HomePortfoliosconservative global

conservative global

Created byuser-hh9ed6
Optimize
Annual Rebalancing
EUR
Moderate Risk
4.7yr backtest

Performance Summary

Total Return+88.33%
Annualized Return+14.38%
Volatility+10.94%
Sharpe Ratio1.13
Max Drawdown+9.65%

Holdings

Asset Allocation

Asset Class

Precious Metals 50.0%Bonds 30.0%Equity 20.0%
Holdings Details
Conservative global ETF portfolio blending gold, short-term US Treasuries, and worldwide stocks for stability and diversified growth.
AssetTypeAllocationTER
PPFB.XETRA
iShares Physical Gold ETC • IE00B4ND3602
ETF
50.0%0.12%
IS0F.MU
iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) • IE00BYXPSP02
ETF
30.0%0.07%
IUSQ.XETRA
iShares MSCI ACWI UCITS ETF USD (Acc) • IE00B6R52259
ETF
20.0%0.2%
Total100.0%0.12%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €18,833.46
Histogram of Monthly Returns
The portfolio had a positive return during 40 of the 58 months (69%)
Monthly Returns Heatmap
Best month: +6.6% • Worst month: -5.4% • Best year: 2024 (+25.3%) • Worst year: 2022 (+0.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+5.5%+4.0%-5.4%+0.8%--------+4.6%
2025+5.0%+0.8%-0.0%-0.8%+0.2%-2.3%+3.2%+1.0%+6.6%+4.3%+2.7%+1.6%+24.3%
2024+1.8%+0.7%+5.1%+3.1%-0.7%+2.3%+1.3%+0.4%+2.8%+4.5%+2.2%-0.4%+25.3%
2023+2.8%-0.8%+2.3%-0.9%+2.7%-2.4%+1.3%+0.3%-0.7%+3.3%-0.1%+0.8%+8.7%
2022-1.2%+2.3%+2.3%+2.9%-3.7%+0.2%+2.1%-0.5%+0.4%-2.3%+0.1%-1.7%+0.7%
2021-------0.2%+0.7%+0.8%+0.0%+2.4%+1.8%+5.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +9.65% • The longest drawdown period lasted for 1 year and 1 month and was between August 2022 and October 2023. It reached a trough of -7.3%.

Detailed Metrics

Returns
Total Return
+88.33%
Annualized Return
+14.38%
Avg Monthly Return
+1.12%
Risk
Volatility (Annual)
+10.94%
Max Drawdown
+9.65%
Positive Months
69%
Average Drawdown
-2.5%
Risk-Adjusted
Sharpe Ratio
1.13
Risk-free rate: 2.0%
Sortino Ratio
1.13
Downside risk adjusted
Return/Volatility
1.31
Calmar Ratio
1.49
Return/Max Drawdown
Ulcer Index
2.85
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€18,833.46
Backtest Period
2021-07-16 to 2026-04-02
4.7 years
Rebalancing
annual
Base Currency
EUR