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Chuj

Created byuser-6r82d0
None Rebalancing
EUR
Moderate Risk
0.3yr backtest
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Performance Summary

Total Return+3.40%
Annualized Return+11.86%
Volatility+12.46%
Sharpe Ratio0.79
Max Drawdown+4.20%

Holdings

Asset Allocation

Asset Class

Equity 70.0%Precious Metals 30.0%
Holdings Details
Diversified ETF portfolio blending 70% global equities with momentum and managed futures plus 30% gold for growth and protection in all markets.
AssetTypeAllocationTER
XDEM.XETRA
Xtrackers MSCI World Momentum UCITS ETF 1C • IE00BL25JP72
ETF
40.0%0.25%
XGDU.XETRA
Xtrackers IE Physical Gold ETC • DE000A2T0VU5
ETC
30.0%0.25%
DBMFE.PA
iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403
ETF
15.0%0.75%
EEAU.XETRA
BNP Paribas Easy Managed Futures UCITS ETF Acc • LU3307218399
ETF
15.0%0.6%
Total100.0%0.38%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €10,340.26
Histogram of Monthly Returns
The portfolio had a positive return during 3 of the 5 months (60%)
Monthly Returns Heatmap
Best month: +3.5% • Worst month: -3.4% • Best year: 2026 (+3.4%) • Worst year: 2026 (+3.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-----+1.4%-3.4%+3.1%+3.5%-1.1%--+3.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +4.20% • The longest drawdown period lasted for 1 month and was between July 2026 and August 2026. It reached a trough of -4.2%.

Detailed Metrics

Returns
Total Return
+3.40%
Annualized Return
+11.86%
Avg Monthly Return
+0.70%
Risk
Volatility (Annual)
+12.46%
Max Drawdown
+4.20%
Positive Months
60%
Average Drawdown
-1.4%
Risk-Adjusted
Sharpe Ratio
0.79
Risk-free rate: 2.0%
Sortino Ratio
0.82
Downside risk adjusted
Return/Volatility
0.95
Calmar Ratio
2.82
Return/Max Drawdown
Ulcer Index
1.62
Drawdown depth & duration
Martin Ratio
0.06
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€10,340.26
Backtest Period
2026-06-29 to 2026-10-16
0.3 years
Rebalancing
none
Base Currency
EUR