HomePortfoliosLeveraged Ray Dalio’s "All-Weather" portfolio DBMFE

Leveraged Ray Dalio’s "All-Weather" portfolio DBMFE

Created byuser-knkh6q
Annual Rebalancing
EUR
Moderate Risk
1.5yr backtest
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Performance Summary

Total Return+27.75%
Annualized Return+17.22%
Volatility+11.00%
Sharpe Ratio1.38
Max Drawdown+10.58%

Holdings

Asset Allocation

Asset Class

Equity 80.0%Precious Metals 10.0%Commodities 10.0%
Holdings Details
Diversified ETF portfolio with 80% global equities and 20% in commodities & gold for balanced growth and inflation hedging.
AssetTypeAllocationTER
NTSG.XETRA
WisdomTree Global Efficient Core UCITS ETF USD Unhedged Acc • IE00077IIPQ8
ETF
70.0%0.25%
GLDA.F
Amundi Physical Gold ETC C EUR • FR0013416716
ETC
10.0%0.12%
DBMFE.PA
iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403
ETF
10.0%0.75%
SXRS.XETRA
iShares Diversified Commodity Swap UCITS ETF • IE00BDFL4P12
ETF
10.0%0.19%
Total100.0%0.28%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €12,774.75
Histogram of Monthly Returns
The portfolio had a positive return during 14 of the 19 months (74%)
Monthly Returns Heatmap
Best month: +6.1% • Worst month: -4.2% • Best year: 2026 (+13.8%) • Worst year: 2025 (+12.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.0%+2.7%-2.9%+4.3%+2.8%+0.6%+1.2%+0.5%+0.9%+1.1%--+13.8%
2025----4.2%+3.4%-0.2%+3.5%-0.2%+3.4%+6.1%+0.3%-0.2%+12.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +10.58% • The longest drawdown period lasted for 2 months and was between April 2025 and June 2025. It reached a trough of -10.6%.

Detailed Metrics

Returns
Total Return
+27.75%
Annualized Return
+17.22%
Avg Monthly Return
+1.32%
Risk
Volatility (Annual)
+11.00%
Max Drawdown
+10.58%
Positive Months
74%
Average Drawdown
-1.5%
Risk-Adjusted
Sharpe Ratio
1.38
Risk-free rate: 2.0%
Sortino Ratio
1.30
Downside risk adjusted
Return/Volatility
1.57
Calmar Ratio
1.63
Return/Max Drawdown
Ulcer Index
1.98
Drawdown depth & duration
Martin Ratio
0.08
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,774.75
Backtest Period
2025-04-01 to 2026-10-16
1.5 years
Rebalancing
annual
Base Currency
EUR