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ABCD

Created byuser-xsvckd
Annual Rebalancing
EUR
Unknown Risk
Multi-currency

Performance Summary

No backtest data available

Holdings

Asset Allocation

Asset Class

Equity 60.0%Other 30.0%Precious Metals 10.0%
Holdings Details
Diversified ETF portfolio blending US and global equities, momentum factor exposure, and 10% gold for growth with a hedge against market volatility.
AssetTypeAllocationTER
VUAA.XETRA
Vanguard S&P 500 UCITS ETF (USD) Accumulating • IE00BFMXXD54
ETF
40.0%0.07%
VXUS.LSE
Vanguard Funds PLC - Vanguard FTSE All-World Ex-U.S. UCITS ETF USD Acc
ETF
30.0%-
IS3R.XETRA
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) • IE00BP3QZ825
ETF
20.0%0.25%
4GLD.XETRA
Xetra-Gold • DE000A0S9GB0
ETF
10.0%0%
Total100.0%0.08%

Performance

Portfolio Value Over Time
Starting with €10,000 investment
Histogram of Monthly Returns
The portfolio had a positive return during 0 of the 0 months (0%)
Monthly Returns Heatmap
Best month: N/A • Worst month: N/A
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Peak-to-trough declines from highs

Detailed Metrics

Returns
Total Return
N/A
Annualized Return
N/A
Avg Monthly Return
N/A
Risk
Volatility (Annual)
N/A
Max Drawdown
N/A
Positive Months
0%
Average Drawdown
0.0%
Risk-Adjusted
Sharpe Ratio
N/A
Risk-free rate: 2.0%
Sortino Ratio
N/A
Downside risk adjusted
Return/Volatility
N/A
Calmar Ratio
N/A
Return/Max Drawdown
Ulcer Index
N/A
Drawdown depth & duration
Martin Ratio
N/A
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€N/A
Backtest Period
N/A
Rebalancing
annual
Base Currency
EUR