Optimize
None Rebalancing
EUR
Low Risk
4.7yr backtest

Performance Summary

Total Return+43.56%
Annualized Return+7.98%
Volatility+9.61%
Sharpe Ratio0.62
Max Drawdown+14.20%

Holdings

Asset Allocation

Asset Class

Equity 60.0%Bonds 30.0%Precious Metals 10.0%
Holdings Details
Andrea diversified EUR portfolio: 60% global stocks, 30% eurozone bonds, 10% gold. Balanced ETF allocation for steady growth and stability.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
60.0%0.19%
X710.XETRA
Xtrackers II Eurozone Government Bond 7-10 UCITS ETF 1CLU0290357259
ETF
30.0%0.15%
PPFB.XETRA
iShares Physical Gold ETCIE00B4ND3602
ETF
10.0%0.12%
Total100.0%0.17%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €14,355.89
Histogram of Monthly Returns
The portfolio had a positive return during 37 of the 58 months (64%)
Monthly Returns Heatmap
Best month: +6.8% • Worst month: -5.8% • Best year: 2024 (+19.8%) • Worst year: 2022 (-13.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.9%+2.5%-5.8%+1.5%--------+0.9%
2025+3.8%-1.1%-4.4%-1.8%+3.8%+0.1%+3.5%+0.1%+3.6%+3.9%+0.5%+0.7%+12.8%
2024+1.8%+2.1%+3.6%-1.0%+0.7%+3.4%+1.1%-0.0%+2.0%+1.1%+4.9%-1.1%+19.8%
2023+4.3%-1.0%+1.6%-0.1%+1.9%+1.5%+1.8%-0.5%-1.9%-1.2%+4.3%+3.4%+14.7%
2022-3.1%-1.3%+2.0%-2.1%-3.0%-4.1%+6.8%-2.6%-5.0%+2.0%+1.7%-4.6%-13.2%
2021------+0.3%+1.5%-1.6%+2.4%+0.9%+2.0%+5.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +14.20% • The longest drawdown period lasted for 2 years and 2 months and was between November 2021 and January 2024. It reached a trough of -13.9%.

Detailed Metrics

Returns
Total Return
+43.56%
Annualized Return
+7.98%
Avg Monthly Return
+0.66%
Risk
Volatility (Annual)
+9.61%
Max Drawdown
+14.20%
Positive Months
64%
Average Drawdown
-4.8%
Risk-Adjusted
Sharpe Ratio
0.62
Risk-free rate: 2.0%
Sortino Ratio
0.58
Downside risk adjusted
Return/Volatility
0.83
Calmar Ratio
0.56
Return/Max Drawdown
Ulcer Index
5.82
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
14,355.89
Backtest Period
2021-07-16 to 2026-04-02
4.7 years
Rebalancing
none
Base Currency
EUR