ESSAIS

Premier essais

Optimize
Annual Rebalancing
EUR
Moderate Risk
6.9yr backtest

Performance Summary

Total Return+145.03%
Annualized Return+13.85%
Volatility+14.76%
Sharpe Ratio0.80
Max Drawdown+30.92%

Holdings

Asset Allocation

Asset Class

Equity 92.0%Precious Metals 8.0%
Holdings Details
Diversified European ETF portfolio with annual rebalancing, designed for long-term wealth building with minimal maintenance and cost-effective asset allocation.
AssetTypeAllocationTER
PSP5.PA
Amundi PEA S&P 500 UCITS ETF AccFR0011871128
ETF
56.0%0.12%
ETZ.PA
BNP Paribas Easy STOXX Europe 600 UCITS ETFFR0011550193
ETF
18.0%0.19%
EUNM.XETRA
iShares MSCI EM UCITS ETF (Acc)IE00B4L5YC18
ETF
18.0%0.18%
GOLD-EUR.PA
Amundi Physical Gold ETC (C)FR0013416716
ETF
8.0%0.12%
Total100.0%0.14%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €24,502.63
Histogram of Monthly Returns
The portfolio had a positive return during 55 of the 84 months (65%)
Monthly Returns Heatmap
Best month: +9.0% • Worst month: -9.7% • Best year: 2021 (+28.6%) • Worst year: 2022 (-11.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.9%+2.1%-6.1%+8.5%--------+6.9%
2025+4.0%-1.4%-5.7%-3.5%+5.2%+0.8%+4.4%-0.3%+4.1%+4.5%-0.0%+0.6%+12.6%
2024+2.7%+3.5%+4.0%-0.8%+1.1%+4.8%+0.2%-0.4%+2.2%+1.2%+5.2%-0.2%+25.9%
2023+5.1%-0.3%+0.8%-0.0%+2.1%+2.9%+2.6%-0.9%-1.8%-2.5%+5.1%+3.0%+16.9%
2022-3.6%-2.0%+3.7%-1.6%-3.2%-5.3%+7.9%-1.5%-5.6%+2.7%+1.8%-5.1%-11.9%
2021+1.3%+2.0%+5.6%+1.8%+0.3%+3.8%+0.9%+2.9%-2.1%+4.7%+0.8%+3.6%+28.6%
2020+0.5%-7.4%-9.7%+9.0%+1.5%+2.5%+1.1%+4.5%-1.2%-1.8%+7.0%+2.1%+6.5%
2019-----0.8%+4.2%+3.4%-1.1%+2.5%+0.2%+3.6%+2.1%+14.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +30.92% • The longest drawdown period lasted for 1 year and 10 months and was between January 2022 and November 2023. It reached a trough of -14.0%.

Detailed Metrics

Returns
Total Return
+145.03%
Annualized Return
+13.85%
Avg Monthly Return
+1.13%
Risk
Volatility (Annual)
+14.76%
Max Drawdown
+30.92%
Positive Months
65%
Average Drawdown
-4.7%
Risk-Adjusted
Sharpe Ratio
0.80
Risk-free rate: 2.0%
Sortino Ratio
0.72
Downside risk adjusted
Return/Volatility
0.94
Calmar Ratio
0.45
Return/Max Drawdown
Ulcer Index
6.11
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
24,502.63
Backtest Period
2019-05-28 to 2026-04-24
6.9 years
Rebalancing
annual
Base Currency
EUR