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UDE Turc 3

Created byuser-xwe79g
Quarterly Rebalancing
EUR
Moderate Risk
1.3yr backtest

Performance Summary

Total Return+26.42%
Annualized Return+19.89%
Volatility+12.37%
Sharpe Ratio1.45
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.
AssetTypeAllocationTER
EUNL.XETRA
iShares Core MSCI World UCITS ETF USD (Acc) • IE00B4L5Y983
ETF
30.0%0.2%
XDW0.XETRA
Xtrackers MSCI World Energy UCITS ETF 1C 1C • IE00BM67HM91
ETF
30.0%0.25%
4GLD.XETRA
Xetra-Gold • DE000A0S9GB0
ETF
25.0%0%
DBMFE.PA
iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403
ETF
15.0%0.75%
Total100.0%0.25%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €12,641.92
Histogram of Monthly Returns
The portfolio had a positive return during 12 of the 16 months (75%)
Monthly Returns Heatmap
Best month: +7.1% • Worst month: -6.5% • Best year: 2026 (+14.1%) • Worst year: 2025 (+10.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+7.1%+5.6%+1.4%-0.3%+0.3%-2.7%+2.3%-----+14.1%
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
+26.42%
Annualized Return
+19.89%
Avg Monthly Return
+1.53%
Risk
Volatility (Annual)
+12.37%
Max Drawdown
+11.58%
Positive Months
75%
Average Drawdown
-2.4%
Risk-Adjusted
Sharpe Ratio
1.45
Risk-free rate: 2.0%
Sortino Ratio
1.32
Downside risk adjusted
Return/Volatility
1.61
Calmar Ratio
1.72
Return/Max Drawdown
Ulcer Index
2.92
Drawdown depth & duration
Martin Ratio
0.06
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,641.92
Backtest Period
2025-04-01 to 2026-07-17
1.3 years
Rebalancing
quarterly
Base Currency
EUR