Annual Rebalancing
EUR
Moderate Risk
2.5yr backtest

Performance Summary

Total Return+49.57%
Annualized Return+17.52%
Volatility+12.39%
Sharpe Ratio1.25
Max Drawdown+17.97%

Holdings

Asset Allocation

Asset Class

Equity 90.0%Precious Metals 10.0%
Holdings Details
Diversified ETF portfolio with 90% global equities across US, world, momentum and dividend funds, plus 10% gold for stability and growth.
AssetTypeAllocationTER
VUAA.XETRA
Vanguard S&P 500 UCITS ETF (USD) AccumulatingIE00BFMXXD54
ETF
35.0%0.07%
EXUS.XETRA
Xtrackers MSCI World ex USA UCITS ETF 1CIE0006WW1TQ4
ETF
25.0%0.15%
IS3R.XETRA
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)IE00BP3QZ825
ETF
15.0%0.25%
VGWE.XETRA
Vanguard FTSE All-World High Dividend Yield UCITS ETF AccIE00BK5BR626
ETF
15.0%0.29%
4GLD.XETRA
Xetra-GoldDE000A0S9GB0
ETF
10.0%0%
Total100.0%0.14%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €14,956.89
Histogram of Monthly Returns
The portfolio had a positive return during 23 of the 31 months (74%)
Monthly Returns Heatmap
Best month: +7.1% • Worst month: -5.9% • Best year: 2024 (+15.0%) • Worst year: 2026 (+13.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.6%+2.8%-5.9%+7.1%+4.6%+1.8%-1.6%+2.0%+0.2%---+13.9%
2025+5.2%-0.9%-5.5%-2.8%+5.1%-0.2%+3.6%+0.3%+3.4%+3.7%+0.7%+1.2%+14.2%
2024--+3.0%-1.2%+1.4%+3.7%+0.5%+0.0%+1.6%+1.3%+5.5%-1.4%+15.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +17.97% • The longest drawdown period lasted for 6 months and was between February 2025 and September 2025. It reached a trough of -18.0%.

Detailed Metrics

Returns
Total Return
+49.57%
Annualized Return
+17.52%
Avg Monthly Return
+1.35%
Risk
Volatility (Annual)
+12.39%
Max Drawdown
+17.97%
Positive Months
74%
Average Drawdown
-2.5%
Risk-Adjusted
Sharpe Ratio
1.25
Risk-free rate: 2.0%
Sortino Ratio
1.18
Downside risk adjusted
Return/Volatility
1.41
Calmar Ratio
0.97
Return/Max Drawdown
Ulcer Index
3.54
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
14,956.89
Backtest Period
2024-03-14 to 2026-09-11
2.5 years
Rebalancing
annual
Base Currency
EUR
ABCD | +17.5% CAGR | ETF Backtest