Optimize
Annual Rebalancing
EUR
Low Risk
4.9yr backtest

Performance Summary

Total Return+62.77%
Annualized Return+10.51%
Volatility+9.98%
Sharpe Ratio0.85
Max Drawdown+14.85%

Holdings

Asset Allocation

Asset Class

Equity 70.0%Bonds 15.0%Precious Metals 15.0%
Holdings Details
Diversified ETF portfolio: 70% global stocks, 30% defensive assets in bonds and gold for balanced, long-term growth.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
70.0%0.19%
AGGH.AS
iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc)IE00BDBRDM35
ETF
15.0%0.1%
EGLN.LSE
iShares Physical Gold ETCIE00B4ND3602
ETF
15.0%0.12%
Total100.0%0.17%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €16,276.99
Histogram of Monthly Returns
The portfolio had a positive return during 40 of the 60 months (67%)
Monthly Returns Heatmap
Best month: +6.5% • Worst month: -5.6% • Best year: 2024 (+22.5%) • Worst year: 2022 (-10.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.0%+2.3%-5.6%+1.6%--------+1.2%
2025+4.2%-1.2%-4.2%-2.4%+3.8%+0.2%+3.7%+0.2%+4.0%+4.0%+0.6%+0.4%+13.7%
2024+2.1%+2.5%+3.9%-0.8%+0.9%+3.7%+0.8%+0.1%+2.1%+1.5%+4.8%-0.9%+22.5%
2023+4.3%-0.8%+1.3%-0.1%+1.9%+1.7%+2.1%-0.7%-1.6%-1.6%+4.3%+3.1%+14.7%
2022-3.5%-0.8%+3.0%-1.5%-3.2%-4.2%+6.5%-1.6%-4.7%+1.7%+1.7%-3.9%-10.6%
2021----+1.2%+2.5%+1.1%+2.0%-1.5%+3.4%+0.6%+2.9%+12.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +14.85% • The longest drawdown period lasted for 2 years and was between November 2021 and November 2023. It reached a trough of -11.5%.

Detailed Metrics

Returns
Total Return
+62.77%
Annualized Return
+10.51%
Avg Monthly Return
+0.85%
Risk
Volatility (Annual)
+9.98%
Max Drawdown
+14.85%
Positive Months
67%
Average Drawdown
-3.6%
Risk-Adjusted
Sharpe Ratio
0.85
Risk-free rate: 2.0%
Sortino Ratio
0.78
Downside risk adjusted
Return/Volatility
1.05
Calmar Ratio
0.71
Return/Max Drawdown
Ulcer Index
4.40
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
16,276.99
Backtest Period
2021-05-17 to 2026-04-02
4.9 years
Rebalancing
annual
Base Currency
EUR