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

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

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Annual Rebalancing
EUR
Moderate Risk
7.6yr backtest

Performance Summary

Total Return+156.29%
Annualized Return+13.13%
Volatility+11.04%
Sharpe Ratio1.01
Max Drawdown+23.27%

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, 15% gold, and 5% commodities for balanced growth and stability.
AssetTypeAllocationTER
SPYI.XETRA
SPDR MSCI All Country World Investable Market UCITS ETF (Acc)IE00B3YLTY66
ETF
35.0%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%
LSMC.XETRA
Amundi MSCI Semiconductors UCITS ETF AccLU1900066033
ETF
5.0%0.35%
Total100.0%0.16%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €25,628.69
Histogram of Monthly Returns
The portfolio had a positive return during 63 of the 92 months (68%)
Monthly Returns Heatmap
Best month: +6.7% • Worst month: -7.5% • Best year: 2019 (+22.3%) • Worst year: 2022 (-6.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.4%+3.5%-4.9%+6.1%+4.9%-0.3%-1.5%-----+11.2%
2025+4.3%-0.7%-3.6%-2.5%+4.1%+0.6%+3.4%+0.2%+4.2%+4.7%+0.7%+1.4%+17.5%
2024+1.9%+3.0%+4.2%+0.1%+1.4%+3.2%+0.1%-0.3%+1.7%+1.4%+3.6%-0.3%+21.9%
2023+4.2%-0.2%+0.9%-0.6%+2.3%+1.7%+2.1%-0.8%-1.3%-1.7%+3.8%+3.3%+14.4%
2022-2.7%+0.3%+3.0%-0.7%-1.9%-5.1%+5.7%-1.5%-4.7%+2.2%+2.5%-3.4%-6.6%
2021+1.2%+1.5%+4.3%+1.6%+1.1%+1.8%+0.9%+1.8%-1.4%+3.1%+0.2%+3.2%+20.8%
2020-0.7%-5.3%-7.5%+6.7%+0.9%+2.0%+1.3%+2.3%-0.6%-1.1%+4.4%+2.9%+4.4%
2019+5.7%+2.3%+1.4%+2.0%-3.6%+3.6%+2.5%-0.4%+1.9%+0.3%+2.4%+2.4%+22.3%
2018------------2.5%-2.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +23.27% • The longest drawdown period lasted for 1 year and 1 month and was between April 2022 and June 2023. It reached a trough of -9.5%.

Detailed Metrics

Returns
Total Return
+156.29%
Annualized Return
+13.13%
Avg Monthly Return
+1.07%
Risk
Volatility (Annual)
+11.04%
Max Drawdown
+23.27%
Positive Months
68%
Average Drawdown
-3.0%
Risk-Adjusted
Sharpe Ratio
1.01
Risk-free rate: 2.0%
Sortino Ratio
0.92
Downside risk adjusted
Return/Volatility
1.19
Calmar Ratio
0.56
Return/Max Drawdown
Ulcer Index
4.12
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
25,628.69
Backtest Period
2018-12-14 to 2026-07-31
7.6 years
Rebalancing
annual
Base Currency
EUR