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Test

Created byuser-fkxczf
Annual Rebalancing
EUR
Low Risk
1.1yr backtest

Performance Summary

Total Return+19.35%
Annualized Return+17.06%
Volatility+9.83%
Sharpe Ratio1.53
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.
AssetTypeAllocationTER
NTSG.XETRA
WisdomTree Global Efficient Core UCITS ETF USD Unhedged Acc • IE00077IIPQ8
ETF
50.0%0.25%
DBMFE.PA
iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403
ETF
20.0%0.75%
CRRY.XETRA
WisdomTree Enhanced Commodity Carry • XS3022291473
ETF
10.0%0.34%
SGLD.AS
Invesco Physical Gold ETC • IE00B579F325
ETC
10.0%0.12%
EXUS.XETRA
Xtrackers MSCI World ex USA UCITS ETF 1C • IE0006WW1TQ4
ETF
10.0%0.15%
Total100.0%0.34%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €11,934.52
Histogram of Monthly Returns
The portfolio had a positive return during 10 of the 14 months (71%)
Monthly Returns Heatmap
Best month: +5.7% • Worst month: -6.8% • Best year: 2025 (+11.8%) • Worst year: 2026 (+6.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.5%+4.0%-6.8%+3.2%+3.8%+1.4%------+6.7%
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
+19.35%
Annualized Return
+17.06%
Avg Monthly Return
+1.31%
Risk
Volatility (Annual)
+9.83%
Max Drawdown
+7.54%
Positive Months
71%
Average Drawdown
-1.5%
Risk-Adjusted
Sharpe Ratio
1.53
Risk-free rate: 2.0%
Sortino Ratio
1.45
Downside risk adjusted
Return/Volatility
1.74
Calmar Ratio
2.26
Return/Max Drawdown
Ulcer Index
1.98
Drawdown depth & duration
Martin Ratio
0.08
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€11,934.52
Backtest Period
2025-05-12 to 2026-06-26
1.1 years
Rebalancing
annual
Base Currency
EUR