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STEFANIA

Created byuser-055yiy

Quarterly Rebalancing

EUR

Low Risk

1.5yr backtest

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Performance Summary

Total Return+20.83%

Annualized Return+13.06%

Volatility+8.30%

Sharpe Ratio1.33

Max Drawdown+6.43%

Holdings

Asset Allocation

Asset Class

Equity 55.0%Bonds 30.0%Precious Metals 10.0%Commodities 5.0%

Holdings Details

Diversified ETF portfolio blending global stocks, Eurozone bonds, managed futures, gold, and commodities for balanced growth and stability.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
IMIE.PA SPDR MSCI All Country World Investable Market UCITS ETF (Acc) • IE00B3YLTY66	IE00B3YLTY66	Acc	ETF	40.0%	0.17%
VGEA.XETRA Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating • IE00BH04GL39	IE00BH04GL39	Acc	ETF	30.0%	0.07%
DBMFE.PA iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403	LU2951555403	Acc	ETF	15.0%	0.75%
SGLD.AS Invesco Physical Gold ETC • IE00B579F325	IE00B579F325	Acc	ETC	10.0%	0.12%
UEQC.XETRA UBS CMCI Commodity Carry SF UCITS ETF USD acc • IE00BKFB6L02	IE00BKFB6L02	Acc	ETF	5.0%	0.34%
Total		Total			100.0%	0.23%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €12,083.04

Show individual assets

Histogram of Monthly Returns

The portfolio had a positive return during 14 of the 19 months (74%)

Monthly Returns Heatmap

Best month: +3.9% • Worst month: -5.0% • Best year: 2026 (+9.9%) • Worst year: 2025 (+9.9%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+2.6%	+3.1%	-5.0%	+3.1%	+3.4%	+0.5%	-1.4%	+1.7%	+0.7%	+1.2%	-	-	+9.9%
2025	-	-	-	-2.4%	+2.8%	-0.6%	+2.9%	-0.2%	+3.0%	+3.9%	+0.1%	+0.2%	+9.9%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +6.43% • The longest drawdown period lasted for 2 months and was between March 2026 and May 2026. It reached a trough of -5.8%.

Detailed Metrics

Returns

Total Return

+20.83%

Annualized Return

+13.06%

Avg Monthly Return

+1.02%

Risk

Volatility (Annual)

+8.30%

Max Drawdown

+6.43%

Positive Months

74%

Average Drawdown

-1.3%

Risk-Adjusted

Sharpe Ratio

1.33

Risk-free rate: 2.0%

Sortino Ratio

1.27

Downside risk adjusted

Return/Volatility

1.57

Calmar Ratio

2.03

Return/Max Drawdown

Ulcer Index

1.61

Drawdown depth & duration

Martin Ratio

0.07

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€12,083.04

Backtest Period

2025-04-01 to 2026-10-16
1.5 years

Rebalancing

quarterly

Base Currency

EUR