Optimize
None Rebalancing
EUR
Moderate Risk
13.4yr backtest

Performance Summary

Total Return+218.63%
Annualized Return+9.04%
Volatility+11.96%
Sharpe Ratio0.59
Max Drawdown+27.41%

Holdings

Asset Allocation

Asset Class

Equity 70.0%Bonds 15.0%Precious Metals 15.0%
Holdings Details
A diversified ETF portfolio blending 70% global equities, 15% Eurozone bonds, and 15% gold for balanced, multi-asset exposure.
AssetTypeAllocationTER
IWDE.LSE
iShares MSCI World EUR Hedged UCITS ETF (Acc)IE00B441G979
ETF
70.0%0.55%
IE0031080751
iShares Euro Government Bond Index Fund (IE) Flexible Acc EURIE0031080751
FUND
15.0%0.15%
GBSE.XETRA
WisdomTree Physical Gold - EUR Daily HedgedJE00B8DFY052
ETF
15.0%0.25%
Total100.0%0.45%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €31,862.64
Histogram of Monthly Returns
The portfolio had a positive return during 111 of the 162 months (69%)
Monthly Returns Heatmap
Best month: +8.4% • Worst month: -8.6% • Best year: 2019 (+20.5%) • Worst year: 2022 (-17.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.1%+1.3%-7.1%+7.7%+4.2%-1.5%-0.5%+4.5%----+10.5%
2025+3.7%-2.3%-3.6%+0.1%+5.2%+3.0%+2.2%+1.3%+3.2%+2.8%+0.6%+1.2%+18.6%
2024+1.5%+3.0%+3.7%-2.2%+2.1%+3.3%+0.9%+1.1%+1.9%-0.2%+3.8%-1.6%+18.5%
2023+5.4%-1.4%+2.2%+1.3%-0.4%+4.5%+2.5%-1.5%-3.7%-2.3%+7.0%+4.3%+19.0%
2022-5.4%-1.0%+3.1%-6.2%-2.2%-6.9%+6.1%-2.9%-6.7%+4.2%+3.0%-2.8%-17.3%
2021-0.3%+1.1%+3.3%+3.2%+1.7%+1.0%+1.8%+1.9%-2.9%+3.9%-0.8%+2.9%+18.0%
2020+0.6%-7.6%-8.6%+7.4%+3.2%+2.4%+3.5%+4.9%-2.2%-2.7%+8.4%+3.1%+11.4%
2019+5.7%+2.6%+1.0%+2.6%-4.1%+5.0%+1.8%-1.8%+1.7%+1.0%+2.5%+1.3%+20.5%
2018+2.5%-2.6%-2.5%+2.0%+0.2%+0.0%+1.9%+0.6%+0.7%-5.7%+0.3%-5.6%-8.4%
2017+0.4%+3.1%+0.5%+1.0%+1.0%-0.3%+1.3%+0.3%+1.4%+2.2%+1.0%+1.2%+13.8%
2016-4.6%+0.8%+3.6%+0.2%+1.2%-0.3%+3.4%+0.2%+0.3%-1.3%+1.1%+2.1%+6.6%
2015+0.1%+4.0%-0.2%+0.4%+0.3%-2.6%+1.8%-4.8%-3.5%+6.9%-0.0%-1.7%+0.0%
2014-2.1%+4.0%-0.3%+0.5%+1.6%+1.9%-0.6%+1.9%-1.0%+0.1%+2.7%-0.0%+9.0%
2013--+0.3%+1.0%+0.8%-4.3%+4.5%-1.1%+2.2%+3.5%+0.7%+0.9%+8.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +27.41% • The longest drawdown period lasted for 2 years and 1 month and was between January 2022 and February 2024. It reached a trough of -22.3%.

Detailed Metrics

Returns
Total Return
+218.63%
Annualized Return
+9.04%
Avg Monthly Return
+0.77%
Risk
Volatility (Annual)
+11.96%
Max Drawdown
+27.41%
Positive Months
69%
Average Drawdown
-4.3%
Risk-Adjusted
Sharpe Ratio
0.59
Risk-free rate: 2.0%
Sortino Ratio
0.54
Downside risk adjusted
Return/Volatility
0.76
Calmar Ratio
0.33
Return/Max Drawdown
Ulcer Index
6.07
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
31,862.64
Backtest Period
2013-03-25 to 2026-08-13
13.4 years
Rebalancing
none
Base Currency
EUR
Cucu | +9.0% CAGR | ETF Backtest