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

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

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Annual Rebalancing
EUR
Moderate Risk
15.1yr backtest

Performance Summary

Total Return+257.71%
Annualized Return+8.83%
Volatility+10.28%
Sharpe Ratio0.66
Max Drawdown+23.86%

Holdings

Asset Allocation

Asset Class

Equity 65.0%Money Market 15.0%Precious Metals 15.0%Commodities 5.0%
Holdings Details
Diversified global ETF portfolio with 65% equities, 15% money market & gold, and 5% commodities for balanced, multi-asset growth.
AssetTypeAllocationTER
SPYI.XETRA
SPDR MSCI All Country World Investable Market UCITS ETF (Acc)IE00B3YLTY66
ETF
50.0%0.17%
XEON.XETRA
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1CLU0290358497
ETF
15.0%0.1%
4GLD.XETRA
Xetra-GoldDE000A0S9GB0
ETF
15.0%0%
SC0C.XETRA
Invesco STOXX Europe 600 UCITS ETFIE00B60SWW18
ETF
10.0%0.19%
ETL2.XETRA
L&G Longer Dated All Commodities UCITS ETFIE00B4WPHX27
ETF
5.0%0.3%
SPYM.XETRA
SPDR MSCI Emerging Markets UCITS ETFIE00B469F816
ETF
5.0%0.18%
Total100.0%0.14%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €35,771.06
Histogram of Monthly Returns
The portfolio had a positive return during 117 of the 181 months (65%)
Monthly Returns Heatmap
Best month: +7.9% • Worst month: -8.3% • Best year: 2019 (+22.4%) • Worst year: 2022 (-6.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.5%+2.6%-5.0%+5.2%+3.8%-0.7%-0.8%-----+8.5%
2025+4.5%-0.6%-3.3%-2.5%+3.5%-0.1%+3.2%+0.4%+3.7%+3.9%+0.8%+1.3%+15.5%
2024+1.6%+2.1%+4.0%-0.0%+0.8%+2.7%+0.6%-0.1%+2.0%+1.2%+3.7%-0.8%+19.3%
2023+4.1%-0.6%+0.7%-0.3%+1.2%+1.6%+2.2%-0.9%-1.2%-1.4%+3.4%+2.6%+11.9%
2022-2.1%-0.3%+3.2%-0.1%-2.5%-4.4%+5.4%-1.2%-4.2%+1.7%+2.2%-3.4%-6.0%
2021+1.0%+1.1%+4.0%+1.3%+1.1%+2.0%+0.9%+1.8%-1.3%+3.5%-0.2%+2.9%+19.6%
2020-0.2%-5.3%-8.1%+6.7%+1.0%+2.1%+1.0%+2.9%-0.9%-1.5%+4.9%+2.4%+4.3%
2019+6.1%+2.3%+1.5%+2.1%-3.5%+3.5%+2.5%-0.2%+1.6%+0.3%+2.3%+2.2%+22.4%
2018+0.9%-1.4%-2.2%+2.6%+2.4%-1.2%+1.1%+0.2%+0.3%-3.0%+0.3%-4.7%-4.9%
2017+0.7%+3.4%+0.3%-0.2%-1.3%-1.2%-0.5%+0.1%+1.5%+2.4%-0.9%+1.2%+5.5%
2016-5.3%+3.1%+0.9%+2.6%+0.1%+1.2%+2.4%-0.0%+0.4%+0.3%+2.0%+1.8%+9.6%
2015+6.5%+3.7%+2.1%-1.1%+2.1%-3.8%-0.2%-8.3%-1.1%+7.9%+1.8%-3.5%+5.2%
2014-1.2%+3.4%-0.4%+0.3%+2.3%+1.9%+0.3%+2.8%+0.1%+0.2%+1.8%+0.5%+12.4%
2013+1.1%+1.1%+3.6%-1.8%+1.0%-4.7%+2.6%-0.1%+1.7%+1.9%+0.1%-0.4%+6.1%
2012+4.9%+1.5%-0.5%-0.3%-1.4%+1.2%+4.2%+0.6%+0.5%-1.1%+0.6%-0.5%+9.9%
2011-------0.1%-5.9%-1.4%+5.0%+0.6%+0.3%-1.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +23.86% • The longest drawdown period lasted for 1 year and 9 months and was between April 2015 and January 2017. It reached a trough of -18.5%.

Detailed Metrics

Returns
Total Return
+257.71%
Annualized Return
+8.83%
Avg Monthly Return
+0.74%
Risk
Volatility (Annual)
+10.28%
Max Drawdown
+23.86%
Positive Months
65%
Average Drawdown
-3.4%
Risk-Adjusted
Sharpe Ratio
0.66
Risk-free rate: 2.0%
Sortino Ratio
0.61
Downside risk adjusted
Return/Volatility
0.86
Calmar Ratio
0.37
Return/Max Drawdown
Ulcer Index
4.55
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
35,771.06
Backtest Period
2011-07-08 to 2026-07-31
15.1 years
Rebalancing
annual
Base Currency
EUR