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conservative global

Created byuser-hh9ed6
Optimize
Annual Rebalancing
EUR
Moderate Risk
5.1yr backtest

Performance Summary

Total Return+88.83%
Annualized Return+13.33%
Volatility+11.03%
Sharpe Ratio1.03
Max Drawdown+10.41%

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 €18,883.15
Histogram of Monthly Returns
The portfolio had a positive return during 42 of the 62 months (68%)
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%+0.2%+1.1%-4.1%-0.9%+5.0%----+4.9%
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: +10.41% • 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
+88.83%
Annualized Return
+13.33%
Avg Monthly Return
+1.06%
Risk
Volatility (Annual)
+11.03%
Max Drawdown
+10.41%
Positive Months
68%
Average Drawdown
-2.9%
Risk-Adjusted
Sharpe Ratio
1.03
Risk-free rate: 2.0%
Sortino Ratio
1.03
Downside risk adjusted
Return/Volatility
1.21
Calmar Ratio
1.28
Return/Max Drawdown
Ulcer Index
3.41
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€18,883.15
Backtest Period
2021-07-16 to 2026-08-14
5.1 years
Rebalancing
annual
Base Currency
EUR