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CarteraDDM

Created byuser-x39yo1
Monthly Rebalancing
EUR
Moderate Risk
Multi-currency
0.4yr backtest
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Performance Summary

Total Return+5.47%
Annualized Return+13.75%
Volatility+10.29%
Sharpe Ratio1.14
Max Drawdown+4.27%

Holdings

Asset Allocation

Asset Class

Equity 55.0%Commodities 15.0%Precious Metals 15.0%Money Market 15.0%
Holdings Details
Diversified ETF portfolio blending leveraged global equities, managed futures, commodities, gold, and cash for growth and resilience in any market.
AssetTypeAllocationTER
LWLD.PA
Amundi MSCI World (2x) Leveraged UCITS ETF Acc • FR0014010HV4
ETF
30.0%0.6%
MFEH.XETRA
iMGP DBi Managed Futures Fund R EUR HP UCITS ETF • LU3359622902
ETF
25.0%0.75%
CMOD.LSE
Invesco Bloomberg Commodity UCITS ETF Acc • IE00BD6FTQ80
ETF
15.0%0.19%
EGLN.LSE
iShares Physical Gold ETC • IE00B4ND3602
ETF
15.0%0.12%
XEON.XETRA
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C • LU0290358497
ETF
15.0%0.1%
Total100.0%0.43%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €10,547.03
Histogram of Monthly Returns
The portfolio had a positive return during 5 of the 6 months (83%)
Monthly Returns Heatmap
Best month: +3.8% • Worst month: -2.8% • Best year: 2026 (+5.5%) • Worst year: 2026 (+5.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026----+0.8%-2.8%+1.1%+3.8%+1.5%+1.0%--+5.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +4.27% • The longest drawdown period lasted for 2 months and was between June 2026 and August 2026. It reached a trough of -4.3%.

Detailed Metrics

Returns
Total Return
+5.47%
Annualized Return
+13.75%
Avg Monthly Return
+0.91%
Risk
Volatility (Annual)
+10.29%
Max Drawdown
+4.27%
Positive Months
83%
Average Drawdown
-1.5%
Risk-Adjusted
Sharpe Ratio
1.14
Risk-free rate: 2.0%
Sortino Ratio
1.19
Downside risk adjusted
Return/Volatility
1.34
Calmar Ratio
3.22
Return/Max Drawdown
Ulcer Index
1.66
Drawdown depth & duration
Martin Ratio
0.07
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€10,547.03
Backtest Period
2026-05-18 to 2026-10-16
0.4 years
Rebalancing
monthly
Base Currency
EUR