World Stocks + Bonds + Gold + Block + Tech + AI (simplified)

Asset Allocation

Position	Category/Sector	Target Weight
^TYX Treasury Yield 30 Years		10%
ARTY iShares Future AI & Tech ETF	Technology Equities	30%
FBGX UBS AG FI Enhanced Large Cap Growth ETN	Leveraged Equities, Leveraged	10%
IQQ0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)	Global Equities	35%
IWMO.MI iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)	Global Equities	0%
SEGA.L iShares Core Euro Government Bond UCITS ETF (Dist)	European Government Bonds	10%
UGL ProShares Ultra Gold	Leveraged Commodities	5%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in World Stocks + Bonds + Gold + Block + Tech + AI (simplified), comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

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The earliest data available for this chart is Jun 28, 2018, corresponding to the inception date of ARTY

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.52%	-3.08%	-2.14%	-0.28%	23.19%	14.66%	10.81%	12.14%
Portfolio World Stocks + Bonds + Gold + Block + Tech + AI (simplified)	0.25%	-1.84%	1.76%	3.85%	21.87%	13.60%	8.99%	—
Portfolio components:
IQQ0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)	0.61%	-1.87%	2.06%	1.83%	1.59%	7.02%	6.57%	7.09%
IWMO.MI iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)	-0.39%	-0.76%	-0.91%	1.03%	24.95%	17.57%	10.17%	13.30%
^TYX Treasury Yield 30 Years	0.20%	4.52%	2.81%	5.54%	4.38%	8.22%	16.35%	6.33%
SEGA.L iShares Core Euro Government Bond UCITS ETF (Dist)	-0.04%	-1.12%	-1.85%	-1.62%	-0.93%	1.49%	-2.84%	-0.50%
ARTY iShares Future AI & Tech ETF	0.70%	-2.57%	0.81%	3.65%	52.52%	13.48%	2.96%	—
UGL ProShares Ultra Gold	-3.55%	-18.21%	11.79%	33.04%	84.87%	53.31%	35.13%	20.13%
FBGX UBS AG FI Enhanced Large Cap Growth ETN	—	—	—	—	—	—	—	—

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 29, 2018, World Stocks + Bonds + Gold + Block + Tech + AI (simplified)'s average daily return is +0.05%, while the average monthly return is +0.94%. At this rate, your investment would double in approximately 6.2 years.

Historically, 64% of months were positive and 36% were negative. The best month was Apr 2020 with a return of +10.0%, while the worst month was Mar 2020 at -10.6%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, World Stocks + Bonds + Gold + Block + Tech + AI (simplified) closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +6.3%, while the worst single day was Mar 12, 2020 at -7.8%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.35%	2.15%	-3.76%	1.12%									1.76%
2025	3.64%	-1.92%	-5.25%	-1.83%	4.84%	0.46%	3.91%	-1.25%	2.79%	4.27%	-1.10%	-0.11%	8.18%
2024	1.73%	3.14%	2.56%	-1.74%	0.87%	2.17%	1.46%	-0.36%	0.74%	1.80%	6.34%	0.50%	20.74%
2023	5.52%	0.83%	2.23%	-2.30%	4.22%	2.44%	2.33%	-1.18%	-0.83%	-1.29%	4.61%	1.90%	19.72%
2022	-5.62%	-1.30%	4.35%	-2.56%	-3.00%	-3.77%	7.73%	-1.21%	-5.10%	3.45%	0.85%	-5.41%	-11.88%
2021	3.96%	2.93%	3.56%	-0.11%	-0.62%	4.12%	0.23%	2.61%	-2.10%	4.02%	0.01%	1.74%	22.05%

Benchmark Metrics

World Stocks + Bonds + Gold + Block + Tech + AI (simplified) has an annualized alpha of 3.15%, beta of 0.65, and R² of 0.78 versus S&P 500 Index. Calculated based on daily prices since June 29, 2018.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (76.22%) than losses (74.24%) — typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 3.15% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
Beta of 0.65 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha: 3.15%

Beta: 0.65

R²: 0.78

Upside Capture: 76.22%

Downside Capture: 74.24%

Expense Ratio

World Stocks + Bonds + Gold + Block + Tech + AI (simplified) has an expense ratio of 0.43%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

FBGX

UBS AG FI Enhanced Large Cap Growth ETN

UGL

ProShares Ultra Gold

ARTY

iShares Future AI & Tech ETF

IQQ0.DE

iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)

IWMO.MI

iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)

SEGA.L

iShares Core Euro Government Bond UCITS ETF (Dist)

