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Return stacking

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

Total Return+28.05%
Annualized Return+17.40%
Volatility+11.34%
Sharpe Ratio1.36
Max Drawdown+9.57%

Holdings

Asset Allocation

Asset Class

Equity 83.0%Precious Metals 17.0%
Holdings Details
A diversified ETF portfolio blending 83% global equities and 17% physical gold for core growth with managed futures and commodity exposure.
AssetTypeAllocationTER
NTSG.XETRA
WisdomTree Global Efficient Core UCITS ETF USD Unhedged Acc • IE00077IIPQ8
ETF
66.0%0.25%
DBMFE.PA
iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403
ETF
17.0%0.75%
GLDA.F
Amundi Physical Gold ETC C EUR • FR0013416716
ETC
17.0%0.12%
Total100.0%0.31%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €12,804.92
Histogram of Monthly Returns
The portfolio had a positive return during 15 of the 19 months (79%)
Monthly Returns Heatmap
Best month: +6.4% • Worst month: -5.1% • Best year: 2025 (+14.3%) • Worst year: 2026 (+12.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.3%+3.6%-5.1%+3.9%+3.2%+0.9%+0.6%+0.5%+0.6%+1.2%--+12.0%
2025----3.4%+3.5%-0.6%+3.5%-0.1%+4.2%+6.4%+0.3%+0.0%+14.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +9.57% • 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
+28.05%
Annualized Return
+17.40%
Avg Monthly Return
+1.35%
Risk
Volatility (Annual)
+11.34%
Max Drawdown
+9.57%
Positive Months
79%
Average Drawdown
-1.6%
Risk-Adjusted
Sharpe Ratio
1.36
Risk-free rate: 2.0%
Sortino Ratio
1.28
Downside risk adjusted
Return/Volatility
1.53
Calmar Ratio
1.82
Return/Max Drawdown
Ulcer Index
2.10
Drawdown depth & duration
Martin Ratio
0.07
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,804.92
Backtest Period
2025-04-01 to 2026-10-16
1.5 years
Rebalancing
quarterly
Base Currency
EUR