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Ude Turc Claude

Created byuser-xwe79g

Quarterly Rebalancing

EUR

Moderate Risk

1.2yr backtest

Performance Summary

Total Return+31.23%

Annualized Return+25.97%

Volatility+12.69%

Sharpe Ratio1.89

Max Drawdown+12.04%

Holdings

Asset Allocation

Asset Class

Equity 75.0%Precious Metals 25.0%

Holdings Details

Diversified ETF portfolio blending 75% global & European equities with 25% gold for balanced growth and risk management.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
ESIE.XETRA iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) • IE00BMW42637	IE00BMW42637	Acc	ETF	30.0%	0.18%
EUNL.XETRA iShares Core MSCI World UCITS ETF USD (Acc) • IE00B4L5Y983	IE00B4L5Y983	Acc	ETF	30.0%	0.2%
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%	0.23%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €13,123.24

Histogram of Monthly Returns

The portfolio had a positive return during 13 of the 15 months (87%)

Monthly Returns Heatmap

Best month: +6.0% • Worst month: -6.6% • Best year: 2026 (+16.1%) • Worst year: 2025 (+13.0%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+6.0%	+5.9%	+3.1%	+0.1%	+0.1%	+0.2%	-	-	-	-	-	-	+16.1%
2025	-	-	-	-6.6%	+3.1%	-0.2%	+4.2%	+1.1%	+3.5%	+5.7%	+1.4%	+0.4%	+13.0%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +12.04% • The longest drawdown period lasted for 3 months and was between April 2025 and July 2025. It reached a trough of -12.0%.

Detailed Metrics

Returns

Total Return

+31.23%

Annualized Return

+25.97%

Avg Monthly Return

+1.88%

Risk

Volatility (Annual)

+12.69%

Max Drawdown

+12.04%

Positive Months

87%

Average Drawdown

-2.1%

Risk-Adjusted

Sharpe Ratio

1.89

Risk-free rate: 2.0%

Sortino Ratio

1.67

Downside risk adjusted

Return/Volatility

2.05

Calmar Ratio

2.16

Return/Max Drawdown

Ulcer Index

2.69

Drawdown depth & duration

Martin Ratio

0.09

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€13,123.24

Backtest Period

2025-04-01 to 2026-06-05
1.2 years

Rebalancing

quarterly

Base Currency

EUR