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Napier Tilt Alt

Created byuser-r3xwsa
Annual Rebalancing
EUR
Moderate Risk
1.4yr backtest
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Performance Summary

Total Return+47.65%
Annualized Return+32.48%
Volatility+11.59%
Sharpe Ratio2.63
Max Drawdown+6.64%

Holdings

Asset Allocation

Asset Class

Equity 73.0%Precious Metals 14.0%Commodities 8.0%Cryptocurrencies 5.0%
Holdings Details
Diversified ETF portfolio blending global value stocks, gold, commodities, infrastructure, and Bitcoin for inflation-proof, all-weather growth.
AssetTypeAllocationTER
XDEV.XETRA
Xtrackers MSCI World Value UCITS ETF 1C • IE00BL25JM42
ETF
30.0%0.25%
AVWS.XETRA
Avantis Global Small Cap Value UCITS ETF USD Acc • IE0003R87OG3
ETF
16.0%0.39%
PPFB.XETRA
iShares Physical Gold ETC • IE00B4ND3602
ETF
14.0%0.12%
WMIN.XETRA
VanEck S&P Global Mining UCITS ETF A • IE00BDFBTQ78
ETF
8.0%0.5%
SXRS.XETRA
iShares Diversified Commodity Swap UCITS ETF • IE00BDFL4P12
ETF
8.0%0.19%
5MVL.XETRA
iShares Edge MSCI EM Value Factor UCITS ETF USD (Acc) • IE00BG0SKF03
ETF
6.0%0.4%
CBUX.XETRA
iShares Global Infrastructure UCITS ETF USD (Acc) • IE000CK5G8J7
ETF
5.0%0.65%
BTIC.XETRA
Invesco Physical Bitcoin • XS2376095068
ETF
5.0%0.1%
XDW0.XETRA
Xtrackers MSCI World Energy UCITS ETF 1C 1C • IE00BM67HM91
ETF
4.0%0.25%
DFNC.XETRA
iShares Europe Defence UCITS ETF EUR (Acc) • IE000IAXNM41
ETF
4.0%0.35%
Total100.0%0.29%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €14,765.14
Histogram of Monthly Returns
The portfolio had a positive return during 14 of the 18 months (78%)
Monthly Returns Heatmap
Best month: +7.0% • Worst month: -3.9% • Best year: 2026 (+24.4%) • Worst year: 2025 (+18.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+7.0%+5.1%-3.9%+5.5%+5.7%-2.7%+0.2%+5.4%+0.0%+0.4%--+24.4%
2025-----0.6%-0.1%+3.3%+2.4%+4.8%+3.5%+1.7%+2.5%+18.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +6.64% • The longest drawdown period lasted for 2 months and was between June 2026 and August 2026. It reached a trough of -4.6%.

Detailed Metrics

Returns
Total Return
+47.65%
Annualized Return
+32.48%
Avg Monthly Return
+2.23%
Risk
Volatility (Annual)
+11.59%
Max Drawdown
+6.64%
Positive Months
78%
Average Drawdown
-1.4%
Risk-Adjusted
Sharpe Ratio
2.63
Risk-free rate: 2.0%
Sortino Ratio
2.75
Downside risk adjusted
Return/Volatility
2.80
Calmar Ratio
4.89
Return/Max Drawdown
Ulcer Index
1.65
Drawdown depth & duration
Martin Ratio
0.19
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€14,765.14
Backtest Period
2025-05-28 to 2026-10-16
1.4 years
Rebalancing
annual
Base Currency
EUR