HomePortfolios60/30/10 mit IQSA

60/30/10 mit IQSA

Created byuser-dmjf59
Optimize
Annual Rebalancing
EUR
Low Risk
5.7yr backtest

Performance Summary

Total Return+93.72%
Annualized Return+12.31%
Volatility+9.40%
Sharpe Ratio1.10
Max Drawdown+13.74%

Holdings

Asset Allocation

Asset Class

Equity 60.0%Bonds 30.0%Precious Metals 10.0%
Holdings Details
A diversified ETF portfolio blending global ESG equities, Euro government bonds, and gold for balanced, long-term growth potential.
AssetTypeAllocationTER
IQSA.XETRA
Invesco Global Active ESG Equity UCITS ETF Acc • IE00BJQRDN15
ETF
60.0%0.3%
PRAB.XETRA
Amundi Prime Euro Government Bond 0-1Y UCITS ETF Acc • LU2233156582
ETF
15.0%0.05%
LYXF.XETRA
Amundi Euro Government Bond 15+Y UCITS ETF Acc • LU1287023268
ETF
15.0%0.15%
4GLD.XETRA
Xetra-Gold • DE000A0S9GB0
ETF
10.0%0%
Total100.0%0.21%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €19,371.65
Histogram of Monthly Returns
The portfolio had a positive return during 45 of the 70 months (64%)
Monthly Returns Heatmap
Best month: +6.2% • Worst month: -5.3% • Best year: 2024 (+21.7%) • Worst year: 2022 (-10.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.1%+2.7%-4.7%+5.1%+3.7%+1.9%-0.2%-----+10.8%
2025+3.6%-1.2%-4.7%-1.6%+4.0%-0.6%+2.9%-0.8%+3.3%+3.2%+1.0%+1.1%+10.1%
2024+3.5%+3.0%+4.7%-1.7%+0.5%+2.8%+0.9%+0.0%+1.7%+1.1%+6.2%-2.5%+21.7%
2023+4.7%-0.3%-0.5%-0.9%+1.5%+3.5%+1.0%-0.6%-1.7%-1.8%+4.8%+4.5%+14.9%
2022-2.3%-1.0%+1.8%-1.1%-3.3%-5.3%+6.2%-2.3%-4.6%+3.9%+2.4%-4.5%-10.3%
2021+1.3%+0.1%+5.6%+0.4%+1.0%+2.1%+2.2%+1.7%-2.1%+2.3%+1.1%+3.2%+20.6%
2020----------0.4%+3.9%+1.5%+5.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +13.74% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -12.8%.

Detailed Metrics

Returns
Total Return
+93.72%
Annualized Return
+12.31%
Avg Monthly Return
+0.99%
Risk
Volatility (Annual)
+9.40%
Max Drawdown
+13.74%
Positive Months
64%
Average Drawdown
-3.5%
Risk-Adjusted
Sharpe Ratio
1.10
Risk-free rate: 2.0%
Sortino Ratio
1.06
Downside risk adjusted
Return/Volatility
1.31
Calmar Ratio
0.90
Return/Max Drawdown
Ulcer Index
4.43
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€19,371.65
Backtest Period
2020-10-29 to 2026-07-10
5.7 years
Rebalancing
annual
Base Currency
EUR