HomePortfolioscurrent optimized hedged plus bonds and gold

current optimized hedged plus bonds and gold

optimized hedged plus bonds and gold

Optimize
Annual Rebalancing
EUR
Low Risk
8.3yr backtest

Performance Summary

Total Return+119.49%
Annualized Return+9.89%
Volatility+9.49%
Sharpe Ratio0.83
Max Drawdown+19.61%

Holdings

Asset Allocation

Asset Class

Equity 55.0%Bonds 25.0%Precious Metals 20.0%
Holdings Details
EUR-hedged diversified portfolio combining equities, bonds and gold with annual rebalancing for optimized risk management and inflation protection.
AssetTypeAllocationTER
IWDE.LSE
iShares MSCI World EUR Hedged UCITS ETF (Acc)IE00B441G979
ETF
50.0%0.55%
EUNA.XETRA
iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc)IE00BDBRDM35
ETF
25.0%0.1%
EGLN.LSE
iShares Physical Gold ETCIE00B4ND3602
ETF
20.0%0.12%
QDVE.XETRA
iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)IE00B3WJKG14
ETF
5.0%0.15%
Total100.0%0.33%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €21,948.92
Histogram of Monthly Returns
The portfolio had a positive return during 71 of the 101 months (70%)
Monthly Returns Heatmap
Best month: +6.2% • Worst month: -6.1% • Best year: 2019 (+20.0%) • Worst year: 2022 (-12.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.2%+1.8%-6.1%+6.2%--------+4.7%
2025+3.5%-1.1%-2.0%+0.0%+3.2%+1.5%+2.4%+1.0%+4.1%+3.2%+0.9%+0.7%+18.5%
2024+1.4%+2.0%+3.9%-1.0%+1.6%+3.1%+1.0%+0.9%+2.1%+1.0%+2.9%-0.9%+19.4%
2023+4.6%-1.3%+2.8%+0.6%+1.0%+2.0%+1.9%-0.9%-3.0%-0.6%+5.1%+3.2%+16.2%
2022-4.0%-0.0%+2.4%-3.6%-2.5%-4.4%+4.7%-2.4%-4.8%+1.8%+2.1%-2.0%-12.6%
2021-0.3%-0.6%+2.7%+2.3%+1.7%+0.8%+1.9%+1.4%-2.3%+3.1%+0.4%+2.5%+14.3%
2020+1.8%-4.8%-5.0%+5.9%+2.1%+2.1%+2.8%+3.1%-1.8%-1.9%+4.0%+2.6%+10.9%
2019+4.6%+2.1%+1.3%+1.9%-2.6%+4.4%+2.3%+0.3%+0.6%+0.8%+1.7%+1.3%+20.0%
2018+1.4%-1.5%-2.0%+1.6%+1.4%-0.6%+0.8%+0.7%+0.1%-3.2%+0.1%-3.1%-4.5%
2017-----------+0.5%+0.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +19.61% • The longest drawdown period lasted for 1 year and 11 months and was between December 2021 and December 2023. It reached a trough of -15.3%.

Detailed Metrics

Returns
Total Return
+119.49%
Annualized Return
+9.89%
Avg Monthly Return
+0.81%
Risk
Volatility (Annual)
+9.49%
Max Drawdown
+19.61%
Positive Months
70%
Average Drawdown
-3.5%
Risk-Adjusted
Sharpe Ratio
0.83
Risk-free rate: 2.0%
Sortino Ratio
0.75
Downside risk adjusted
Return/Volatility
1.04
Calmar Ratio
0.50
Return/Max Drawdown
Ulcer Index
4.71
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
21,948.92
Backtest Period
2017-12-14 to 2026-04-17
8.3 years
Rebalancing
annual
Base Currency
EUR