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Roa 3.2.2 goldx2 bt proxy

Created byuser-b8stsg
Annual Rebalancing
EUR
Moderate Risk
Multi-currency
6.5yr backtest
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Performance Summary

Total Return+282.25%
Annualized Return+22.82%
Volatility+12.43%
Sharpe Ratio1.67
Max Drawdown+15.69%

Holdings

Asset Allocation

Asset Class

Equity 40.0%Commodities 29.0%Cryptocurrencies 13.0%Bonds 10.0%Precious Metals 8.0%
Holdings Details
Diversified portfolio blending global momentum stocks, managed futures, Bitcoin, reinsurance bonds, and commodities for multi-asset growth.
AssetTypeAllocationTER
IWMO.LSE
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) • IE00BP3QZ825
ETF
40.0%0.25%
DBMF.US
iMGP DBi Managed Futures Strategy ETF • US53700T8273
ETF
24.0%0.85%
BTC-USD
Bitcoin
CRYPTO
13.0%-
SHRIX.US
STONE RIDGE HIGH YIELD REINSURANCE RISK PREMIUM FUND CLASS I • US8617284000
FUND
10.0%1.85%
4RT8.XETRA
WisdomTree Gold 2x Daily Leveraged EUR • JE00B2NFTL95
ETF
8.0%0.99%
UEQC.XETRA
UBS CMCI Commodity Carry SF UCITS ETF USD acc • IE00BKFB6L02
ETF
5.0%0.34%
Total100.0%0.59%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €38,225.21
Histogram of Monthly Returns
The portfolio had a positive return during 51 of the 79 months (65%)
Monthly Returns Heatmap
Best month: +12.1% • Worst month: -8.6% • Best year: 2024 (+43.5%) • Worst year: 2022 (-1.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.7%+1.9%-5.9%+7.1%+4.1%+1.4%-4.6%+4.1%+5.0%-1.7%--+12.9%
2025+5.0%-3.7%-4.6%-0.5%+3.8%-1.6%+3.1%-0.1%+6.2%+2.8%-0.8%+0.8%+10.5%
2024+5.5%+9.8%+7.4%-1.4%+1.5%+2.5%-1.3%-2.7%+2.4%+3.7%+10.4%-0.3%+43.5%
2023+4.4%+1.1%+1.5%+0.4%-0.4%+3.0%-0.4%-1.4%+2.2%+5.9%+1.6%+3.1%+22.8%
2022-1.8%+1.7%+5.9%+1.6%-3.3%-2.5%+3.5%+1.2%-0.8%+2.7%-6.3%-2.5%-1.4%
2021+3.6%+5.3%+9.5%+0.1%-8.6%+1.8%+3.5%+3.3%-0.8%+10.8%-1.0%-3.8%+24.6%
2020---+5.7%+1.0%-0.1%+3.4%+2.8%-2.1%+3.4%+9.9%+12.1%+41.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +15.69% • The longest drawdown period lasted for 8 months and was between November 2022 and July 2023. It reached a trough of -11.6%.
When could this portfolio get you to financial independence?

Roa 3.2.2 goldx2 bt proxy returned +22.82% a year over the 7 years above. Run those same monthly returns forward through 10,000 simulated paths, with your own savings and target retirement age, to see when they could reach your FIRE number.

Dividend Income

Summary
This portfolio contains 2 distributing ETFs (34.0% of total allocation)

Total Dividends Received

€3,255.28

41 payments

Dividend Yield

2.19%

(annualized)

Avg Per Payment

€79.40

per event

All dividends are automatically reinvested at the payment date. The portfolio value shown includes the compounding effect of dividend reinvestment.

Annual Breakdown
Dividend income per calendar year
YearDividends
2026€371.29
2025€799.70
2024€662.79
2023€341.22
2022€949.86
2021€68.43
2020€62.00
Total€3,255.28

Detailed Metrics

Returns
Total Return
+282.25%
Annualized Return
+22.82%
Avg Monthly Return
+1.79%
Risk
Volatility (Annual)
+12.43%
Max Drawdown
+15.69%
Positive Months
65%
Average Drawdown
-3.6%
Risk-Adjusted
Sharpe Ratio
1.67
Risk-free rate: 2.0%
Sortino Ratio
1.68
Downside risk adjusted
Return/Volatility
1.84
Calmar Ratio
1.45
Return/Max Drawdown
Ulcer Index
4.43
Drawdown depth & duration
Martin Ratio
0.05
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€38,225.21
Backtest Period
2020-04-07 to 2026-10-16
6.5 years
Rebalancing
annual
Base Currency
EUR