HomePortfoliosBalanced portfolio world/mf/gold/com/

Balanced portfolio world/mf/gold/com/

Created byuser-1fvrr9
Annual Rebalancing
EUR
Low Risk
1.2yr backtest

Performance Summary

Total Return+23.89%
Annualized Return+19.70%
Volatility+8.75%
Sharpe Ratio2.02
Max Drawdown+5.55%

Holdings

Asset Allocation

Asset Class

Equity 65.0%Money Market 20.0%Precious Metals 10.0%Commodities 5.0%
Holdings Details
Diversified ETF portfolio blending global stocks, European equities, gold, commodities, and money market funds for balanced growth and stability.
AssetTypeAllocationTER
SPYI.XETRA
SPDR MSCI All Country World Investable Market UCITS ETF (Acc) • IE00B3YLTY66
ETF
40.0%0.17%
XEON.XETRA
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C • LU0290358497
ETF
20.0%0.1%
EWG2.STU
EUWAX Gold II • DE000EWG2LD7
ETF
10.0%0%
IQGA.XETRA
Invesco Global Enhanced Equity UCITS ETF Acc • IE000TZ4SIN6
ETF
10.0%0.24%
LYP6.XETRA
Amundi Core Stoxx Europe 600 UCITS ETF Acc • LU0908500753
ETF
10.0%0.07%
ETL2.XETRA
L&G Longer Dated All Commodities UCITS ETF • IE00B4WPHX27
ETF
5.0%0.3%
5MVL.XETRA
iShares Edge MSCI EM Value Factor UCITS ETF USD (Acc) • IE00BG0SKF03
ETF
5.0%0.4%
Total100.0%0.15%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €12,388.65
Histogram of Monthly Returns
The portfolio had a positive return during 11 of the 15 months (73%)
Monthly Returns Heatmap
Best month: +5.3% • Worst month: -4.5% • Best year: 2025 (+12.7%) • Worst year: 2026 (+9.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.8%+3.2%-4.5%+5.3%+4.1%-0.3%-0.7%-----+9.9%
2025-----0.2%+0.3%+3.2%+0.3%+3.1%+3.8%+0.6%+1.2%+12.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +5.55% • The longest drawdown period lasted for 1 month and was between June 2026 and July 2026. It reached a trough of -3.5%.

Detailed Metrics

Returns
Total Return
+23.89%
Annualized Return
+19.70%
Avg Monthly Return
+1.47%
Risk
Volatility (Annual)
+8.75%
Max Drawdown
+5.55%
Positive Months
73%
Average Drawdown
-1.1%
Risk-Adjusted
Sharpe Ratio
2.02
Risk-free rate: 2.0%
Sortino Ratio
2.07
Downside risk adjusted
Return/Volatility
2.25
Calmar Ratio
3.55
Return/Max Drawdown
Ulcer Index
1.32
Drawdown depth & duration
Martin Ratio
0.13
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,388.65
Backtest Period
2025-05-22 to 2026-07-31
1.2 years
Rebalancing
annual
Base Currency
EUR
Balanced portfolio world/mf/gold/com/ | 2.02 Sharpe