Optimize
None Rebalancing
EUR
Moderate Risk
4.8yr backtest

Performance Summary

Total Return+91.45%
Annualized Return+14.64%
Volatility+12.25%
Sharpe Ratio1.03
Max Drawdown+14.07%

Holdings

Asset Allocation

Asset Class

Equity 90.0%Precious Metals 10.0%
Holdings Details
ARGA portfolio: A diversified ETF strategy blending global factor investing, gold, and consumer staples for balanced market exposure.
AssetTypeAllocationTER
IS3R.XETRA
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)IE00BP3QZ825
ETF
15.0%0.25%
IS3S.F
iShares Edge MSCI World Value Factor UCITS ETFIE00BP3QZB59
ETF
15.0%0.25%
5MVL.XETRA
iShares Edge MSCI EM Value Factor UCITS ETF USD (Acc)IE00BG0SKF03
ETF
15.0%0.4%
IS3Q.XETRA
iShares Edge MSCI World Quality Factor UCITS ETF (Acc)IE00BP3QZ601
ETF
15.0%0.25%
IS0E.XETRA
iShares Gold Producers UCITS ETFIE00B6R52036
ETF
10.0%0.55%
2B7D.XETRA
iShares S&P 500 Consumer Staples Sector UCITS ETFIE00B40B8R38
ETF
10.0%0.15%
PPFB.XETRA
iShares Physical Gold ETCIE00B4ND3602
ETF
10.0%0.12%
IUSN.XETRA
iShares MSCI World Small Cap UCITS ETFIE00BF4RFH31
ETF
5.0%0.35%
IS3T.XETRA
iShares MSCI World Mid-Cap Equal Weight UCITS ETF USD (Acc)IE00BP3QZD73
ETF
5.0%0.3%
Total100.0%0.29%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €19,144.9
Histogram of Monthly Returns
The portfolio had a positive return during 38 of the 58 months (66%)
Monthly Returns Heatmap
Best month: +8.0% • Worst month: -9.2% • Best year: 2025 (+26.0%) • Worst year: 2022 (-7.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+6.3%+7.3%-9.2%+8.0%--------+11.9%
2025+5.4%+0.0%-2.8%-2.6%+4.2%-0.3%+3.1%+2.5%+5.9%+3.3%+2.9%+2.1%+26.0%
2024+2.2%+2.7%+5.9%-0.2%+1.8%+2.6%+1.1%-0.2%+1.8%+1.3%+4.0%-1.9%+23.1%
2023+3.3%-1.2%+0.9%+0.6%-0.1%+1.2%+2.8%-1.3%-1.3%-1.6%+4.0%+3.2%+10.8%
2022-3.2%+0.8%+4.1%-0.3%-4.0%-6.1%+5.0%-1.2%-4.8%+3.3%+3.6%-3.5%-7.0%
2021------+0.5%+1.2%-1.8%+3.4%+0.4%+3.4%+7.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +14.07% • The longest drawdown period lasted for 1 year and 8 months and was between April 2022 and December 2023. It reached a trough of -13.0%.

Detailed Metrics

Returns
Total Return
+91.45%
Annualized Return
+14.64%
Avg Monthly Return
+1.18%
Risk
Volatility (Annual)
+12.25%
Max Drawdown
+14.07%
Positive Months
66%
Average Drawdown
-4.2%
Risk-Adjusted
Sharpe Ratio
1.03
Risk-free rate: 2.0%
Sortino Ratio
0.95
Downside risk adjusted
Return/Volatility
1.20
Calmar Ratio
1.04
Return/Max Drawdown
Ulcer Index
4.96
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
19,144.9
Backtest Period
2021-07-16 to 2026-04-17
4.8 years
Rebalancing
none
Base Currency
EUR
ARGA | +14.6% CAGR | ETF Backtest