Optimize
None Rebalancing
EUR
Moderate Risk
Multi-currency
7.1yr backtest

Performance Summary

Total Return+140.29%
Annualized Return+13.08%
Volatility+13.65%
Sharpe Ratio0.81
Max Drawdown+29.04%

Holdings

Asset Allocation

Asset Class

Equity 85.0%Precious Metals 10.0%Bonds 5.0%
Holdings Details
Diversified ETF portfolio with 85% global stocks, 10% gold, and 5% bonds for balanced growth and stability across asset classes.
AssetTypeAllocationTER
IUSQ.XETRA
iShares MSCI ACWI UCITS ETF USD (Acc)IE00B6R52259
ETF
85.0%0.2%
IAU.US
iShares Gold TrustUS4642852044
ETF
10.0%0.25%
VAGU.LSE
Vanguard Global Aggregate Bond UCITS ETF USD Hedged AccumulatingIE00BG47KJ78
ETF
5.0%0.08%
Total100.0%0.20%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €24,028.72
Histogram of Monthly Returns
The portfolio had a positive return during 58 of the 87 months (67%)
Monthly Returns Heatmap
Best month: +8.6% • Worst month: -9.4% • Best year: 2021 (+25.3%) • Worst year: 2022 (-11.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.4%+3.0%-5.8%+6.7%+4.8%-0.1%-1.2%+3.7%----+13.6%
2025+4.4%-1.7%-5.8%-3.3%+5.0%+0.4%+4.2%+0.2%+3.9%+4.4%+0.2%+0.5%+12.5%
2024+2.6%+3.2%+4.0%-1.1%+0.9%+4.5%+0.6%-0.3%+1.9%+1.5%+5.8%-0.8%+25.0%
2023+4.8%-0.2%+0.7%-0.1%+2.3%+2.6%+2.4%-0.8%-1.5%-2.4%+4.9%+3.5%+17.0%
2022-4.1%-1.1%+3.4%-1.6%-3.4%-5.2%+8.2%-1.5%-5.2%+2.7%+1.3%-4.9%-11.6%
2021+0.7%+1.8%+5.1%+1.3%+0.4%+3.6%+1.0%+2.7%-1.8%+4.2%+0.6%+3.4%+25.3%
2020+0.3%-7.1%-9.4%+8.6%+1.7%+2.1%+0.4%+4.3%-1.1%-1.9%+6.6%+2.3%+5.6%
2019------0.7%+3.3%-0.7%+2.5%+0.1%+3.3%+1.9%+10.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +29.04% • The longest drawdown period lasted for 1 year and 10 months and was between January 2022 and November 2023. It reached a trough of -13.6%.

Detailed Metrics

Returns
Total Return
+140.29%
Annualized Return
+13.08%
Avg Monthly Return
+1.07%
Risk
Volatility (Annual)
+13.65%
Max Drawdown
+29.04%
Positive Months
67%
Average Drawdown
-4.4%
Risk-Adjusted
Sharpe Ratio
0.81
Risk-free rate: 2.0%
Sortino Ratio
0.73
Downside risk adjusted
Return/Volatility
0.96
Calmar Ratio
0.45
Return/Max Drawdown
Ulcer Index
5.78
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
24,028.72
Backtest Period
2019-06-20 to 2026-08-07
7.1 years
Rebalancing
none
Base Currency
EUR
Current | +13.1% CAGR | ETF Backtest