4 etf

Un global MSCI, uno IMI, oro ed obbligazionario europeo.

Optimize
Annual Rebalancing
EUR
Moderate Risk
6.8yr backtest

Performance Summary

Total Return+111.40%
Annualized Return+11.55%
Volatility+12.98%
Sharpe Ratio0.74
Max Drawdown+27.24%

Holdings

Asset Allocation

Asset Class

Equity 80.0%Precious Metals 10.0%Bonds 10.0%
Holdings Details
Diversified ETF portfolio blending global stocks, emerging markets, European bonds, and gold for balanced, long-term growth.
AssetTypeAllocationTER
EUNL.XETRA
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
70.0%0.2%
XMME.XETRA
Xtrackers MSCI Emerging Markets UCITS ETF 1CIE00BTJRMP35
ETF
10.0%0.18%
GOLD.PA
Amundi Physical Gold ETC (C)FR0013416716
ETF
10.0%0.12%
VGEA.XETRA
Vanguard EUR Eurozone Government Bond UCITS ETF AccumulatingIE00BH04GL39
ETF
10.0%0.07%
Total100.0%0.18%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €21,140.06
Histogram of Monthly Returns
The portfolio had a positive return during 55 of the 84 months (65%)
Monthly Returns Heatmap
Best month: +8.0% • Worst month: -8.8% • Best year: 2021 (+23.6%) • Worst year: 2022 (-12.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.7%+2.0%-5.6%+1.8%--------+0.7%
2025+4.2%-1.6%-5.4%-2.8%+4.6%+0.5%+4.0%-0.1%+3.7%+4.3%+0.2%+0.3%+12.0%
2024+2.2%+3.0%+3.9%-1.0%+0.8%+4.1%+0.6%-0.2%+2.0%+1.3%+5.5%-1.0%+23.1%
2023+4.8%-0.6%+1.0%-0.2%+2.0%+2.5%+2.3%-0.8%-1.7%-2.1%+4.8%+3.6%+16.3%
2022-3.9%-1.2%+3.2%-1.8%-3.4%-4.8%+7.6%-1.8%-5.2%+2.4%+1.6%-4.8%-12.3%
2021+0.7%+1.5%+4.7%+1.3%+0.4%+3.4%+1.2%+2.4%-1.8%+4.0%+0.7%+3.1%+23.6%
2020+0.4%-6.5%-8.8%+8.0%+1.6%+2.1%+0.8%+3.9%-0.8%-1.6%+6.2%+2.1%+6.4%
2019-----0.7%+4.0%+3.1%-0.4%+2.1%-0.0%+2.9%+1.8%+13.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +27.24% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -13.5%.

Detailed Metrics

Returns
Total Return
+111.40%
Annualized Return
+11.55%
Avg Monthly Return
+0.94%
Risk
Volatility (Annual)
+12.98%
Max Drawdown
+27.24%
Positive Months
65%
Average Drawdown
-4.5%
Risk-Adjusted
Sharpe Ratio
0.74
Risk-free rate: 2.0%
Sortino Ratio
0.66
Downside risk adjusted
Return/Volatility
0.89
Calmar Ratio
0.42
Return/Max Drawdown
Ulcer Index
5.74
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
21,140.06
Backtest Period
2019-05-28 to 2026-04-02
6.8 years
Rebalancing
annual
Base Currency
EUR