None Rebalancing
EUR
Moderate Risk
14.9yr backtest

Performance Summary

Total Return+316.90%
Annualized Return+10.08%
Volatility+12.30%
Sharpe Ratio0.66
Max Drawdown+28.43%

Holdings

Asset Allocation

Asset Class

Equity 70.0%Money Market 15.0%Precious Metals 15.0%
Holdings Details
A diversified ETF portfolio with 70% global equities, 15% EUR money market, and 15% gold for balanced growth and stability.
AssetTypeAllocationTER
IUSQ.XETRA
iShares MSCI ACWI UCITS ETF USD (Acc)IE00B6R52259
ETF
70.0%0.2%
XEON.XETRA
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1CLU0290358497
ETF
15.0%0.1%
4GLD.XETRA
Xetra-GoldDE000A0S9GB0
ETF
15.0%0%
Total100.0%0.15%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €41,690.46
Histogram of Monthly Returns
The portfolio had a positive return during 118 of the 180 months (66%)
Monthly Returns Heatmap
Best month: +8.2% • Worst month: -9.0% • Best year: 2019 (+26.4%) • Worst year: 2022 (-11.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.5%+2.2%-5.7%+6.9%+4.8%-0.1%-1.2%+2.8%+0.6%---+13.1%
2025+4.4%-1.8%-5.7%-3.2%+5.0%+0.6%+4.3%-0.0%+3.7%+4.3%+0.2%+0.8%+12.6%
2024+2.6%+3.2%+3.8%-1.0%+0.9%+4.4%+0.4%-0.2%+1.9%+1.5%+5.6%-0.9%+24.2%
2023+4.7%-0.2%+0.7%-0.1%+2.3%+2.6%+2.4%-0.8%-1.5%-2.4%+4.8%+3.4%+16.7%
2022-3.9%-1.2%+3.5%-1.6%-3.3%-5.2%+7.9%-1.4%-5.0%+2.7%+1.3%-4.7%-11.2%
2021+1.0%+1.7%+4.9%+1.3%+0.4%+3.5%+1.0%+2.5%-1.8%+4.1%+0.5%+3.2%+24.6%
2020+0.0%-6.9%-9.0%+8.2%+1.5%+2.1%+0.6%+4.2%-1.0%-1.9%+6.8%+1.9%+5.2%
2019+6.8%+2.9%+1.9%+2.8%-4.0%+3.8%+3.1%-0.9%+2.3%+0.2%+3.2%+1.9%+26.4%
2018+1.2%-1.7%-2.9%+2.9%+2.8%-0.5%+1.8%+1.0%+0.4%-3.9%+0.8%-6.2%-4.7%
2017-0.2%+4.5%+0.4%-0.6%-1.1%-1.0%-0.5%-0.1%+1.7%+3.0%-0.4%+1.3%+7.2%
2016-4.9%+1.4%+0.9%+0.4%+2.5%+0.5%+3.3%+0.0%+0.3%+0.2%+3.2%+1.8%+9.8%
2015+5.7%+4.5%+2.4%-1.7%+1.5%-3.4%+1.1%-6.7%-2.8%+7.9%+2.6%-3.7%+6.6%
2014-1.0%+2.7%-0.2%+0.2%+2.9%+1.7%+0.8%+3.2%+0.7%+0.6%+2.4%+0.8%+15.7%
2013+1.0%+2.6%+3.1%-1.7%+1.1%-4.3%+2.6%-0.6%+1.0%+2.8%+0.4%-0.6%+7.4%
2012+1.4%-0.5%-0.5%-1.1%-1.8%+0.8%+5.0%+0.1%+0.8%-1.5%+0.6%-0.5%+2.7%
2011---------+0.7%+0.8%-1.1%+0.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +28.43% • The longest drawdown period lasted for 1 year and 8 months and was between January 2022 and September 2023. It reached a trough of -13.3%.
When could this portfolio get you to financial independence?

70/15/15 returned +10.08% a year over the 15 years above. Run those same monthly returns forward through 10,000 simulated paths, with your own savings and target retirement age, to see when they could reach your FIRE number.

Detailed Metrics

Returns
Total Return
+316.90%
Annualized Return
+10.08%
Avg Monthly Return
+0.84%
Risk
Volatility (Annual)
+12.30%
Max Drawdown
+28.43%
Positive Months
66%
Average Drawdown
-3.9%
Risk-Adjusted
Sharpe Ratio
0.66
Risk-free rate: 2.0%
Sortino Ratio
0.61
Downside risk adjusted
Return/Volatility
0.82
Calmar Ratio
0.35
Return/Max Drawdown
Ulcer Index
5.21
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
41,690.46
Backtest Period
2011-10-21 to 2026-09-04
14.9 years
Rebalancing
none
Base Currency
EUR