PB

Created byuser-a1qdsa

Annual Rebalancing

EUR

Moderate Risk

1.5yr backtest

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Performance Summary

Total Return+29.09%

Annualized Return+18.02%

Volatility+11.14%

Sharpe Ratio1.44

Max Drawdown+9.43%

Holdings

Asset Allocation

Asset Class

Equity 72.5%Precious Metals 15.0%Bonds 12.5%

Holdings Details

Diversified ETF portfolio blending global stocks, bonds, and gold for robust asset allocation and long-term growth potential.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
VWCE.XETRA Vanguard FTSE All-World UCITS ETF (USD) Accumulating • IE00BK5BQT80	IE00BK5BQT80	Acc	ETF	40.0%	0.19%
GLDA.F Amundi Physical Gold ETC C EUR • FR0013416716	FR0013416716	Acc	ETC	15.0%	0.12%
DBMFE.PA iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403	LU2951555403	Acc	ETF	12.5%	0.75%
LYXF.XETRA Amundi Euro Government Bond 15+Y UCITS ETF Acc • LU1287023268	LU1287023268	Acc	ETF	12.5%	0.15%
AVWS.XETRA Avantis Global Small Cap Value UCITS ETF USD Acc • IE0003R87OG3	IE0003R87OG3	Acc	ETF	10.0%	0.39%
IS3R.XETRA iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) • IE00BP3QZ825	IE00BP3QZ825	Acc	ETF	10.0%	0.25%
Total		Total			100.0%	0.27%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €12,909.4

Show individual assets

Histogram of Monthly Returns

The portfolio had a positive return during 15 of the 19 months (79%)

Monthly Returns Heatmap

Best month: +5.0% • Worst month: -5.2% • Best year: 2026 (+13.9%) • Worst year: 2025 (+13.4%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+3.5%	+3.7%	-5.2%	+5.0%	+3.7%	+0.6%	-1.9%	+1.9%	+1.2%	+0.8%	-	-	+13.9%
2025	-	-	-	-3.2%	+4.0%	-0.5%	+3.2%	+0.1%	+3.9%	+4.3%	+0.5%	+0.8%	+13.4%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +9.43% • The longest drawdown period lasted for 2 months and was between March 2026 and May 2026. It reached a trough of -6.5%.

Detailed Metrics

Returns

Total Return

+29.09%

Annualized Return

+18.02%

Avg Monthly Return

+1.39%

Risk

Volatility (Annual)

+11.14%

Max Drawdown

+9.43%

Positive Months

79%

Average Drawdown

-1.4%

Risk-Adjusted

Sharpe Ratio

1.44

Risk-free rate: 2.0%

Sortino Ratio

1.40

Downside risk adjusted

Return/Volatility

1.62

Calmar Ratio

1.91

Return/Max Drawdown

Ulcer Index

1.92

Drawdown depth & duration

Martin Ratio

0.08

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€12,909.4

Backtest Period

2025-04-01 to 2026-10-16
1.5 years

Rebalancing

annual

Base Currency

EUR