Optimize
Annual Rebalancing
EUR
Moderate Risk
Multi-currency
7.0yr backtest

Performance Summary

Total Return+109.47%
Annualized Return+11.14%
Volatility+10.38%
Sharpe Ratio0.88
Max Drawdown+21.41%

Holdings

Asset Allocation

Asset Class

Equity 60.0%Bonds 20.0%Precious Metals 20.0%
Holdings Details
A diversified ETF portfolio blending 60% global stocks, 20% US bonds, and 20% gold for balanced, long-term growth across major asset classes.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
60.0%0.19%
IUAA.LSE
iShares US Aggregate Bond UCITS AccIE00BYXYYM63
ETF
20.0%0.07%
4GLD.XETRA
Xetra-GoldDE000A0S9GB0
ETF
20.0%0%
Total100.0%0.13%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €20,946.55
Histogram of Monthly Returns
The portfolio had a positive return during 56 of the 85 months (66%)
Monthly Returns Heatmap
Best month: +6.9% • Worst month: -6.0% • Best year: 2024 (+23.0%) • Worst year: 2022 (-8.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.6%+2.9%-5.3%+4.5%+3.7%-0.7%-0.3%-----+7.3%
2025+4.2%-0.7%-3.8%-2.8%+3.0%-0.7%+3.8%+0.3%+4.4%+4.2%+1.0%+0.8%+14.3%
2024+2.4%+2.0%+4.0%-0.4%+0.6%+3.6%+0.9%+0.0%+2.0%+1.9%+4.6%-0.7%+23.0%
2023+4.0%-0.6%+1.3%-0.4%+2.2%+0.7%+1.7%-0.4%-1.3%-1.0%+3.6%+2.7%+13.0%
2022-2.8%-0.3%+2.8%-0.4%-3.3%-3.1%+6.2%-1.3%-3.9%+0.8%+0.9%-3.5%-8.2%
2021+0.7%+0.1%+4.4%+0.8%+0.7%+2.6%+1.2%+1.9%-1.2%+3.1%+1.0%+2.5%+19.3%
2020+1.4%-4.3%-6.0%+6.9%+1.0%+1.6%+0.3%+2.4%-0.7%-1.1%+2.8%+1.6%+5.4%
2019------+0.3%+1.1%+1.4%-0.2%+2.2%+1.4%+6.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +21.41% • The longest drawdown period lasted for 1 year and 3 months and was between August 2022 and November 2023. It reached a trough of -9.3%.

Detailed Metrics

Returns
Total Return
+109.47%
Annualized Return
+11.14%
Avg Monthly Return
+0.90%
Risk
Volatility (Annual)
+10.38%
Max Drawdown
+21.41%
Positive Months
66%
Average Drawdown
-3.2%
Risk-Adjusted
Sharpe Ratio
0.88
Risk-free rate: 2.0%
Sortino Ratio
0.81
Downside risk adjusted
Return/Volatility
1.07
Calmar Ratio
0.52
Return/Max Drawdown
Ulcer Index
4.08
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
20,946.55
Backtest Period
2019-07-25 to 2026-07-24
7.0 years
Rebalancing
annual
Base Currency
EUR
60/20/20 | +11.1% CAGR | ETF Backtest