HomePortfoliosBench 1

Bench 1

Created byuser-a1qdsa
Annual Rebalancing
EUR
Moderate Risk
1.5yr backtest
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Performance Summary

Total Return+27.97%
Annualized Return+17.35%
Volatility+11.28%
Sharpe Ratio1.36
Max Drawdown+9.50%

Holdings

Asset Allocation

Asset Class

Equity 90.0%Precious Metals 10.0%
Holdings Details
A diversified ETF portfolio blending 90% global equities and 10% gold for a balanced core-and-satellite investment strategy.
AssetTypeAllocationTER
NTSG.XETRA
WisdomTree Global Efficient Core UCITS ETF USD Unhedged Acc • IE00077IIPQ8
ETF
66.0%0.25%
DBMFE.PA
iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403
ETF
24.0%0.75%
XAD5.XETRA
Xtrackers Physical Gold ETC (EUR) EUR • DE000A1E0HR8
ETC
10.0%0.25%
Total100.0%0.37%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €12,797.19
Histogram of Monthly Returns
The portfolio had a positive return during 14 of the 19 months (74%)
Monthly Returns Heatmap
Best month: +6.4% • Worst month: -4.7% • Best year: 2025 (+13.1%) • Worst year: 2026 (+13.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.9%+3.5%-4.7%+3.6%+3.4%+1.5%+0.5%+0.1%+1.4%+1.4%--+13.1%
2025----3.7%+3.6%-0.6%+3.7%-0.4%+3.7%+6.4%+0.1%-0.1%+13.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +9.50% • The longest drawdown period lasted for 2 months and was between March 2026 and May 2026. It reached a trough of -6.6%.

Detailed Metrics

Returns
Total Return
+27.97%
Annualized Return
+17.35%
Avg Monthly Return
+1.34%
Risk
Volatility (Annual)
+11.28%
Max Drawdown
+9.50%
Positive Months
74%
Average Drawdown
-1.6%
Risk-Adjusted
Sharpe Ratio
1.36
Risk-free rate: 2.0%
Sortino Ratio
1.25
Downside risk adjusted
Return/Volatility
1.54
Calmar Ratio
1.83
Return/Max Drawdown
Ulcer Index
2.06
Drawdown depth & duration
Martin Ratio
0.07
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,797.19
Backtest Period
2025-04-01 to 2026-10-16
1.5 years
Rebalancing
annual
Base Currency
EUR