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conservative v2

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Annual Rebalancing
EUR
Moderate Risk
4.7yr backtest

Performance Summary

Total Return+45.47%
Annualized Return+8.28%
Volatility+11.24%
Sharpe Ratio0.56
Max Drawdown+12.82%

Holdings

Asset Allocation

Asset Class

Equity 50.0%Bonds 40.0%Precious Metals 10.0%
Holdings Details
A conservative ETF portfolio of global stocks, short-term US bonds, and gold for diversified, lower-risk growth.
AssetTypeAllocationTER
IUSQ.XETRA
iShares MSCI ACWI UCITS ETF USD (Acc)IE00B6R52259
ETF
40.0%0.2%
IS0F.MU
iShares USD Treasury Bond 1-3yr UCITS ETF (Acc)IE00BYXPSP02
ETF
40.0%0.07%
PPFB.XETRA
iShares Physical Gold ETCIE00B4ND3602
ETF
10.0%0.12%
IS3Q.XETRA
iShares Edge MSCI World Quality Factor UCITS ETF (Acc)IE00BP3QZ601
ETF
10.0%0.25%
Total100.0%0.14%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €14,546.79
Histogram of Monthly Returns
The portfolio had a positive return during 34 of the 58 months (59%)
Monthly Returns Heatmap
Best month: +5.0% • Worst month: -5.0% • Best year: 2024 (+20.0%) • Worst year: 2022 (-6.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.2%+2.3%-2.7%+1.0%--------+1.7%
2025+3.3%-0.3%-5.0%-2.8%+1.9%-0.9%+3.6%-0.1%+2.8%+3.3%+0.4%+0.1%+6.1%
2024+2.4%+1.9%+2.8%+1.0%-0.6%+3.6%-0.1%-0.2%+1.5%+2.1%+4.7%-0.6%+20.0%
2023+2.5%+0.7%-0.1%-0.6%+2.7%+0.6%+1.4%+0.3%-0.2%-0.6%+1.7%+2.1%+10.9%
2022-3.3%-0.6%+2.0%+1.5%-2.9%-1.4%+5.0%-0.3%-0.6%-0.7%-1.1%-3.7%-6.2%
2021-------0.2%+1.8%+0.9%+0.6%+2.0%+2.7%+8.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +12.82% • The longest drawdown period lasted for 1 year and 3 months and was between August 2022 and December 2023. It reached a trough of -10.1%.

Detailed Metrics

Returns
Total Return
+45.47%
Annualized Return
+8.28%
Avg Monthly Return
+0.67%
Risk
Volatility (Annual)
+11.24%
Max Drawdown
+12.82%
Positive Months
59%
Average Drawdown
-3.5%
Risk-Adjusted
Sharpe Ratio
0.56
Risk-free rate: 2.0%
Sortino Ratio
0.56
Downside risk adjusted
Return/Volatility
0.74
Calmar Ratio
0.65
Return/Max Drawdown
Ulcer Index
4.23
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
14,546.79
Backtest Period
2021-07-16 to 2026-04-02
4.7 years
Rebalancing
annual
Base Currency
EUR