HomePortfoliosroa v3.2.1

roa v3.2.1

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

Total Return+14.49%
Annualized Return+17.59%
Volatility+15.46%
Sharpe Ratio1.01
Max Drawdown+8.04%

Holdings

Asset Allocation

Asset Class

Equity 59.0%Precious Metals 15.0%Cryptocurrencies 13.0%Bonds 8.0%Commodities 5.0%
Holdings Details
Diversified ETF portfolio blending global equities, gold, Bitcoin, managed futures, and commodities for multi-asset growth and resilience.
AssetTypeAllocationTER
IWMO.LSE
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) • IE00BP3QZ825
ETF
40.0%0.25%
DBMFE.PA
iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403
ETF
19.0%0.75%
PPFB.XETRA
iShares Physical Gold ETC • IE00B4ND3602
ETF
15.0%0.12%
IB1T.XETRA
iShares Bitcoin ETP • XS2940466316
ETF
13.0%0.15%
CATB.LSE
HANetf KRC Cat Bond UCITS ETF (Acc) • IE000UWJUW87
ETF
8.0%1.28%
CRRY.XETRA
WisdomTree Enhanced Commodity Carry • XS3022291473
ETF
5.0%0.34%
Total100.0%0.40%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €11,449.09
Histogram of Monthly Returns
The portfolio had a positive return during 8 of the 11 months (73%)
Monthly Returns Heatmap
Best month: +6.8% • Worst month: -5.7% • Best year: 2026 (+12.8%) • Worst year: 2025 (+1.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.0%+1.1%-5.7%+6.8%+4.2%+1.2%-4.4%+4.2%+4.7%-1.2%--+12.8%
2025-----------+1.5%+1.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +8.04% • The longest drawdown period lasted for 3 months and was between January 2026 and May 2026. It reached a trough of -8.0%.

Detailed Metrics

Returns
Total Return
+14.49%
Annualized Return
+17.59%
Avg Monthly Return
+1.30%
Risk
Volatility (Annual)
+15.46%
Max Drawdown
+8.04%
Positive Months
73%
Average Drawdown
-2.7%
Risk-Adjusted
Sharpe Ratio
1.01
Risk-free rate: 2.0%
Sortino Ratio
1.09
Downside risk adjusted
Return/Volatility
1.14
Calmar Ratio
2.19
Return/Max Drawdown
Ulcer Index
3.03
Drawdown depth & duration
Martin Ratio
0.05
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€11,449.09
Backtest Period
2025-12-15 to 2026-10-16
0.8 years
Rebalancing
annual
Base Currency
EUR