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robygraz

Created byuser-xzbubv
Annual Rebalancing
EUR
Low Risk
Multi-currency
2.6yr backtest
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Performance Summary

Total Return+38.81%
Annualized Return+13.50%
Volatility+9.94%
Sharpe Ratio1.16
Max Drawdown+16.08%

Holdings

Asset Allocation

Asset Class

Equity 70.0%Bonds 15.0%Commodities 15.0%
Holdings Details
Diversified ETF portfolio blending 70% global equities, government bonds, and managed futures for growth with downside protection across market cycles.
AssetTypeAllocationTER
SPXS.AS
Invesco S&P 500 UCITS ETF Acc • IE00B3YCGJ38
ETF
43.0%0.05%
EXUS.XETRA
Xtrackers MSCI World ex USA UCITS ETF 1C • IE0006WW1TQ4
ETF
20.0%0.15%
EIB5.XETRA
Invesco Euro Government Bond 3-5 Year UCITS ETF • IE00BGJWWV33
ETF
15.0%0.1%
DBMF.US
iMGP DBi Managed Futures Strategy ETF • US53700T8273
ETF
15.0%0.85%
EIMI.LSE
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) • IE00BKM4GZ66
ETF
7.0%0.18%
Total100.0%0.21%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €13,881.27
Histogram of Monthly Returns
The portfolio had a positive return during 22 of the 32 months (69%)
Monthly Returns Heatmap
Best month: +6.0% • Worst month: -5.7% • Best year: 2026 (+15.5%) • Worst year: 2025 (+7.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.3%+2.9%-4.5%+6.0%+4.5%+1.3%-1.2%+1.8%+2.1%+0.7%--+15.5%
2025+2.9%-1.6%-5.7%-3.0%+4.2%+0.4%+3.2%+0.1%+2.7%+3.8%-0.0%+0.4%+7.1%
2024--+2.7%-0.4%+0.4%+4.0%-0.4%-0.9%+1.5%+0.1%+5.3%-0.3%+12.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +16.08% • The longest drawdown period lasted for 7 months and was between February 2025 and October 2025. It reached a trough of -16.1%.

Dividend Income

Summary
This portfolio contains 2 distributing ETFs (30.0% of total allocation)

Total Dividends Received

€328.42

22 payments

Dividend Yield

1.09%

(annualized)

Avg Per Payment

€14.93

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€61.80
2025€139.43
2024€127.18
Total€328.42

Detailed Metrics

Returns
Total Return
+38.81%
Annualized Return
+13.50%
Avg Monthly Return
+1.06%
Risk
Volatility (Annual)
+9.94%
Max Drawdown
+16.08%
Positive Months
69%
Average Drawdown
-2.6%
Risk-Adjusted
Sharpe Ratio
1.16
Risk-free rate: 2.0%
Sortino Ratio
1.07
Downside risk adjusted
Return/Volatility
1.36
Calmar Ratio
0.84
Return/Max Drawdown
Ulcer Index
3.61
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€13,881.27
Backtest Period
2024-03-14 to 2026-10-16
2.6 years
Rebalancing
annual
Base Currency
EUR