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permanent next senza folow

Created byuser-b8stsg
Annual Rebalancing
EUR
Low Risk
Multi-currency
0.8yr backtest
Analyse this portfolio
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Performance Summary

Total Return+5.87%
Annualized Return+7.91%
Volatility+9.31%
Sharpe Ratio0.63
Max Drawdown+6.37%

Holdings

Asset Allocation

Asset Class

Equity 43.0%Precious Metals 20.0%Bonds 12.0%Money Market 10.0%Commodities 9.0%Cryptocurrencies 6.0%
Holdings Details
Diversified ETF portfolio blending global equities, gold, bonds, money market and crypto for balanced growth and protection across market cycles.
AssetTypeAllocationTER
DBMFE.PA
iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403
ETF
22.0%0.75%
PPFB.XETRA
iShares Physical Gold ETC • IE00B4ND3602
ETF
20.0%0.12%
XEON.XETRA
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C • LU0290358497
ETF
10.0%0.1%
NTSG.XETRA
WisdomTree Global Efficient Core UCITS ETF USD Unhedged Acc • IE00077IIPQ8
ETF
8.0%0.25%
IWMO.LSE
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) • IE00BP3QZ825
ETF
7.0%0.25%
IB1T.XETRA
iShares Bitcoin ETP • XS2940466316
ETF
6.0%0.15%
C47B.XETRA
HANetf KRC Cat Bond UCITS ETF (Acc) • IE000UWJUW87
ETF
6.0%1.28%
IWQU.LSE
iShares Edge MSCI World Quality Factor UCITS ETF (Acc) • IE00BP3QZ601
ETF
6.0%0.25%
EUIN.XETRA
Amundi Euro Inflation Expectations 2-10Y UCITS ETF Acc • LU1390062245
ETF
3.0%0.25%
LYXD.XETRA
Amundi Euro Government Bond 7-10Y UCITS ETF Acc • LU1287023185
ETF
3.0%0.15%
CRRY.XETRA
WisdomTree Enhanced Commodity Carry • XS3022291473
ETF
3.0%0.34%
IE000IIHLZL0
L&G Market Neutral Commodities • IE000IIHLZL0
FUND
3.0%0.49%
EN4C.XETRA
L&G Multi-Strategy Enhanced Commodities UCITS ETF USD Accumulating • IE00BFXR6159
ETF
3.0%0.3%
Total100.0%0.38%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €10,587.48
Histogram of Monthly Returns
The portfolio had a positive return during 6 of the 10 months (60%)
Monthly Returns Heatmap
Best month: +3.1% • Worst month: -3.8% • Best year: 2026 (+5.9%) • Worst year: 2026 (+5.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-1.2%+2.6%-3.8%+1.8%+1.9%-1.1%-0.7%+3.1%+2.3%+1.1%--+5.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +6.37% • The longest drawdown period lasted for 5 months and was between March 2026 and August 2026. It reached a trough of -6.4%.

Detailed Metrics

Returns
Total Return
+5.87%
Annualized Return
+7.91%
Avg Monthly Return
+0.60%
Risk
Volatility (Annual)
+9.31%
Max Drawdown
+6.37%
Positive Months
60%
Average Drawdown
-2.0%
Risk-Adjusted
Sharpe Ratio
0.63
Risk-free rate: 2.0%
Sortino Ratio
0.61
Downside risk adjusted
Return/Volatility
0.85
Calmar Ratio
1.24
Return/Max Drawdown
Ulcer Index
2.27
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€10,587.48
Backtest Period
2026-01-15 to 2026-10-16
0.8 years
Rebalancing
annual
Base Currency
EUR