HomePortfoliosTarget with LVO

Target with LVO

Created byuser-1bpbfd
Annual Rebalancing
EUR
Low Risk
Multi-currency
1.5yr backtest
Analyse this portfolio
CompareFIRE

Performance Summary

Total Return+26.94%
Annualized Return+16.74%
Volatility+9.21%
Sharpe Ratio1.60
Max Drawdown+8.25%

Holdings

Asset Allocation

Asset Class

Equity 76.0%Bonds 18.0%Precious Metals 4.0%Commodities 2.0%
Holdings Details
A diversified ETF portfolio blending global equities, factor strategies, and European bonds for balanced growth and risk management.
AssetTypeAllocationTER
NTSG.XETRA
WisdomTree Global Efficient Core UCITS ETF USD Unhedged Acc • IE00077IIPQ8
ETF
20.0%0.25%
DBMFE.PA
iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403
ETF
12.0%0.75%
VGEA.XETRA
Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating • IE00BH04GL39
ETF
10.0%0.07%
LYQ7.XETRA
Amundi Euro Government Inflation-Linked Bond UCITS ETF Acc • LU1650491282
ETF
8.0%0.09%
IXUA.XETRA
iShares MSCI World ex-USA UCITS ETF USD (Acc) • IE000R4ZNTN3
ETF
8.0%0.15%
AMEM.F
Amundi MSCI Emerging Markets Swap UCITS ETF EUR Acc • LU1681045370
ETF
8.0%0.2%
SPYL.XETRA
State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) • IE000XZSV718
ETF
8.0%0.03%
IWVL.LSE
iShares Edge MSCI World Value Factor UCITS ETF • IE00BP3QZB59
ETF
6.0%0.25%
IWMO.LSE
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) • IE00BP3QZ825
ETF
6.0%0.25%
IWQU.LSE
iShares Edge MSCI World Quality Factor UCITS ETF (Acc) • IE00BP3QZ601
ETF
6.0%0.25%
PPFB.XETRA
iShares Physical Gold ETC • IE00B4ND3602
ETF
4.0%0.12%
WCOA.LSE
WisdomTree Enhanced Commodity UCITS ETF USD Acc • IE00BYMLZY74
ETF
2.0%0.7%
LVO.AS
Amundi S&P 500 VIX Futures Enhanced Roll UCITS ETF Acc • LU0832435464
ETF
2.0%0.6%
Total100.0%0.26%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €12,694.49
Histogram of Monthly Returns
The portfolio had a positive return during 13 of the 19 months (68%)
Monthly Returns Heatmap
Best month: +4.9% • Worst month: -4.0% • Best year: 2026 (+14.6%) • Worst year: 2025 (+10.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.5%+3.3%-4.0%+4.9%+4.5%+1.4%-1.5%+1.2%+1.4%+0.3%--+14.6%
2025----2.8%+3.2%-0.3%+2.7%-0.0%+2.9%+4.4%-0.1%+0.4%+10.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +8.25% • The longest drawdown period lasted for 1 month and was between June 2026 and August 2026. It reached a trough of -2.5%.

Detailed Metrics

Returns
Total Return
+26.94%
Annualized Return
+16.74%
Avg Monthly Return
+1.29%
Risk
Volatility (Annual)
+9.21%
Max Drawdown
+8.25%
Positive Months
68%
Average Drawdown
-1.3%
Risk-Adjusted
Sharpe Ratio
1.60
Risk-free rate: 2.0%
Sortino Ratio
1.50
Downside risk adjusted
Return/Volatility
1.82
Calmar Ratio
2.03
Return/Max Drawdown
Ulcer Index
1.63
Drawdown depth & duration
Martin Ratio
0.09
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,694.49
Backtest Period
2025-04-01 to 2026-10-16
1.5 years
Rebalancing
annual
Base Currency
EUR