Optimize
Annual Rebalancing
EUR
Low Risk
3.1yr backtest

Performance Summary

Total Return+47.39%
Annualized Return+13.55%
Volatility+8.91%
Sharpe Ratio1.30
Max Drawdown+12.33%

Holdings

Asset Allocation

Asset Class

Equity 60.0%Bonds 30.0%Precious Metals 10.0%
Holdings Details
Diversified ETF portfolio blending global equities, short/long European bonds, and gold for balanced growth and stability across asset classes.
AssetTypeAllocationTER
GERD.XETRA
L&G Gerd Kommer Multifactor Equity UCITS ETF USD AccumulatingIE0001UQQ933
ETF
60.0%0.45%
PRAB.XETRA
Amundi Prime Euro Government Bond 0-1Y UCITS ETF AccLU2233156582
ETF
15.0%0.05%
LYXF.XETRA
Amundi Euro Government Bond 15+Y UCITS ETF AccLU1287023268
ETF
15.0%0.15%
4GLD.XETRA
Xetra-GoldDE000A0S9GB0
ETF
10.0%0%
Total100.0%0.30%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €14,739.31
Histogram of Monthly Returns
The portfolio had a positive return during 25 of the 38 months (66%)
Monthly Returns Heatmap
Best month: +4.7% • Worst month: -5.2% • Best year: 2024 (+14.9%) • Worst year: 2023 (+6.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.7%+3.1%-5.2%+4.4%+3.9%+0.7%-0.6%-----+9.1%
2025+3.7%-0.5%-3.7%-1.5%+3.5%-0.3%+2.4%-0.2%+2.8%+3.1%+0.5%+0.5%+10.5%
2024+1.0%+1.9%+3.2%-1.1%+0.7%+1.5%+1.7%-0.2%+2.1%+0.8%+4.7%-2.2%+14.9%
2023-----+0.9%+1.9%-0.8%-1.6%-1.9%+3.8%+4.1%+6.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +12.33% • The longest drawdown period lasted for 7 months and was between February 2025 and September 2025. It reached a trough of -12.3%.

Detailed Metrics

Returns
Total Return
+47.39%
Annualized Return
+13.55%
Avg Monthly Return
+1.05%
Risk
Volatility (Annual)
+8.91%
Max Drawdown
+12.33%
Positive Months
66%
Average Drawdown
-1.8%
Risk-Adjusted
Sharpe Ratio
1.30
Risk-free rate: 2.0%
Sortino Ratio
1.26
Downside risk adjusted
Return/Volatility
1.52
Calmar Ratio
1.10
Return/Max Drawdown
Ulcer Index
2.41
Drawdown depth & duration
Martin Ratio
0.05
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
14,739.31
Backtest Period
2023-06-21 to 2026-07-10
3.1 years
Rebalancing
annual
Base Currency
EUR