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UDE Turc 3

Created byuser-xwe79g

Quarterly Rebalancing

EUR

Moderate Risk

1.2yr backtest

Performance Summary

Total Return+24.46%

Annualized Return+19.72%

Volatility+12.68%

Sharpe Ratio1.40

Max Drawdown+11.58%

Holdings

Asset Allocation

Asset Class

Equity 75.0%Precious Metals 25.0%

Holdings Details

A diversified ETF portfolio blending global equities, energy stocks, and gold for balanced exposure across key asset classes.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
EUNL.XETRA iShares Core MSCI World UCITS ETF USD (Acc) • IE00B4L5Y983	IE00B4L5Y983	Acc	ETF	30.0%	0.2%
XDW0.XETRA Xtrackers MSCI World Energy UCITS ETF 1C 1C • IE00BM67HM91	IE00BM67HM91	Acc	ETF	30.0%	0.25%
4GLD.XETRA Xetra-Gold • DE000A0S9GB0	DE000A0S9GB0	Acc	ETF	25.0%	0%
DBMFE.PA iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403	LU2951555403	Acc	ETF	15.0%	0.75%
Total		Total			100.0%	0.25%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €12,446.1

Histogram of Monthly Returns

The portfolio had a positive return during 11 of the 15 months (73%)

Monthly Returns Heatmap

Best month: +7.1% • Worst month: -6.5% • Best year: 2026 (+12.3%) • Worst year: 2025 (+10.8%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+7.1%	+5.6%	+1.4%	-0.3%	+0.3%	-2.0%	-	-	-	-	-	-	+12.3%
2025	-	-	-	-6.5%	+2.4%	-0.6%	+4.2%	+0.7%	+3.8%	+4.3%	+2.0%	+0.4%	+10.8%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +11.58% • The longest drawdown period lasted for 4 months and was between April 2025 and August 2025. It reached a trough of -11.6%.

Detailed Metrics

Returns

Total Return

+24.46%

Annualized Return

+19.72%

Avg Monthly Return

+1.52%

Risk

Volatility (Annual)

+12.68%

Max Drawdown

+11.58%

Positive Months

73%

Average Drawdown

-2.4%

Risk-Adjusted

Sharpe Ratio

1.40

Risk-free rate: 2.0%

Sortino Ratio

1.28

Downside risk adjusted

Return/Volatility

1.56

Calmar Ratio

1.70

Return/Max Drawdown

Ulcer Index

2.88

Drawdown depth & duration

Martin Ratio

0.06

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€12,446.1

Backtest Period

2025-04-01 to 2026-06-19
1.2 years

Rebalancing

quarterly

Base Currency

EUR