HomePortfoliosBalanced portfolio world/mf/gold/com/ 2mf

Balanced portfolio world/mf/gold/com/ 2mf

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Annual Rebalancing
EUR
Moderate Risk
7.6yr backtest

Performance Summary

Total Return+124.93%
Annualized Return+11.21%
Volatility+10.47%
Sharpe Ratio0.88
Max Drawdown+23.62%

Holdings

Asset Allocation

Asset Class

Equity 65.0%Money Market 20.0%Precious Metals 10.0%Commodities 5.0%
Holdings Details
A diversified ETF portfolio blending global stocks, European equity, money markets, gold, and commodities for balanced growth.
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 1CLU0290358497
ETF
20.0%0.1%
LYP6.XETRA
Amundi Core Stoxx Europe 600 UCITS ETF AccLU0908500753
ETF
10.0%0.07%
EWG2.STU
EUWAX Gold IIDE000EWG2LD7
ETF
10.0%0%
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%
ETL2.XETRA
L&G Longer Dated All Commodities UCITS ETFIE00B4WPHX27
ETF
5.0%0.3%
Total100.0%0.16%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €22,493.27
Histogram of Monthly Returns
The portfolio had a positive return during 60 of the 92 months (65%)
Monthly Returns Heatmap
Best month: +6.2% • Worst month: -7.9% • Best year: 2019 (+20.8%) • Worst year: 2022 (-5.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.6%+3.0%-4.3%+5.2%+4.1%-0.3%-0.4%-----+9.9%
2025+4.2%-0.6%-3.6%-2.5%+3.6%+0.3%+3.1%+0.3%+3.1%+3.8%+0.7%+1.1%+13.9%
2024+1.6%+2.3%+3.6%-0.1%+0.9%+2.5%+0.6%-0.2%+1.6%+0.9%+4.0%-0.8%+18.2%
2023+3.6%-0.2%+0.2%-0.1%+0.9%+1.9%+2.0%-0.8%-0.9%-1.9%+3.4%+2.9%+11.5%
2022-2.3%-0.1%+3.0%-0.4%-1.9%-4.8%+5.5%-1.2%-4.4%+2.5%+2.0%-3.4%-5.9%
2021+0.9%+1.7%+4.2%+1.3%+0.9%+2.0%+0.8%+1.8%-1.4%+3.3%-0.3%+3.2%+20.0%
2020-0.7%-5.6%-7.9%+6.2%+1.1%+1.7%+0.6%+2.9%-0.8%-1.4%+5.1%+2.3%+2.8%
2019+5.8%+2.4%+1.3%+2.0%-3.6%+3.4%+2.3%-0.8%+2.0%+0.1%+2.5%+2.1%+20.8%
2018------------2.9%-2.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +23.62% • The longest drawdown period lasted for 1 year and 3 months and was between April 2022 and July 2023. It reached a trough of -8.7%.

Detailed Metrics

Returns
Total Return
+124.93%
Annualized Return
+11.21%
Avg Monthly Return
+0.92%
Risk
Volatility (Annual)
+10.47%
Max Drawdown
+23.62%
Positive Months
65%
Average Drawdown
-3.0%
Risk-Adjusted
Sharpe Ratio
0.88
Risk-free rate: 2.0%
Sortino Ratio
0.80
Downside risk adjusted
Return/Volatility
1.07
Calmar Ratio
0.47
Return/Max Drawdown
Ulcer Index
4.20
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
22,493.27
Backtest Period
2018-12-14 to 2026-07-31
7.6 years
Rebalancing
annual
Base Currency
EUR
Balanced portfolio world/mf/gold/com/ 2mf | ETF Backtest