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all-season-L-F

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Annual Rebalancing
EUR
Moderate Risk
8.7yr backtest

Performance Summary

Total Return+132.55%
Annualized Return+10.24%
Volatility+10.58%
Sharpe Ratio0.78
Max Drawdown+24.26%

Holdings

Asset Allocation

Asset Class

Equity 67.9%Bonds 22.1%Precious Metals 10.0%
Holdings Details
Diversified ETF portfolio blending global stocks, bonds, and gold for balanced growth across US, Europe, emerging markets, and factor strategies.
AssetTypeAllocationTER
SXR8.XETRA
iShares Core S&P 500 UCITS ETF USD (Acc)IE00B5BMR087
ETF
22.0%0.07%
IEAA.LSE
iShares Core EUR Corporate Bond UCITS ETF (Acc)IE00BF11F565
ETF
11.9%0.09%
PHAU.AS
WisdomTree Physical Gold EURJE00B1VS3770
ETF
10.0%0.39%
EUNK.XETRA
iShares Core MSCI Europe UCITS ETF EUR (Acc)IE00B4K48X80
ETF
9.4%0.12%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
7.7%0.18%
IS3R.XETRA
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)IE00BP3QZ825
ETF
7.6%0.25%
IS3Q.XETRA
iShares Edge MSCI World Quality Factor UCITS ETF (Acc)IE00BP3QZ601
ETF
7.6%0.25%
IS3S.F
iShares Edge MSCI World Value Factor UCITS ETFIE00BP3QZB59
ETF
7.6%0.25%
DBXF.XETRA
Xtrackers Eurozone Government Bond 15-30 UCITS ETF 1CLU0290357507
ETF
6.2%0.15%
EUNN.XETRA
iShares Core MSCI Japan IMI UCITS ETFIE00B4L5YX21
ETF
4.1%0.12%
IBCI.XETRA
iShares Euro Inflation Linked Government Bond UCITS ETFIE00B0M62X26
ETF
4.0%0.09%
SXR1.XETRA
iShares Core MSCI Pacific ex Japan UCITS ETF (Acc)IE00B52MJY50
ETF
1.9%0.2%
Total100.0%0.17%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €23,255.33
Histogram of Monthly Returns
The portfolio had a positive return during 72 of the 105 months (69%)
Monthly Returns Heatmap
Best month: +7.0% • Worst month: -8.4% • Best year: 2019 (+23.8%) • Worst year: 2022 (-11.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.4%+2.6%-5.7%+6.4%+4.0%-------+10.6%
2025+3.6%-0.3%-4.3%-1.8%+3.7%+0.0%+2.8%+0.2%+3.3%+3.7%+0.4%+0.6%+12.3%
2024+2.1%+2.5%+3.9%-1.2%+1.0%+3.0%+0.8%-0.2%+1.8%+0.8%+4.4%-1.1%+19.2%
2023+3.7%-0.8%+0.8%+0.1%+1.4%+1.8%+1.9%-0.6%-1.7%-1.5%+4.3%+3.5%+13.6%
2022-3.5%-1.2%+2.5%-1.9%-2.8%-4.9%+6.7%-2.3%-5.2%+2.5%+2.7%-4.1%-11.6%
2021+0.6%+0.8%+4.4%+0.9%+0.4%+2.4%+1.4%+1.8%-1.3%+3.0%+0.6%+2.9%+19.4%
2020+0.7%-5.5%-8.4%+7.0%+1.2%+2.0%+0.5%+3.1%-0.4%-1.4%+5.2%+1.9%+5.1%
2019+5.8%+2.4%+2.1%+2.3%-3.2%+3.9%+3.0%-0.0%+1.8%-0.1%+2.4%+1.5%+23.8%
2018+1.0%-1.0%-2.2%+2.5%+2.2%-0.8%+1.4%+0.9%+0.5%-3.4%+0.6%-4.8%-3.5%
2017--------+0.5%+3.1%-0.1%+0.8%+4.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +24.26% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -13.2%.

Detailed Metrics

Returns
Total Return
+132.55%
Annualized Return
+10.24%
Avg Monthly Return
+0.85%
Risk
Volatility (Annual)
+10.58%
Max Drawdown
+24.26%
Positive Months
69%
Average Drawdown
-3.9%
Risk-Adjusted
Sharpe Ratio
0.78
Risk-free rate: 2.0%
Sortino Ratio
0.70
Downside risk adjusted
Return/Volatility
0.97
Calmar Ratio
0.42
Return/Max Drawdown
Ulcer Index
5.07
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
23,255.33
Backtest Period
2017-09-25 to 2026-05-22
8.7 years
Rebalancing
annual
Base Currency
EUR
all-season-L-F | +10.2% CAGR | ETF Backtest