Performance Overview
Multi-asset portfolio management with a quantitative approach based on volatility control and risk-adjusted return optimization.
Risk-Adjusted Returns (Sep 2025 - Mar 2026)
| Metric | Portfolio | Benchmark (S&P 500) |
|---|---|---|
| Cumulative Return | 17.69% | 6.55% |
| Sharpe Ratio | 3.47 | 1.64 |
| Max Drawdown | 0.18% | 0.76% |
| Standard Deviation | 2.07% | 1.29% |
Source: Interactive Brokers PortfolioAnalyst. Base Currency: EUR.
Asset Allocation Strategy
The strategy focuses on high-quality global exposure with a strong emphasis on physical commodities to hedge against inflation and market volatility.
- Equities: 37.12% (Global exposure via EMIM and IWDA ETFs)
- Fixed Income: 33.29% (Global Aggregate Bonds)
- Commodities: 29.47% (Physical Gold & Silver)