HomePortfoliosRegime Compass Oktober 2026 Euro

Regime Compass Oktober 2026 Euro

Created byuser-ydolqm
Monthly Rebalancing
EUR
Low Risk
Multi-currency
1.9yr backtest
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Performance Summary

Total Return+31.38%
Annualized Return+15.64%
Volatility+8.93%
Sharpe Ratio1.53
Max Drawdown+13.82%

Holdings

Asset Allocation

Asset Class

Equity 48.0%Money Market 29.0%Commodities 23.0%
Holdings Details
Diversified ETF portfolio blending US and European equities, commodities, and cash reserves for balanced growth and stability across market cycles.
AssetTypeAllocationTER
E0UA.XETRA
iShares EUR Government Bond 0-3 Month UCITS ETF EUR (Acc) • IE000JLXYKJ8
ETF
25.0%0.07%
CMOE.XETRA
Invesco Bloomberg Commodity UCITS ETF EUR hedged Acc • IE00BF4J0300
ETF
23.0%0.24%
MWOT.XETRA
Amundi Russell 1000 Growth UCITS ETF Acc • IE0005E8B9S4
ETF
16.0%0.19%
SPYN.XETRA
SPDR® MSCI Europe Energy UCITS ETF • IE00BKWQ0F09
ETF
14.0%0.18%
IUMO.LSE
iShares Edge MSCI USA Momentum Factor UCITS ETF • IE00BD1F4N50
ETF
11.0%0.2%
IUES.AS
iShares S&P 500 EUR Hedged UCITS ETF (Acc) • IE00B3ZW0K18
ETF
6.0%0.2%
XFFE.XETRA
Xtrackers II USD Overnight Rate Swap UCITS ETF 1C • LU0321465469
ETF
4.0%0.1%
EIMI.LSE
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) • IE00BKM4GZ66
ETF
1.0%0.18%
Total100.0%0.17%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €13,137.72
Histogram of Monthly Returns
The portfolio had a positive return during 19 of the 24 months (79%)
Monthly Returns Heatmap
Best month: +4.5% • Worst month: -4.0% • Best year: 2026 (+20.7%) • Worst year: 2024 (+0.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.6%+0.8%+4.3%+4.5%+1.8%-1.9%+1.4%+2.4%+3.0%+0.4%--+20.7%
2025+3.1%-1.0%-2.1%-4.0%+3.1%+1.4%+2.4%+0.5%+1.7%+3.0%+0.2%+0.1%+8.4%
2024----------+0.0%+0.4%+0.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +13.82% • The longest drawdown period lasted for 7 months and was between February 2025 and September 2025. It reached a trough of -13.8%.

Detailed Metrics

Returns
Total Return
+31.38%
Annualized Return
+15.64%
Avg Monthly Return
+1.16%
Risk
Volatility (Annual)
+8.93%
Max Drawdown
+13.82%
Positive Months
79%
Average Drawdown
-2.4%
Risk-Adjusted
Sharpe Ratio
1.53
Risk-free rate: 2.0%
Sortino Ratio
1.36
Downside risk adjusted
Return/Volatility
1.75
Calmar Ratio
1.13
Return/Max Drawdown
Ulcer Index
3.14
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€13,137.72
Backtest Period
2024-11-29 to 2026-10-16
1.9 years
Rebalancing
monthly
Base Currency
EUR