Optimize
Annual Rebalancing
EUR
Low Risk
Multi-currency
5.4yr backtest

Performance Summary

Total Return+65.06%
Annualized Return+9.77%
Volatility+9.90%
Sharpe Ratio0.78
Max Drawdown+14.55%

Holdings

Asset Allocation

Asset Class

Equity 70.0%Bonds 20.0%Precious Metals 10.0%
Holdings Details
A diversified ETF portfolio blending 70% global equities, 20% government bonds, and 10% gold for balanced, long-term growth across major markets.
AssetTypeAllocationTER
SWDA.LSE
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
55.0%0.2%
EGOV.LSE
UBS J.P. Morgan Global Gov ESG Liquid Bond UCITS ETF USD accLU1974693662
ETF
20.0%0.15%
EIMI.LSE
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)IE00BKM4GZ66
ETF
15.0%0.18%
WGLD.XETRA
WisdomTree Core Physical GoldDE000A3GNQ18
ETF
10.0%0.12%
Total100.0%0.18%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €16,505.67
Histogram of Monthly Returns
The portfolio had a positive return during 42 of the 65 months (65%)
Monthly Returns Heatmap
Best month: +6.6% • Worst month: -5.7% • Best year: 2024 (+20.7%) • Worst year: 2022 (-10.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.2%+2.8%-5.7%+6.3%+4.3%+0.2%-1.9%-----+8.0%
2025+2.9%-0.9%-5.0%-2.6%+3.7%+0.2%+3.6%+0.1%+3.5%+4.1%-0.0%+0.6%+10.2%
2024+1.8%+2.2%+3.5%-0.9%+0.7%+3.8%+0.8%-0.2%+2.0%+0.9%+4.9%-0.4%+20.7%
2023+4.1%-1.1%+1.2%-0.4%+1.9%+1.6%+2.2%-1.0%-1.4%-2.0%+4.3%+3.4%+13.3%
2022-2.9%-1.0%+2.5%-1.4%-3.3%-4.1%+6.6%-1.5%-4.7%+1.0%+1.9%-4.1%-10.9%
2021--+1.3%+0.9%+0.6%+2.9%+0.7%+1.8%-1.6%+3.4%+0.7%+2.4%+13.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +14.55% • The longest drawdown period lasted for 2 years and 1 month and was between November 2021 and January 2024. It reached a trough of -12.3%.

Detailed Metrics

Returns
Total Return
+65.06%
Annualized Return
+9.77%
Avg Monthly Return
+0.81%
Risk
Volatility (Annual)
+9.90%
Max Drawdown
+14.55%
Positive Months
65%
Average Drawdown
-3.9%
Risk-Adjusted
Sharpe Ratio
0.78
Risk-free rate: 2.0%
Sortino Ratio
0.73
Downside risk adjusted
Return/Volatility
0.99
Calmar Ratio
0.67
Return/Max Drawdown
Ulcer Index
4.80
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
16,505.67
Backtest Period
2021-03-15 to 2026-07-31
5.4 years
Rebalancing
annual
Base Currency
EUR
Div 1 | +9.8% CAGR | ETF Backtest