HomePortfoliosPermanent Reale v2.1

Permanent Reale v2.1

Created byuser-b8stsg
Annual Rebalancing
EUR
Low Risk
Multi-currency
0.9yr backtest
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Performance Summary

Total Return+8.92%
Annualized Return+10.34%
Volatility+7.83%
Sharpe Ratio1.06
Max Drawdown+5.82%

Holdings

Asset Allocation

Asset Class

Equity 38.5%Money Market 20.0%Bonds 16.5%Precious Metals 15.0%Cryptocurrencies 5.0%Commodities 5.0%
Holdings Details
Diversified ETF portfolio blending global equities, gold, money markets, and crypto for a balanced, multi-asset strategy.
AssetTypeAllocationTER
DBMFE.PA
iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403
ETF
22.5%0.75%
PPFB.XETRA
iShares Physical Gold ETC • IE00B4ND3602
ETF
15.0%0.12%
XEON.XETRA
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C • LU0290358497
ETF
10.0%0.1%
18M1.XETRA
Amundi Euro Government Bond 0-6 M UCITS ETF Acc • FR0010754200
ETF
10.0%0.14%
NTSG.XETRA
WisdomTree Global Efficient Core UCITS ETF USD Unhedged Acc • IE00077IIPQ8
ETF
6.0%0.25%
CLOA.XETRA
Invesco EUR AAA CLO UCITS ETF Acc • IE000Y2JPPS4
ETF
5.0%0.25%
C47B.XETRA
HANetf KRC Cat Bond UCITS ETF (Acc) • IE000UWJUW87
ETF
5.0%1.28%
IWMO.LSE
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) • IE00BP3QZ825
ETF
5.0%0.25%
IWQU.LSE
iShares Edge MSCI World Quality Factor UCITS ETF (Acc) • IE00BP3QZ601
ETF
5.0%0.25%
IB1T.XETRA
iShares Bitcoin ETP • XS2940466316
ETF
5.0%0.15%
CRRY.XETRA
WisdomTree Enhanced Commodity Carry • XS3022291473
ETF
5.0%0.34%
LYXD.XETRA
Amundi Euro Government Bond 7-10Y UCITS ETF Acc • LU1287023185
ETF
4.0%0.15%
LYQ7.XETRA
Amundi Euro Government Inflation-Linked Bond UCITS ETF Acc • LU1650491282
ETF
2.5%0.09%
Total100.0%0.36%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €10,891.53
Histogram of Monthly Returns
The portfolio had a positive return during 8 of the 11 months (73%)
Monthly Returns Heatmap
Best month: +2.5% • Worst month: -4.0% • Best year: 2026 (+8.0%) • Worst year: 2025 (+0.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.2%+2.4%-4.0%+1.3%+1.8%-0.7%-0.7%+2.5%+1.9%+1.1%--+8.0%
2025-----------+0.8%+0.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +5.82% • The longest drawdown period lasted for 6 months and was between March 2026 and September 2026. It reached a trough of -5.8%.

Detailed Metrics

Returns
Total Return
+8.92%
Annualized Return
+10.34%
Avg Monthly Return
+0.79%
Risk
Volatility (Annual)
+7.83%
Max Drawdown
+5.82%
Positive Months
73%
Average Drawdown
-1.9%
Risk-Adjusted
Sharpe Ratio
1.06
Risk-free rate: 2.0%
Sortino Ratio
1.05
Downside risk adjusted
Return/Volatility
1.32
Calmar Ratio
1.78
Return/Max Drawdown
Ulcer Index
2.18
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€10,891.53
Backtest Period
2025-12-03 to 2026-10-16
0.9 years
Rebalancing
annual
Base Currency
EUR