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Perennial Leveraged

Created byuser-a1qdsa
Annual Rebalancing
EUR
Moderate Risk
1.5yr backtest
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Performance Summary

Total Return+30.13%
Annualized Return+18.63%
Volatility+11.18%
Sharpe Ratio1.49
Max Drawdown+9.97%

Holdings

Asset Allocation

Asset Class

Equity 82.5%Precious Metals 17.5%
Holdings Details
Diversified global ETF portfolio blending world equities with gold for a balanced, multi-asset strategy designed for long-term growth.
AssetTypeAllocationTER
NTSG.XETRA
WisdomTree Global Efficient Core UCITS ETF USD Unhedged Acc • IE00077IIPQ8
ETF
50.0%0.25%
GLDA.F
Amundi Physical Gold ETC C EUR • FR0013416716
ETC
17.5%0.12%
DBMFE.PA
iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403
ETF
17.5%0.75%
AVWS.XETRA
Avantis Global Small Cap Value UCITS ETF USD Acc • IE0003R87OG3
ETF
15.0%0.39%
Total100.0%0.34%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €13,012.92
Histogram of Monthly Returns
The portfolio had a positive return during 16 of the 19 months (84%)
Monthly Returns Heatmap
Best month: +5.6% • Worst month: -4.8% • Best year: 2025 (+14.6%) • Worst year: 2026 (+13.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.1%+4.3%-4.8%+3.7%+2.7%+0.6%+0.7%+0.8%+0.4%+1.6%--+13.5%
2025----3.8%+3.7%-0.7%+3.4%+0.8%+3.8%+5.6%+0.9%+0.4%+14.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +9.97% • The longest drawdown period lasted for 2 months and was between March 2026 and May 2026. It reached a trough of -7.2%.

Detailed Metrics

Returns
Total Return
+30.13%
Annualized Return
+18.63%
Avg Monthly Return
+1.43%
Risk
Volatility (Annual)
+11.18%
Max Drawdown
+9.97%
Positive Months
84%
Average Drawdown
-1.6%
Risk-Adjusted
Sharpe Ratio
1.49
Risk-free rate: 2.0%
Sortino Ratio
1.38
Downside risk adjusted
Return/Volatility
1.67
Calmar Ratio
1.87
Return/Max Drawdown
Ulcer Index
2.07
Drawdown depth & duration
Martin Ratio
0.08
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€13,012.92
Backtest Period
2025-04-01 to 2026-10-16
1.5 years
Rebalancing
annual
Base Currency
EUR