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conservative base

Created byuser-hh9ed6
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Annual Rebalancing
EUR
Moderate Risk
4.8yr backtest

Performance Summary

Total Return+40.40%
Annualized Return+7.37%
Volatility+11.53%
Sharpe Ratio0.47
Max Drawdown+10.23%

Holdings

Asset Allocation

Asset Class

Bonds 50.0%Equity 30.0%Precious Metals 20.0%
Holdings Details
Conservative ETF portfolio blending short-term US Treasury bonds, global consumer staples stocks, and physical gold for stability and diversification.
AssetTypeAllocationTER
IS0F.MU
iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) • IE00BYXPSP02
ETF
50.0%0.07%
XDWS.XETRA
Xtrackers MSCI World Consumer Staples UCITS ETF 1C • IE00BM67HN09
ETF
30.0%0.25%
PPFB.XETRA
iShares Physical Gold ETC • IE00B4ND3602
ETF
20.0%0.12%
Total100.0%0.13%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €14,039.94
Histogram of Monthly Returns
The portfolio had a positive return during 38 of the 58 months (66%)
Monthly Returns Heatmap
Best month: +5.5% • Worst month: -3.8% • Best year: 2024 (+16.2%) • Worst year: 2022 (+1.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.4%+5.1%-2.9%-0.4%--------+4.1%
2025+2.8%+2.4%-2.4%-1.4%-0.6%-3.6%+2.0%+0.2%+2.1%+2.2%+2.1%-0.4%+5.4%
2024+2.2%+0.0%+2.6%+2.8%-1.4%+1.7%+0.6%+0.7%+1.5%+2.2%+3.2%-0.8%+16.2%
2023+0.0%+0.8%+0.8%-0.1%+1.0%-1.8%+0.4%+0.4%-0.1%+1.6%-1.4%+0.4%+1.9%
2022-1.6%+0.7%+0.8%+5.5%-3.8%+1.5%+2.8%+0.2%+1.1%-1.8%-1.4%-2.4%+1.2%
2021-------0.5%+0.7%+2.1%-1.4%+2.6%+3.3%+6.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +10.23% • The longest drawdown period lasted for 1 year and 7 months and was between August 2022 and April 2024. It reached a trough of -10.2%.

Detailed Metrics

Returns
Total Return
+40.40%
Annualized Return
+7.37%
Avg Monthly Return
+0.61%
Risk
Volatility (Annual)
+11.53%
Max Drawdown
+10.23%
Positive Months
66%
Average Drawdown
-3.7%
Risk-Adjusted
Sharpe Ratio
0.47
Risk-free rate: 2.0%
Sortino Ratio
0.46
Downside risk adjusted
Return/Volatility
0.64
Calmar Ratio
0.72
Return/Max Drawdown
Ulcer Index
4.36
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€14,039.94
Backtest Period
2021-07-16 to 2026-04-24
4.8 years
Rebalancing
annual
Base Currency
EUR