HomePortfoliosBalanced portfolio world/mf/gold+/ 2mf

Balanced portfolio world/mf/gold+/ 2mf

Optimize
Annual Rebalancing
EUR
Moderate Risk
7.6yr backtest

Performance Summary

Total Return+142.23%
Annualized Return+12.30%
Volatility+10.70%
Sharpe Ratio0.96
Max Drawdown+23.02%

Holdings

Asset Allocation

Asset Class

Equity 65.0%Precious Metals 20.0%Money Market 15.0%
Holdings Details
Diversified ETF portfolio with 65% global equities, 20% gold, and 15% money market for balanced growth and stability across regions.
AssetTypeAllocationTER
SPYI.XETRA
SPDR MSCI All Country World Investable Market UCITS ETF (Acc)IE00B3YLTY66
ETF
40.0%0.17%
EWG2.STU
EUWAX Gold IIDE000EWG2LD7
ETF
20.0%0%
XEON.XETRA
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1CLU0290358497
ETF
15.0%0.1%
LYP6.XETRA
Amundi Core Stoxx Europe 600 UCITS ETF AccLU0908500753
ETF
10.0%0.07%
IBCZ.XETRA
iShares STOXX World Equity Multifactor UCITS ETF USD (Acc)IE00BZ0PKT83
ETF
10.0%0.3%
5MVL.XETRA
iShares Edge MSCI EM Value Factor UCITS ETF USD (Acc)IE00BG0SKF03
ETF
5.0%0.4%
Total100.0%0.14%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €24,222.63
Histogram of Monthly Returns
The portfolio had a positive return during 64 of the 92 months (70%)
Monthly Returns Heatmap
Best month: +6.8% • Worst month: -6.9% • Best year: 2019 (+22.3%) • Worst year: 2022 (-6.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.0%+4.0%-5.7%+4.8%+4.0%-0.8%-0.7%-----+8.4%
2025+4.7%-0.5%-3.0%-2.1%+3.6%-0.1%+3.3%+0.5%+4.2%+4.1%+1.2%+1.4%+18.5%
2024+1.5%+2.4%+4.2%+0.3%+0.9%+2.6%+1.2%-0.1%+1.8%+1.6%+3.7%-0.9%+20.9%
2023+3.9%-0.4%+0.9%-0.1%+1.3%+1.5%+1.8%-0.8%-1.2%-1.3%+3.5%+3.1%+12.7%
2022-2.7%+0.2%+2.5%-0.8%-2.3%-4.1%+5.1%-1.4%-4.4%+2.4%+2.3%-3.0%-6.4%
2021+0.6%+0.7%+4.5%+1.2%+1.4%+1.4%+0.9%+1.8%-1.9%+3.3%+0.1%+3.2%+18.3%
2020+0.2%-5.5%-6.9%+6.8%+1.2%+1.7%+1.1%+2.4%-1.0%-1.3%+3.8%+2.8%+4.6%
2019+5.7%+2.4%+1.2%+2.0%-3.4%+4.0%+2.5%+0.0%+1.6%+0.1%+2.4%+2.1%+22.3%
2018------------2.3%-2.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +23.02% • The longest drawdown period lasted for 1 year and 1 month and was between April 2022 and June 2023. It reached a trough of -9.4%.

Detailed Metrics

Returns
Total Return
+142.23%
Annualized Return
+12.30%
Avg Monthly Return
+1.00%
Risk
Volatility (Annual)
+10.70%
Max Drawdown
+23.02%
Positive Months
70%
Average Drawdown
-2.9%
Risk-Adjusted
Sharpe Ratio
0.96
Risk-free rate: 2.0%
Sortino Ratio
0.88
Downside risk adjusted
Return/Volatility
1.15
Calmar Ratio
0.53
Return/Max Drawdown
Ulcer Index
3.96
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
24,222.63
Backtest Period
2018-12-14 to 2026-07-31
7.6 years
Rebalancing
annual
Base Currency
EUR