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Created byuser-dqaxw8
Annual Rebalancing
EUR
Moderate Risk
Multi-currency
0.8yr backtest
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Performance Summary

Total Return+12.17%
Annualized Return+14.74%
Volatility+11.43%
Sharpe Ratio1.11
Max Drawdown+8.75%

Holdings

Asset Allocation

Asset Class

Bonds 34.0%Precious Metals 33.0%Equity 33.0%
Holdings Details
Diversified ETF portfolio blending gold, managed futures, and global bonds for all-weather stability and growth across market cycles.
AssetTypeAllocationTER
4GLD.XETRA
Xetra-Gold • DE000A0S9GB0
ETF
33.0%0%
DBMFE.PA
iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403
ETF
33.0%0.75%
CATB.LSE
HANetf KRC Cat Bond UCITS ETF (Acc) • IE000UWJUW87
ETF
18.0%1.28%
LYQ6.XETRA
Amundi Euro Government Bond 10-15Y UCITS ETF Acc • LU1650489385
ETF
8.0%0.15%
ENDH.XETRA
L&G Emerging Markets Government Bond (USD) 0-5 Year Screened UCITS ETF EUR Hedged Acc • IE000MINO564
ETF
8.0%0.28%
Total100.0%0.51%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €11,216.55
Histogram of Monthly Returns
The portfolio had a positive return during 7 of the 11 months (64%)
Monthly Returns Heatmap
Best month: +5.5% • Worst month: -4.1% • Best year: 2026 (+10.4%) • Worst year: 2025 (+1.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+5.5%+4.9%-4.1%-1.1%+0.8%-2.4%-0.0%+3.1%+1.6%+2.1%--+10.4%
2025-----------+1.6%+1.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +8.75% • The longest drawdown period lasted for 7 months and was between March 2026 and October 2026. It reached a trough of -8.7%.

Detailed Metrics

Returns
Total Return
+12.17%
Annualized Return
+14.74%
Avg Monthly Return
+1.09%
Risk
Volatility (Annual)
+11.43%
Max Drawdown
+8.75%
Positive Months
64%
Average Drawdown
-4.9%
Risk-Adjusted
Sharpe Ratio
1.11
Risk-free rate: 2.0%
Sortino Ratio
1.09
Downside risk adjusted
Return/Volatility
1.29
Calmar Ratio
1.68
Return/Max Drawdown
Ulcer Index
5.14
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€11,216.55
Backtest Period
2025-12-15 to 2026-10-16
0.8 years
Rebalancing
annual
Base Currency
EUR