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Diversified Personal Long Term

Diversified Personal Long Term

Created byuser-tk39kb
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None Rebalancing
EUR
Moderate Risk
2.1yr backtest

Performance Summary

Total Return+33.82%
Annualized Return+15.26%
Volatility+12.56%
Sharpe Ratio1.06
Max Drawdown+18.46%

Holdings

Asset Allocation

Asset Class

Equity 86.0%Precious Metals 8.0%Commodities 6.0%
Holdings Details
Diversified long-term ETF portfolio with global stocks, emerging markets, and gold for stability and growth in EUR.
AssetTypeAllocationTER
SPYI.XETRA
SPDR MSCI All Country World Investable Market UCITS ETF (Acc) • IE00B3YLTY66
ETF
66.0%0.17%
EUNM.XETRA
iShares MSCI EM UCITS ETF (Acc) • IE00B4L5YC18
ETF
10.0%0.18%
EXUS.XETRA
Xtrackers MSCI World ex USA UCITS ETF 1C • IE0006WW1TQ4
ETF
10.0%0.15%
EWG2.STU
EUWAX Gold II • DE000EWG2LD7
ETF
8.0%0%
SXRS.XETRA
iShares Diversified Commodity Swap UCITS ETF • IE00BDFL4P12
ETF
6.0%0.19%
Total100.0%0.16%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €13,381.75
Histogram of Monthly Returns
The portfolio had a positive return during 19 of the 26 months (73%)
Monthly Returns Heatmap
Best month: +5.0% • Worst month: -5.3% • Best year: 2025 (+14.3%) • Worst year: 2026 (+2.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.4%+3.5%-5.3%+1.6%--------+2.9%
2025+4.6%-1.3%-5.0%-3.7%+4.8%+0.5%+4.1%+0.3%+3.9%+4.5%+0.4%+1.1%+14.3%
2024--+2.5%-0.5%+0.7%+3.6%+0.5%-0.5%+2.2%+0.7%+5.0%-1.0%+13.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +18.46% • The longest drawdown period lasted for 6 months and was between February 2025 and September 2025. It reached a trough of -18.5%.

Detailed Metrics

Returns
Total Return
+33.82%
Annualized Return
+15.26%
Avg Monthly Return
+1.17%
Risk
Volatility (Annual)
+12.56%
Max Drawdown
+18.46%
Positive Months
73%
Average Drawdown
-3.0%
Risk-Adjusted
Sharpe Ratio
1.06
Risk-free rate: 2.0%
Sortino Ratio
0.96
Downside risk adjusted
Return/Volatility
1.21
Calmar Ratio
0.83
Return/Max Drawdown
Ulcer Index
4.01
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€13,381.75
Backtest Period
2024-03-14 to 2026-04-02
2.1 years
Rebalancing
none
Base Currency
EUR