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Roa 4.2

Created byuser-b8stsg
Annual Rebalancing
EUR
Moderate Risk
Multi-currency
0.8yr backtest
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Performance Summary

Total Return+12.99%
Annualized Return+15.75%
Volatility+14.00%
Sharpe Ratio0.98
Max Drawdown+9.27%

Holdings

Asset Allocation

Asset Class

Equity 53.0%Bonds 14.0%Cryptocurrencies 13.0%Precious Metals 10.0%Commodities 10.0%
Holdings Details
Diversified ETF portfolio with global equities, leveraged ETFs, bonds, bitcoin, gold, and commodities for a balanced multi-asset strategy.
AssetTypeAllocationTER
DBMFE.PA
iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403
ETF
33.0%0.75%
LVWC.XETRA
Amundi MSCI World (2x) Leveraged UCITS ETF Acc • FR0014010HV4
ETF
20.0%0.6%
CATB.LSE
HANetf KRC Cat Bond UCITS ETF (Acc) • IE000UWJUW87
ETF
14.0%1.28%
IB1T.XETRA
iShares Bitcoin ETP • XS2940466316
ETF
13.0%0.15%
4RT8.XETRA
WisdomTree Gold 2x Daily Leveraged EUR • JE00B2NFTL95
ETF
10.0%0.99%
CRRY.XETRA
WisdomTree Enhanced Commodity Carry • XS3022291473
ETF
10.0%0.34%
Total100.0%0.70%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €11,298.71
Histogram of Monthly Returns
The portfolio had a positive return during 8 of the 11 months (73%)
Monthly Returns Heatmap
Best month: +5.2% • Worst month: -7.5% • Best year: 2026 (+11.0%) • Worst year: 2025 (+1.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.6%+2.1%-7.5%+3.5%+3.3%-3.0%-0.0%+5.2%+3.2%+1.8%--+11.0%
2025-----------+1.7%+1.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +9.27% • The longest drawdown period lasted for 5 months and was between March 2026 and August 2026. It reached a trough of -9.3%.

Detailed Metrics

Returns
Total Return
+12.99%
Annualized Return
+15.75%
Avg Monthly Return
+1.18%
Risk
Volatility (Annual)
+14.00%
Max Drawdown
+9.27%
Positive Months
73%
Average Drawdown
-3.3%
Risk-Adjusted
Sharpe Ratio
0.98
Risk-free rate: 2.0%
Sortino Ratio
1.00
Downside risk adjusted
Return/Volatility
1.13
Calmar Ratio
1.70
Return/Max Drawdown
Ulcer Index
3.76
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€11,298.71
Backtest Period
2025-12-15 to 2026-10-16
0.8 years
Rebalancing
annual
Base Currency
EUR