Return for Risk

Risk / Return Rank

World Stocks + Bonds + Gold + Block + Tech + AI (simplified) ranks 53 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.13	0.43	+0.69
Sortino ratio Return per unit of downside risk	1.52	0.73	+0.79
Omega ratio Gain probability vs. loss probability	1.23	1.12	+0.11
Calmar ratio Return relative to maximum drawdown	3.18	0.64	+2.54
Martin ratio Return relative to average drawdown	11.98	2.67	+9.31
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
IQQ0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)	6	-0.27	-0.28	0.96	-0.23	-0.40
IWMO.MI iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)	32	0.59	0.95	1.13	1.30	4.55
^TYX Treasury Yield 30 Years	13	0.04	0.19	1.02	0.01	0.01
SEGA.L iShares Core Euro Government Bond UCITS ETF (Dist)	8	-0.09	-0.09	0.99	-0.09	-0.28
ARTY iShares Future AI & Tech ETF	63	1.15	1.67	1.23	2.61	7.12
UGL ProShares Ultra Gold	69	1.46	1.86	1.28	2.21	7.24
FBGX UBS AG FI Enhanced Large Cap Growth ETN	—	—	—	—	—	—

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

World Stocks + Bonds + Gold + Block + Tech + AI (simplified) Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

1-Year: 1.13
5-Year: 0.74
All Time: 0.76

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.99 to 1.69, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of World Stocks + Bonds + Gold + Block + Tech + AI (simplified) compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

World Stocks + Bonds + Gold + Block + Tech + AI (simplified) provided a 0.12% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.12%	0.22%	0.33%	0.36%	0.25%	0.75%	0.20%	0.27%	0.17%	0.07%	0.09%	0.06%
Portfolio components:
IQQ0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IWMO.MI iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
^TYX Treasury Yield 30 Years	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SEGA.L iShares Core Euro Government Bond UCITS ETF (Dist)	1.19%	2.25%	1.82%	0.97%	0.26%	0.25%	0.45%	0.68%	0.65%	0.69%	0.86%	0.60%
ARTY iShares Future AI & Tech ETF	0.00%	0.00%	0.50%	0.88%	0.75%	2.41%	0.53%	0.69%	0.34%	0.00%	0.00%	0.00%
UGL ProShares Ultra Gold	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
FBGX UBS AG FI Enhanced Large Cap Growth ETN	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

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Worst Drawdowns

The table below displays the maximum drawdowns of the World Stocks + Bonds + Gold + Block + Tech + AI (simplified). A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the World Stocks + Bonds + Gold + Block + Tech + AI (simplified) was 28.86%, occurring on Mar 16, 2020. Recovery took 167 trading sessions.

The current World Stocks + Bonds + Gold + Block + Tech + AI (simplified) drawdown is 3.40%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-28.86%	Feb 20, 2020	18	Mar 16, 2020	167	Nov 5, 2020	185
-16.04%	Nov 17, 2021	151	Jun 16, 2022	378	Nov 30, 2023	529
-15.26%	Feb 11, 2025	40	Apr 7, 2025	130	Oct 6, 2025	170
-13.11%	Oct 4, 2018	59	Dec 25, 2018	43	Feb 22, 2019	102
-6.72%	Apr 30, 2019	25	Jun 3, 2019	21	Jul 2, 2019	46

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 7 assets, with an effective number of assets of 4.08, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	Benchmark	UGL	SEGA.L	^TYX	IQQ0.DE	IWMO.MI	FBGX	ARTY	Portfolio
Benchmark	1.00	-0.06	0.12	0.20	0.45	0.52	0.76	0.79	0.85
UGL	-0.06	1.00	0.19	-0.27	0.02	0.02	-0.05	-0.01	0.05
SEGA.L	0.12	0.19	1.00	-0.44	0.05	-0.04	0.09	0.09	0.05
^TYX	0.20	-0.27	-0.44	1.00	0.11	0.13	0.07	0.12	0.29
IQQ0.DE	0.45	0.02	0.05	0.11	1.00	0.63	0.33	0.28	0.54
IWMO.MI	0.52	0.02	-0.04	0.13	0.63	1.00	0.44	0.51	0.64
FBGX	0.76	-0.05	0.09	0.07	0.33	0.44	1.00	0.68	0.74
ARTY	0.79	-0.01	0.09	0.12	0.28	0.51	0.68	1.00	0.89
Portfolio	0.85	0.05	0.05	0.29	0.54	0.64	0.74	0.89	1.00

The correlation results are calculated based on daily price changes starting from Jun 29, 2018

World Stocks + Bonds + Gold + Block + Tech + AI (simplified)

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table