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CTo fortuneo

Created byuser-9qu4v8

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None Rebalancing

EUR

Low Risk

3.0yr backtest

Performance Summary

Total Return+38.17%

Annualized Return+11.26%

Volatility+7.68%

Sharpe Ratio1.21

Max Drawdown+7.70%

Holdings

Asset Allocation

Asset Class

Bonds 50.0%Equity 30.0%Precious Metals 20.0%

Holdings Details

A diversified ETF portfolio blending US corporate bonds, S&P 500 equities, and physical gold for balanced growth and stability.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
UEF8.XETRA UBS BBG US Liquid Corp 1-5 UCITS ETF hEUR acc • LU1048315243	LU1048315243	Acc	ETF	50.0%	0.19%
MWOQ.XETRA Amundi S&P 500 Equal Weight ESG UCITS ETF EUR Hedged Acc • IE000M86QRT4	IE000M86QRT4	Acc	ETF	30.0%	0.2%
GLDA.F Amundi Physical Gold ETC C EUR • FR0013416716	FR0013416716	Acc	ETC	20.0%	0.12%
Total		Total			100.0%	0.18%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €13,816.53

Histogram of Monthly Returns

The portfolio had a positive return during 29 of the 38 months (76%)

Monthly Returns Heatmap

Best month: +3.7% • Worst month: -5.8% • Best year: 2025 (+17.4%) • Worst year: 2026 (+3.0%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+3.7%	+3.2%	-5.8%	+1.5%	+0.5%	-2.7%	+0.3%	+2.5%	-	-	-	-	+3.0%
2025	+3.4%	+0.3%	-0.1%	-0.1%	+1.2%	+0.5%	+1.1%	+1.5%	+3.2%	+1.8%	+1.9%	+1.6%	+17.4%
2024	+0.1%	+0.1%	+3.6%	-0.5%	+0.3%	+0.8%	+2.5%	+1.5%	+2.0%	+0.9%	+1.3%	-2.1%	+10.8%
2023	-	-	-	-	-	-	+0.2%	-1.2%	-2.1%	-0.4%	+3.7%	+3.0%	+3.1%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +7.70% • The longest drawdown period lasted for 5 months and was between March 2026 and August 2026. It reached a trough of -7.7%.

Detailed Metrics

Returns

Total Return

+38.17%

Annualized Return

+11.26%

Avg Monthly Return

+0.87%

Risk

Volatility (Annual)

+7.68%

Max Drawdown

+7.70%

Positive Months

76%

Average Drawdown

-1.8%

Risk-Adjusted

Sharpe Ratio

1.21

Risk-free rate: 2.0%

Sortino Ratio

1.20

Downside risk adjusted

Return/Volatility

1.47

Calmar Ratio

1.46

Return/Max Drawdown

Ulcer Index

2.41

Drawdown depth & duration

Martin Ratio

0.04

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€13,816.53

Backtest Period

2023-07-27 to 2026-08-07
3.0 years

Rebalancing

none

Base Currency

EUR