HomePortfolioscurrent optimized 2

current optimized 2

corp bond

Optimize
Annual Rebalancing
EUR
Moderate Risk
Multi-currency
6.7yr backtest

Performance Summary

Total Return+115.71%
Annualized Return+12.11%
Volatility+11.52%
Sharpe Ratio0.88
Max Drawdown+19.59%

Holdings

Asset Allocation

Asset Class

Equity 55.0%Bonds 25.0%Precious Metals 20.0%
Holdings Details
Optimized corporate bond portfolio rebalanced annually for steady income and capital preservation with diversified fixed income exposure.
AssetTypeAllocationTER
VWRA.LSE
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
44.0%0.19%
AGGU.LSE
iShares Core Global Aggregate Bond UCITS ETF USD Hedged (Acc)IE00BZ043R46
ETF
25.0%0.1%
IGLN.LSE
iShares Physical Gold ETCIE00B4ND3602
ETF
20.0%0.12%
IUIT.LSE
iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)IE00B3WJKG14
ETF
11.0%0.15%
Total100.0%0.15%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €21,571.21
Histogram of Monthly Returns
The portfolio had a positive return during 54 of the 82 months (66%)
Monthly Returns Heatmap
Best month: +6.6% • Worst month: -5.3% • Best year: 2024 (+25.2%) • Worst year: 2022 (-8.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.1%+3.0%-5.3%+6.1%--------+5.7%
2025+3.1%-1.0%-4.3%-2.4%+3.0%-0.9%+3.5%+1.0%+4.5%+4.3%+0.7%+0.1%+12.0%
2024+2.7%+1.9%+3.9%-0.3%+0.8%+4.5%+0.3%-0.3%+2.0%+2.1%+4.6%+0.7%+25.2%
2023+4.2%+0.3%+1.9%-0.7%+3.5%+0.9%+1.7%-0.2%-1.5%-0.6%+3.9%+2.6%+17.1%
2022-2.7%-0.2%+3.0%-0.6%-3.6%-2.9%+6.5%-1.1%-3.8%+0.9%-0.8%-3.3%-8.6%
2021+0.2%-0.2%+4.1%+0.7%+0.6%+2.9%+1.5%+1.9%-1.1%+3.1%+1.6%+2.3%+19.0%
2020+3.1%-4.6%-4.9%+6.6%+1.5%+1.5%-0.3%+4.5%-1.9%-1.5%+1.6%+3.1%+8.2%
2019------+0.5%+0.3%+1.5%-0.2%+2.6%+0.8%+5.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +19.59% • The longest drawdown period lasted for 11 months and was between August 2022 and July 2023. It reached a trough of -10.7%.

Detailed Metrics

Returns
Total Return
+115.71%
Annualized Return
+12.11%
Avg Monthly Return
+0.98%
Risk
Volatility (Annual)
+11.52%
Max Drawdown
+19.59%
Positive Months
66%
Average Drawdown
-3.2%
Risk-Adjusted
Sharpe Ratio
0.88
Risk-free rate: 2.0%
Sortino Ratio
0.83
Downside risk adjusted
Return/Volatility
1.05
Calmar Ratio
0.62
Return/Max Drawdown
Ulcer Index
4.14
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
21,571.21
Backtest Period
2019-07-26 to 2026-04-17
6.7 years
Rebalancing
annual
Base Currency
EUR