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all-season-L-F-comm

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Annual Rebalancing
EUR
Moderate Risk
8.1yr backtest

Performance Summary

Total Return+121.69%
Annualized Return+10.36%
Volatility+10.24%
Sharpe Ratio0.82
Max Drawdown+24.93%

Holdings

Asset Allocation

Asset Class

Equity 65.0%Bonds 22.0%Precious Metals 8.0%Commodities 5.0%
Holdings Details
A diversified ETF portfolio blending 65% global equities, 18% bonds, and 8% gold for balanced growth across US, Europe, and emerging markets.
AssetTypeAllocationTER
CSPX.AS
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
13.0%0.09%
IMAE.AS
iShares Core MSCI Europe UCITS ETF EUR (Acc)IE00B4K48X80
ETF
10.0%0.12%
PHAU.AS
WisdomTree Physical Gold EURJE00B1VS3770
ETF
8.0%0.39%
CPXJ.AS
iShares Core MSCI Pacific ex Japan UCITS ETF (Acc)IE00B52MJY50
ETF
8.0%0.2%
EMIM.AS
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)IE00BKM4GZ66
ETF
7.0%0.18%
IS3S.F
iShares Edge MSCI World Value Factor UCITS ETFIE00BP3QZB59
ETF
6.0%0.25%
IS3R.F
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)IE00BP3QZ825
ETF
6.0%0.25%
IS3Q.F
iShares Edge MSCI World Quality Factor UCITS ETF (Acc)IE00BP3QZ601
ETF
6.0%0.25%
IBCI.F
iShares Euro Inflation Linked Government Bond UCITS ETFIE00B0M62X26
ETF
5.0%0.09%
SXRS.F
iShares Diversified Commodity Swap UCITS ETFIE00BDFL4P12
ETF
5.0%0.19%
LYQ6.XETRA
Amundi Euro Government Bond 10-15Y UCITS ETF AccLU1650489385
ETF
4.0%0.15%
Total100.0%0.16%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €22,168.67
Histogram of Monthly Returns
The portfolio had a positive return during 69 of the 98 months (70%)
Monthly Returns Heatmap
Best month: +7.0% • Worst month: -9.6% • Best year: 2019 (+21.6%) • Worst year: 2022 (-8.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.4%+2.4%-4.3%+5.8%+3.4%-------+10.7%
2025+3.4%-0.5%-4.1%-2.2%+3.7%+0.0%+2.9%+0.3%+2.7%+3.5%+0.4%+0.7%+10.9%
2024+2.0%+1.9%+3.7%-0.7%+1.3%+2.8%+0.3%+0.0%+2.1%+0.6%+4.2%-0.7%+18.9%
2023+3.6%-0.8%+0.3%+0.1%+0.7%+2.0%+2.1%-0.6%-1.6%-1.5%+3.9%+2.9%+11.4%
2022-2.9%-0.7%+3.5%-0.9%-2.3%-5.2%+6.4%-1.8%-5.4%+2.2%+2.6%-4.0%-8.9%
2021+0.8%+1.4%+4.2%+1.3%+0.8%+2.3%+1.4%+1.7%-1.1%+3.1%-0.1%+3.2%+20.7%
2020+0.6%-5.5%-9.6%+7.0%+1.0%+2.3%+0.6%+3.4%-1.1%-1.2%+5.4%+1.9%+3.7%
2019+5.5%+2.7%+1.9%+2.3%-3.2%+3.8%+2.7%-0.8%+1.9%+0.0%+2.2%+1.1%+21.6%
2018---+1.8%+2.3%-0.8%+1.3%+0.9%+0.2%-3.3%+0.6%-4.6%-1.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +24.93% • The longest drawdown period lasted for 1 year and 8 months and was between April 2022 and December 2023. It reached a trough of -10.5%.

Detailed Metrics

Returns
Total Return
+121.69%
Annualized Return
+10.36%
Avg Monthly Return
+0.85%
Risk
Volatility (Annual)
+10.24%
Max Drawdown
+24.93%
Positive Months
70%
Average Drawdown
-3.6%
Risk-Adjusted
Sharpe Ratio
0.82
Risk-free rate: 2.0%
Sortino Ratio
0.73
Downside risk adjusted
Return/Volatility
1.01
Calmar Ratio
0.42
Return/Max Drawdown
Ulcer Index
4.77
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
22,168.67
Backtest Period
2018-04-25 to 2026-05-22
8.1 years
Rebalancing
annual
Base Currency
EUR
all-season-L-F-comm | +10.4% CAGR | ETF Backtest