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PL3

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

Total Return+30.96%
Annualized Return+19.12%
Volatility+11.36%
Sharpe Ratio1.51
Max Drawdown+9.78%

Holdings

Asset Allocation

Asset Class

Equity 82.5%Precious Metals 17.5%
Holdings Details
A diversified ETF portfolio blending 82% global equities and 18% gold for a balanced core and defensive growth strategy.
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
5.0%0.39%
IS3S.XETRA
iShares Edge MSCI World Value Factor UCITS ETF • IE00BP3QZB59
ETF
5.0%0.25%
XDEM.XETRA
Xtrackers MSCI World Momentum UCITS ETF 1C • IE00BL25JP72
ETF
5.0%0.25%
Total100.0%0.32%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €13,095.84
Histogram of Monthly Returns
The portfolio had a positive return during 15 of the 19 months (79%)
Monthly Returns Heatmap
Best month: +5.9% • Worst month: -5.2% • Best year: 2025 (+14.9%) • Worst year: 2026 (+13.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.1%+4.0%-5.2%+4.4%+3.7%+0.8%-0.1%+0.8%+1.1%+0.9%--+13.9%
2025----3.5%+3.6%-0.7%+3.4%+0.4%+4.2%+5.9%+0.6%+0.5%+14.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +9.78% • 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
+30.96%
Annualized Return
+19.12%
Avg Monthly Return
+1.47%
Risk
Volatility (Annual)
+11.36%
Max Drawdown
+9.78%
Positive Months
79%
Average Drawdown
-1.6%
Risk-Adjusted
Sharpe Ratio
1.51
Risk-free rate: 2.0%
Sortino Ratio
1.40
Downside risk adjusted
Return/Volatility
1.68
Calmar Ratio
1.96
Return/Max Drawdown
Ulcer Index
2.05
Drawdown depth & duration
Martin Ratio
0.08
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€13,095.84
Backtest Period
2025-04-01 to 2026-10-16
1.5 years
Rebalancing
annual
Base Currency
EUR