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Two assets obly

Created byuser-dmjf59
Optimize
Annual Rebalancing
EUR
Moderate Risk
4.8yr backtest

Performance Summary

Total Return+53.84%
Annualized Return+9.44%
Volatility+10.46%
Sharpe Ratio0.71
Max Drawdown+16.88%

Holdings

Asset Allocation

Asset Class

Equity 90.0%Commodities 10.0%
Holdings Details
A diversified ETF portfolio with 90% global equities and 10% broad commodities for balanced, long-term growth potential.
AssetTypeAllocationTER
V80A.XETRA
Vanguard LifeStrategy 80% Equity UCITS ETF (EUR) Accumulating • IE00BMVB5R75
ETF
90.0%0.25%
EN4C.XETRA
L&G Multi-Strategy Enhanced Commodities UCITS ETF USD Accumulating • IE00BFXR6159
ETF
10.0%0.3%
Total100.0%0.26%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €15,384.1
Histogram of Monthly Returns
The portfolio had a positive return during 35 of the 59 months (59%)
Monthly Returns Heatmap
Best month: +8.0% • Worst month: -5.7% • Best year: 2024 (+18.3%) • Worst year: 2022 (-9.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.7%+1.7%-2.8%+6.4%+4.1%+0.2%+0.1%-----+11.6%
2025+3.7%-1.6%-5.2%-4.1%+4.4%+0.9%+3.9%-0.2%+2.4%+3.3%-0.3%+0.0%+6.8%
2024+2.3%+2.3%+3.1%-1.3%+0.7%+3.7%-0.1%+0.1%+1.3%+0.6%+5.5%-0.9%+18.3%
2023+3.7%-0.4%+0.1%-0.2%+1.5%+2.8%+2.4%-0.7%-1.1%-2.8%+4.3%+3.0%+13.0%
2022-3.1%-0.9%+4.0%-0.7%-1.8%-5.7%+8.0%-1.5%-5.7%+2.2%+0.9%-4.4%-9.2%
2021---------0.3%+3.5%+0.0%+3.0%+6.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +16.88% • The longest drawdown period lasted for 1 year and 3 months and was between August 2022 and December 2023. It reached a trough of -10.7%.

Detailed Metrics

Returns
Total Return
+53.84%
Annualized Return
+9.44%
Avg Monthly Return
+0.77%
Risk
Volatility (Annual)
+10.46%
Max Drawdown
+16.88%
Positive Months
59%
Average Drawdown
-3.7%
Risk-Adjusted
Sharpe Ratio
0.71
Risk-free rate: 2.0%
Sortino Ratio
0.66
Downside risk adjusted
Return/Volatility
0.90
Calmar Ratio
0.56
Return/Max Drawdown
Ulcer Index
4.53
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€15,384.1
Backtest Period
2021-09-23 to 2026-07-03
4.8 years
Rebalancing
annual
Base Currency
EUR