HomePortfolios60/30/10 mit Invesco

60/30/10 mit Invesco

Optimize
Annual Rebalancing
EUR
Low Risk
Multi-currency
5.7yr backtest

Performance Summary

Total Return+92.26%
Annualized Return+12.16%
Volatility+9.46%
Sharpe Ratio1.07
Max Drawdown+15.16%

Holdings

Asset Allocation

Asset Class

Equity 60.0%Bonds 30.0%Commodities 10.0%
Holdings Details
Diversified ETF portfolio blending global ESG stocks, Euro government bonds, and broad commodities for balanced growth across key asset classes.
AssetTypeAllocationTER
IQSA.XETRA
Invesco Global Active ESG Equity UCITS ETF AccIE00BJQRDN15
ETF
60.0%0.3%
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%
CMOD.LSE
Invesco Bloomberg Commodity UCITS ETF AccIE00BD6FTQ80
ETF
10.0%0.19%
Total100.0%0.23%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €19,225.87
Histogram of Monthly Returns
The portfolio had a positive return during 44 of the 70 months (63%)
Monthly Returns Heatmap
Best month: +6.8% • Worst month: -6.5% • Best year: 2021 (+23.8%) • Worst year: 2022 (-8.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.9%+2.1%-2.1%+5.4%+3.4%+2.0%+0.0%-----+13.3%
2025+3.3%-1.3%-5.3%-2.7%+3.9%-0.3%+2.7%-0.9%+2.2%+3.0%+0.6%+0.6%+5.6%
2024+3.5%+2.8%+4.2%-1.8%+0.4%+2.7%+0.1%-0.3%+1.6%+0.4%+6.7%-2.2%+19.3%
2023+4.1%-0.2%-1.3%-1.0%+1.1%+4.2%+1.3%-0.6%-1.3%-2.5%+4.4%+4.4%+12.8%
2022-1.4%-0.8%+2.8%-0.3%-2.5%-6.5%+6.8%-1.9%-5.1%+4.0%+1.8%-5.1%-8.9%
2021+1.7%+1.4%+5.3%+0.9%+0.7%+2.7%+2.2%+1.7%-1.2%+2.5%+0.3%+3.4%+23.8%
2020----------0.5%+4.8%+1.5%+5.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +15.16% • The longest drawdown period lasted for 1 year and 7 months and was between April 2022 and December 2023. It reached a trough of -11.1%.

Detailed Metrics

Returns
Total Return
+92.26%
Annualized Return
+12.16%
Avg Monthly Return
+0.98%
Risk
Volatility (Annual)
+9.46%
Max Drawdown
+15.16%
Positive Months
63%
Average Drawdown
-3.4%
Risk-Adjusted
Sharpe Ratio
1.07
Risk-free rate: 2.0%
Sortino Ratio
1.03
Downside risk adjusted
Return/Volatility
1.29
Calmar Ratio
0.80
Return/Max Drawdown
Ulcer Index
4.26
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
19,225.87
Backtest Period
2020-10-29 to 2026-07-10
5.7 years
Rebalancing
annual
Base Currency
EUR