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Core Portfolio

Optimize
None Rebalancing
EUR
Moderate Risk
6.7yr backtest

Performance Summary

Total Return+103.59%
Annualized Return+11.21%
Volatility+11.48%
Sharpe Ratio0.80
Max Drawdown+20.62%

Holdings

Asset Allocation

Asset Class

Equity 55.0%Bonds 30.0%Precious Metals 15.0%
Holdings Details
A globally diversified Core Portfolio blending stocks, bonds, and gold ETFs for balanced growth and risk management across asset classes.
AssetTypeAllocationTER
EUNA.XETRA
iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc)IE00BDBRDM35
ETF
30.0%0.1%
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
25.0%0.19%
XDEV.XETRA
Xtrackers MSCI World Value UCITS ETF 1CIE00BL25JM42
ETF
15.0%0.25%
XDWT.XETRA
Xtrackers MSCI World Information Technology UCITS ETF 1CIE00BM67HT60
ETF
15.0%0.25%
8PSG.F
Invesco Physical Gold ETCIE00B579F325
ETF
15.0%0.12%
Total100.0%0.17%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €20,358.59
Histogram of Monthly Returns
The portfolio had a positive return during 54 of the 82 months (66%)
Monthly Returns Heatmap
Best month: +6.8% • Worst month: -6.0% • Best year: 2024 (+23.7%) • Worst year: 2022 (-13.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.6%+2.3%-5.9%+1.8%--------+0.5%
2025+3.2%-1.3%-4.9%-1.7%+4.4%+1.3%+4.2%-0.0%+4.9%+5.5%-0.5%+1.0%+16.8%
2024+2.7%+2.5%+3.7%-1.3%+1.6%+4.8%-0.2%+0.1%+1.7%+1.5%+4.5%+0.0%+23.7%
2023+4.9%-0.0%+2.2%-0.5%+3.8%+1.5%+1.5%-0.2%-1.9%-1.3%+4.9%+3.0%+19.3%
2022-3.8%-1.1%+2.5%-2.3%-2.7%-4.7%+6.8%-2.1%-5.1%+1.9%+1.2%-4.0%-13.1%
2021+0.4%+0.3%+3.7%+1.0%+0.4%+2.9%+1.3%+2.0%-1.7%+3.0%+1.5%+2.9%+19.0%
2020+1.7%-4.7%-6.0%+6.4%+1.7%+2.0%+0.2%+3.2%-0.8%-1.9%+4.2%+2.1%+7.6%
2019-------0.2%+0.6%+1.4%+0.4%+2.2%+1.2%+5.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +20.62% • The longest drawdown period lasted for 1 year and 10 months and was between January 2022 and November 2023. It reached a trough of -13.4%.

Detailed Metrics

Returns
Total Return
+103.59%
Annualized Return
+11.21%
Avg Monthly Return
+0.91%
Risk
Volatility (Annual)
+11.48%
Max Drawdown
+20.62%
Positive Months
66%
Average Drawdown
-3.9%
Risk-Adjusted
Sharpe Ratio
0.80
Risk-free rate: 2.0%
Sortino Ratio
0.75
Downside risk adjusted
Return/Volatility
0.98
Calmar Ratio
0.54
Return/Max Drawdown
Ulcer Index
5.02
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
20,358.59
Backtest Period
2019-07-25 to 2026-04-02
6.7 years
Rebalancing
none
Base Currency
EUR