharpe Ratio

1.50

Risk-free rate: 2.0%

Sortino Ratio

1.42

Downside risk adjusted

Return/Volatility

1.70

Calmar Ratio

2.25

Return/Max Drawdown

Ulcer Index

2.05

Drawdown depth & duration

Martin Ratio

0.07

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€11,743.96

Backtest Period

2025-05-12 to 2026-05-22
1.0 years

Rebalancing

annual

Base Currency

EUR