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PL4

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

Total Return+27.54%
Annualized Return+17.10%
Volatility+10.85%
Sharpe Ratio1.39
Max Drawdown+9.08%

Holdings

Asset Allocation

Asset Class

Equity 77.5%Precious Metals 17.5%Bonds 5.0%
Holdings Details
Diversified ETF portfolio blending global stocks, gold, and bonds for robust asset allocation across multiple strategies and regions.
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%
XDEM.XETRA
Xtrackers MSCI World Momentum UCITS ETF 1C • IE00BL25JP72
ETF
5.0%0.25%
LYQ6.XETRA
Amundi Euro Government Bond 10-15Y UCITS ETF Acc • LU1650489385
ETF
5.0%0.15%
Total100.0%0.32%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €12,754.21
Histogram of Monthly Returns
The portfolio had a positive return during 15 of the 19 months (79%)
Monthly Returns Heatmap
Best month: +5.8% • Worst month: -5.1% • Best year: 2025 (+14.0%) • Worst year: 2026 (+11.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.8%+3.8%-5.1%+3.8%+3.0%+0.8%-0.1%+0.6%+0.8%+1.1%--+11.9%
2025----3.1%+3.4%-0.7%+3.2%+0.1%+4.1%+5.8%+0.5%+0.3%+14.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +9.08% • 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
+27.54%
Annualized Return
+17.10%
Avg Monthly Return
+1.32%
Risk
Volatility (Annual)
+10.85%
Max Drawdown
+9.08%
Positive Months
79%
Average Drawdown
-1.6%
Risk-Adjusted
Sharpe Ratio
1.39
Risk-free rate: 2.0%
Sortino Ratio
1.29
Downside risk adjusted
Return/Volatility
1.58
Calmar Ratio
1.88
Return/Max Drawdown
Ulcer Index
2.01
Drawdown depth & duration
Martin Ratio
0.08
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,754.21
Backtest Period
2025-04-01 to 2026-10-16
1.5 years
Rebalancing
annual
Base Currency
EUR