Optimize
Annual Rebalancing
EUR
Moderate Risk
5.7yr backtest

Performance Summary

Total Return+132.91%
Annualized Return+16.01%
Volatility+11.83%
Sharpe Ratio1.18
Max Drawdown+17.52%

Holdings

Asset Allocation

Asset Class

Equity 80.0%Bonds 14.0%Precious Metals 6.0%
Holdings Details
A diversified ETF portfolio blending 80% global ESG equities, 14% Euro government bonds, and 6% gold for a balanced, multi-asset strategy.
AssetTypeAllocationTER
IQSA.XETRA
Invesco Global Active ESG Equity UCITS ETF AccIE00BJQRDN15
ETF
80.0%0.3%
PRAB.XETRA
Amundi Prime Euro Government Bond 0-1Y UCITS ETF AccLU2233156582
ETF
7.0%0.05%
LYXF.XETRA
Amundi Euro Government Bond 15+Y UCITS ETF AccLU1287023268
ETF
7.0%0.15%
4GLD.XETRA
Xetra-GoldDE000A0S9GB0
ETF
6.0%0%
Total100.0%0.25%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €23,290.93
Histogram of Monthly Returns
The portfolio had a positive return during 45 of the 70 months (64%)
Monthly Returns Heatmap
Best month: +7.5% • Worst month: -6.6% • Best year: 2021 (+28.2%) • Worst year: 2022 (-9.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.8%+2.7%-4.9%+6.9%+4.7%+3.0%-0.0%-----+14.6%
2025+4.3%-1.9%-5.9%-2.8%+5.5%-0.4%+3.7%-0.9%+3.2%+3.5%+0.9%+1.3%+10.4%
2024+4.7%+4.1%+5.3%-2.2%+0.7%+3.5%+0.5%-0.1%+1.6%+1.0%+7.5%-2.7%+26.1%
2023+5.4%+0.6%-1.7%-1.0%+1.8%+4.8%+1.5%-0.9%-1.3%-2.8%+5.5%+4.9%+17.6%
2022-2.9%-1.2%+2.9%-0.8%-3.4%-6.6%+7.2%-1.9%-5.2%+5.5%+2.3%-5.0%-9.6%
2021+1.9%+1.2%+7.3%+0.7%+1.0%+3.0%+2.0%+2.4%-2.3%+2.9%+1.0%+4.4%+28.2%
2020----------0.5%+5.8%+1.7%+7.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +17.52% • The longest drawdown period lasted for 1 year and 6 months and was between January 2022 and July 2023. It reached a trough of -13.4%.

Detailed Metrics

Returns
Total Return
+132.91%
Annualized Return
+16.01%
Avg Monthly Return
+1.27%
Risk
Volatility (Annual)
+11.83%
Max Drawdown
+17.52%
Positive Months
64%
Average Drawdown
-3.5%
Risk-Adjusted
Sharpe Ratio
1.18
Risk-free rate: 2.0%
Sortino Ratio
1.14
Downside risk adjusted
Return/Volatility
1.35
Calmar Ratio
0.91
Return/Max Drawdown
Ulcer Index
4.45
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
23,290.93
Backtest Period
2020-10-29 to 2026-07-10
5.7 years
Rebalancing
annual
Base Currency
EUR