HomePortfolioscurrent IBKR

current IBKR

slightly optimized

Optimize
Annual Rebalancing
EUR
Moderate Risk
6.7yr backtest

Performance Summary

Total Return+126.82%
Annualized Return+12.94%
Volatility+13.46%
Sharpe Ratio0.81
Max Drawdown+27.23%

Holdings

Asset Allocation

Asset Class

Equity 80.0%Bonds 10.0%Precious Metals 10.0%
Holdings Details
Slightly optimized IBKR portfolio in EUR with diversified ETF holdings, annual rebalancing for consistent long-term growth and reduced management costs.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
69.0%0.19%
QDVE.XETRA
iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)IE00B3WJKG14
ETF
11.0%0.15%
EUNA.XETRA
iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc)IE00BDBRDM35
ETF
10.0%0.1%
EGLN.LSE
iShares Physical Gold ETCIE00B4ND3602
ETF
10.0%0.12%
Total100.0%0.17%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €22,681.75
Histogram of Monthly Returns
The portfolio had a positive return during 54 of the 82 months (66%)
Monthly Returns Heatmap
Best month: +8.1% • Worst month: -7.9% • Best year: 2024 (+25.5%) • Worst year: 2022 (-12.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.9%+1.6%-5.4%+7.7%--------+5.6%
2025+3.6%-1.8%-5.7%-2.7%+5.0%+0.9%+4.5%-0.3%+4.0%+4.6%-0.3%+0.4%+12.3%
2024+2.7%+3.2%+3.7%-1.3%+1.4%+5.1%+0.0%-0.2%+2.0%+1.5%+5.5%-0.4%+25.5%
2023+4.8%-0.1%+1.7%-0.3%+3.5%+2.4%+2.2%-0.6%-1.9%-2.0%+5.3%+3.3%+19.7%
2022-4.3%-1.4%+3.5%-2.1%-3.4%-4.9%+7.9%-1.8%-5.4%+2.5%+1.1%-4.7%-12.9%
2021+0.6%+1.4%+4.7%+1.5%+0.1%+3.9%+1.3%+2.5%-1.8%+4.0%+1.3%+3.4%+25.1%
2020+0.9%-6.4%-7.9%+8.1%+1.9%+2.6%+0.5%+4.8%-1.2%-1.9%+5.9%+2.4%+8.7%
2019------+0.1%-0.5%+2.1%+0.2%+3.3%+2.1%+7.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +27.23% • The longest drawdown period lasted for 1 year and 6 months and was between January 2022 and July 2023. It reached a trough of -13.9%.

Detailed Metrics

Returns
Total Return
+126.82%
Annualized Return
+12.94%
Avg Monthly Return
+1.06%
Risk
Volatility (Annual)
+13.46%
Max Drawdown
+27.23%
Positive Months
66%
Average Drawdown
-4.4%
Risk-Adjusted
Sharpe Ratio
0.81
Risk-free rate: 2.0%
Sortino Ratio
0.74
Downside risk adjusted
Return/Volatility
0.96
Calmar Ratio
0.48
Return/Max Drawdown
Ulcer Index
5.67
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
22,681.75
Backtest Period
2019-07-25 to 2026-04-17
6.7 years
Rebalancing
annual
Base Currency
EUR