HomePortfolios05 80 IQSA / 10 DBMF / 10 LYQ2

05 80 IQSA / 10 DBMF / 10 LYQ2

Created byuser-dmjf59
Quarterly Rebalancing
EUR
Moderate Risk
Multi-currency
7.2yr backtest
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Performance Summary

Total Return+158.53%
Annualized Return+14.11%
Volatility+13.30%
Sharpe Ratio0.91
Max Drawdown+28.11%

Holdings

Asset Allocation

Asset Class

Equity 80.0%Bonds 10.0%Commodities 10.0%
Holdings Details
A diversified ETF portfolio with 80% global ESG equity, 10% short-term European bonds, and 10% managed futures for multi-asset growth.
AssetTypeAllocationTER
IQSA.XETRA
Invesco Global Active ESG Equity UCITS ETF Acc • IE00BJQRDN15
ETF
80.0%0.3%
LYQ2.XETRA
Amundi Euro Government Bond 1-3Y UCITS ETF Acc • LU1650487413
ETF
10.0%0.15%
DBMF.US
iMGP DBi Managed Futures Strategy ETF • US53700T8273
ETF
10.0%0.85%
Total100.0%0.34%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €25,852.98
Histogram of Monthly Returns
The portfolio had a positive return during 57 of the 87 months (66%)
Monthly Returns Heatmap
Best month: +7.8% • Worst month: -8.8% • Best year: 2021 (+30.1%) • Worst year: 2022 (-3.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.2%+3.0%-4.3%+7.1%+4.9%+3.7%-0.8%+0.8%+1.6%+0.3%--+18.4%
2025+3.9%-2.2%-6.4%-3.6%+5.6%-0.2%+3.8%-0.8%+2.9%+3.6%+0.8%+1.2%+8.1%
2024+5.2%+4.4%+5.3%-1.7%+0.5%+3.7%-0.3%-0.5%+1.3%+0.4%+7.5%-2.3%+25.5%
2023+4.4%+1.4%-3.1%-1.0%+2.0%+5.0%+1.4%-0.6%+0.0%-3.1%+4.3%+4.1%+15.3%
2022-1.6%-0.9%+4.0%+1.1%-3.1%-5.6%+6.7%-0.9%-4.1%+5.8%+0.4%-4.8%-3.8%
2021+2.1%+2.4%+7.7%+0.6%+0.9%+3.3%+1.5%+2.1%-1.8%+3.0%+0.7%+4.3%+30.1%
2020-0.3%-8.0%-8.8%+7.8%+1.8%+1.7%-0.9%+4.4%-1.1%-2.4%+6.0%+1.8%+0.4%
2019-------+3.7%+3.2%-1.1%+4.1%+0.9%+11.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +28.11% • The longest drawdown period lasted for 11 months and was between February 2020 and January 2021. It reached a trough of -28.1%.
When could this portfolio get you to financial independence?

05 80 IQSA / 10 DBMF / 10 LYQ2 returned +14.11% a year over the 7 years above. Run those same monthly returns forward through 10,000 simulated paths, with your own savings and target retirement age, to see when they could reach your FIRE number.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (10.0% of total allocation)

Total Dividends Received

€628.95

18 payments

Dividend Yield

0.55%

(annualized)

Avg Per Payment

€34.94

per event

All dividends are automatically reinvested at the payment date. The portfolio value shown includes the compounding effect of dividend reinvestment.

Annual Breakdown
Dividend income per calendar year
YearDividends
2026€32.98
2025€124.55
2024€102.49
2023€37.69
2022€234.42
2020€9.07
2019€87.75
Total€628.95

Detailed Metrics

Returns
Total Return
+158.53%
Annualized Return
+14.11%
Avg Monthly Return
+1.16%
Risk
Volatility (Annual)
+13.30%
Max Drawdown
+28.11%
Positive Months
66%
Average Drawdown
-4.0%
Risk-Adjusted
Sharpe Ratio
0.91
Risk-free rate: 2.0%
Sortino Ratio
0.83
Downside risk adjusted
Return/Volatility
1.06
Calmar Ratio
0.50
Return/Max Drawdown
Ulcer Index
5.43
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€25,852.98
Backtest Period
2019-08-05 to 2026-10-16
7.2 years
Rebalancing
quarterly
Base Currency
EUR