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+137.91%
Annualized Return+12.03%
Volatility+10.71%
Sharpe Ratio0.94
Max Drawdown+23.68%

Holdings

Asset Allocation

Asset Class

Equity 65.0%Money Market 15.0%Precious Metals 15.0%Commodities 5.0%
Holdings Details
Diversified ETF portfolio blending global stocks, European equities, money markets, gold, and commodities 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 1CLU0290358497
ETF
15.0%0.1%
EWG2.STU
EUWAX Gold IIDE000EWG2LD7
ETF
15.0%0%
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%
ETL2.XETRA
L&G Longer Dated All Commodities UCITS ETFIE00B4WPHX27
ETF
5.0%0.3%
Total100.0%0.15%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €23,790.91
Histogram of Monthly Returns
The portfolio had a positive return during 62 of the 92 months (67%)
Monthly Returns Heatmap
Best month: +6.6% • Worst month: -7.6% • Best year: 2019 (+21.8%) • Worst year: 2022 (-5.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.9%+3.5%-4.8%+5.0%+4.0%-0.7%-0.4%-----+9.5%
2025+4.5%-0.5%-3.3%-2.5%+3.6%+0.1%+3.3%+0.4%+3.7%+4.0%+1.0%+1.3%+16.3%
2024+1.6%+2.3%+4.0%+0.2%+0.9%+2.5%+0.8%-0.2%+1.8%+1.3%+3.9%-0.8%+19.8%
2023+3.7%-0.4%+0.5%-0.1%+1.1%+1.7%+2.0%-0.8%-1.0%-1.6%+3.3%+2.9%+11.8%
2022-2.3%+0.2%+3.1%-0.3%-2.1%-4.7%+5.5%-1.3%-4.5%+2.4%+2.2%-3.3%-5.5%
2021+0.9%+1.4%+4.3%+1.4%+1.2%+1.8%+0.9%+1.8%-1.4%+3.3%-0.2%+3.3%+20.3%
2020-0.4%-5.7%-7.6%+6.6%+1.1%+1.7%+0.9%+2.8%-0.9%-1.3%+4.5%+2.6%+3.5%
2019+5.9%+2.4%+1.3%+2.0%-3.5%+3.7%+2.4%-0.4%+1.8%+0.1%+2.5%+2.1%+21.8%
2018------------2.7%-2.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +23.68% • The longest drawdown period lasted for 1 year and 3 months and was between April 2022 and July 2023. It reached a trough of -9.1%.

Detailed Metrics

Returns
Total Return
+137.91%
Annualized Return
+12.03%
Avg Monthly Return
+0.98%
Risk
Volatility (Annual)
+10.71%
Max Drawdown
+23.68%
Positive Months
67%
Average Drawdown
-3.1%
Risk-Adjusted
Sharpe Ratio
0.94
Risk-free rate: 2.0%
Sortino Ratio
0.85
Downside risk adjusted
Return/Volatility
1.12
Calmar Ratio
0.51
Return/Max Drawdown
Ulcer Index
4.18
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
23,790.91
Backtest Period
2018-12-14 to 2026-07-31
7.6 years
Rebalancing
annual
Base Currency
EUR