HomePortfoliosCore 60% SP500 I 30% World ex USA I 10% Gold

Core 60% SP500 I 30% World ex USA I 10% Gold

Created byuser-cf52hx
Annual Rebalancing
EUR
Moderate Risk
15.9yr backtest

Performance Summary

Total Return+761.61%
Annualized Return+14.55%
Volatility+16.15%
Sharpe Ratio0.78
Max Drawdown+33.66%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified 60/30/10 ETF portfolio investing in the S&P 500, global stocks, and gold for balanced growth and stability.
AssetTypeAllocationTER
500.PA
Amundi S&P 500 Swap UCITS ETF EUR Acc • LU1681048804
ETF
100.0%0.15%
Total100.0%0.15%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €86,161.19
Histogram of Monthly Returns
The portfolio had a positive return during 120 of the 191 months (63%)
Monthly Returns Heatmap
Best month: +11.2% • Worst month: -9.4% • Best year: 2021 (+40.5%) • Worst year: 2022 (-14.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.4%-0.3%-3.8%+9.3%--------+4.5%
2025+3.1%-3.6%-9.2%-5.1%+6.8%+1.6%+6.1%-1.1%+2.8%+4.7%-0.5%-0.5%+4.0%
2024+4.6%+4.5%+3.6%-2.1%+1.1%+7.0%-0.4%-0.8%+1.7%+2.7%+8.5%-0.3%+34.0%
2023+4.2%+1.0%+0.3%+0.2%+4.1%+4.4%+2.0%+0.5%-2.2%-3.0%+5.7%+3.4%+22.2%
2022-5.5%-1.9%+6.2%-3.1%-4.0%-5.8%+11.2%-1.4%-5.2%+4.8%-2.0%-6.7%-14.0%
2021+1.1%+3.4%+7.1%+2.6%-1.1%+5.6%+2.5%+3.7%-2.1%+6.0%+2.3%+3.9%+40.5%
2020+1.9%-9.1%-9.4%+11.2%+2.0%+1.1%+0.5%+6.8%-1.6%-2.4%+7.6%+1.2%+7.9%
2019+7.7%+4.2%+2.9%+4.0%-5.0%+4.1%+5.2%-1.7%+3.0%-0.5%+5.3%+0.8%+33.6%
2018+1.9%-1.1%-4.6%+3.7%+5.2%+1.0%+2.7%+4.0%+0.7%-4.3%+0.9%-9.2%-0.2%
2017-1.3%+6.4%-0.6%-1.1%-2.0%-0.6%-1.2%-0.8%+2.6%+4.1%+0.5%+0.8%+6.8%
2016-6.6%+1.8%+0.8%-0.9%+5.1%-0.2%+4.0%+0.1%-0.6%+0.9%+7.7%+2.0%+14.1%
2015+3.9%+6.1%+3.0%-2.9%+2.4%-3.5%+3.5%-7.6%-2.7%+10.6%+4.4%-3.7%+12.7%
2014-0.6%+2.3%+0.5%-0.1%+4.1%+1.9%+1.5%+5.0%+3.4%+2.2%+3.9%+2.8%+30.3%
2013+4.4%+5.5%+5.3%-0.7%+5.7%-2.8%+3.1%-3.0%+0.7%+4.6%+2.6%+0.3%+28.1%
2012+2.7%+2.7%+3.2%+0.2%+0.3%+1.4%+5.3%-0.3%-0.1%-2.9%+0.4%-2.5%+10.6%
2011-0.3%+2.9%-2.7%-2.0%+1.8%-2.3%-0.5%-6.2%+1.1%+6.2%+1.5%+5.8%+4.9%
2010------5.7%-0.9%-0.7%+0.6%+1.3%+6.7%+3.9%+4.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.66% • The longest drawdown period lasted for 11 months and was between August 2022 and July 2023. It reached a trough of -15.0%.

Detailed Metrics

Returns
Total Return
+761.61%
Annualized Return
+14.55%
Avg Monthly Return
+1.21%
Risk
Volatility (Annual)
+16.15%
Max Drawdown
+33.66%
Positive Months
63%
Average Drawdown
-4.7%
Risk-Adjusted
Sharpe Ratio
0.78
Risk-free rate: 2.0%
Sortino Ratio
0.73
Downside risk adjusted
Return/Volatility
0.90
Calmar Ratio
0.43
Return/Max Drawdown
Ulcer Index
6.09
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€86,161.19
Backtest Period
2010-06-16 to 2026-04-24
15.9 years
Rebalancing
annual
Base Currency
EUR