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Low Risk
8.1yr backtest

Performance Summary

Total Return+107.27%
Annualized Return+9.45%
Volatility+8.70%
Sharpe Ratio0.86
Max Drawdown+19.82%

Holdings

Asset Allocation

Asset Class

Equity 50.0%Bonds 20.0%Money Market 10.0%Precious Metals 10.0%Commodities 10.0%
Holdings Details
Diversified ETF portfolio with 50% global stocks, 20% bonds, 10% gold, 10% commodities, and 10% cash for balanced, all-weather investing.
AssetTypeAllocationTER
ACWE.PA
State Street SPDR MSCI All Country World UCITS ETF USD Unhedged (Acc)IE00B44Z5B48
ETF
50.0%0.12%
EUNA.XETRA
iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc)IE00BDBRDM35
ETF
20.0%0.1%
XEON.XETRA
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1CLU0290358497
ETF
10.0%0.1%
8PSG.F
Invesco Physical Gold ETCIE00B579F325
ETF
10.0%0.12%
SXRS.XETRA
iShares Diversified Commodity Swap UCITS ETFIE00BDFL4P12
ETF
10.0%0.19%
Total100.0%0.12%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €20,726.95
Histogram of Monthly Returns
The portfolio had a positive return during 70 of the 98 months (71%)
Monthly Returns Heatmap
Best month: +5.5% • Worst month: -6.9% • Best year: 2021 (+18.2%) • Worst year: 2022 (-6.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.5%+2.0%-2.5%+4.3%+2.4%-------+8.9%
2025+3.3%-0.9%-3.0%-2.5%+2.5%+0.3%+2.9%+0.1%+3.2%+3.4%+0.5%+0.6%+10.4%
2024+2.0%+1.6%+3.1%-0.1%+0.6%+2.9%+0.1%+0.1%+1.9%+1.1%+3.9%-0.2%+18.2%
2023+3.0%-0.6%+0.5%-0.1%+1.4%+0.9%+2.4%-0.4%-1.1%-1.3%+3.0%+2.0%+9.9%
2022-1.6%+0.0%+3.0%-0.2%-1.9%-4.4%+5.5%-1.4%-4.2%+1.1%+0.9%-3.5%-6.7%
2021+1.0%+1.1%+3.0%+1.6%+0.6%+2.3%+1.3%+1.5%-0.7%+3.0%+0.0%+2.2%+18.2%
2020+0.3%-4.2%-6.9%+5.2%+1.1%+1.8%+0.9%+2.5%-0.9%-0.9%+3.7%+1.5%+3.7%
2019+4.7%+1.8%+1.6%+1.7%-2.5%+3.0%+2.1%+0.1%+1.5%+0.0%+1.8%+1.1%+18.1%
2018---+1.4%+2.4%-0.8%+0.5%+0.4%+0.4%-3.5%+0.6%-2.8%-1.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +19.82% • The longest drawdown period lasted for 1 year and 8 months and was between April 2022 and December 2023. It reached a trough of -8.8%.

Detailed Metrics

Returns
Total Return
+107.27%
Annualized Return
+9.45%
Avg Monthly Return
+0.77%
Risk
Volatility (Annual)
+8.70%
Max Drawdown
+19.82%
Positive Months
71%
Average Drawdown
-2.9%
Risk-Adjusted
Sharpe Ratio
0.86
Risk-free rate: 2.0%
Sortino Ratio
0.77
Downside risk adjusted
Return/Volatility
1.09
Calmar Ratio
0.48
Return/Max Drawdown
Ulcer Index
3.84
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
20,726.95
Backtest Period
2018-04-25 to 2026-05-22
8.1 years
Rebalancing
annual
Base Currency
EUR
All Weather2 | +9.4% CAGR | ETF Backtest