Optimize
None Rebalancing
EUR
Moderate Risk
14.5yr backtest

Performance Summary

Total Return+298.47%
Annualized Return+9.97%
Volatility+12.34%
Sharpe Ratio0.65
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 €39,846.68
Histogram of Monthly Returns
The portfolio had a positive return during 116 of the 176 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%+2.4%-------+8.1%
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%.

Detailed Metrics

Returns
Total Return
+298.47%
Annualized Return
+9.97%
Avg Monthly Return
+0.83%
Risk
Volatility (Annual)
+12.34%
Max Drawdown
+28.43%
Positive Months
66%
Average Drawdown
-3.9%
Risk-Adjusted
Sharpe Ratio
0.65
Risk-free rate: 2.0%
Sortino Ratio
0.60
Downside risk adjusted
Return/Volatility
0.81
Calmar Ratio
0.35
Return/Max Drawdown
Ulcer Index
5.26
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
39,846.68
Backtest Period
2011-10-21 to 2026-05-08
14.5 years
Rebalancing
none
Base Currency
EUR
70/15/15 | +10.0% CAGR | ETF Backtest