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EU Golden Butterfly

Optimize
Annual Rebalancing
EUR
Low Risk
11.2yr backtest

Performance Summary

Total Return+94.58%
Annualized Return+6.15%
Volatility+7.56%
Sharpe Ratio0.55
Max Drawdown+18.45%

Holdings

Asset Allocation

Asset Class

Equity 40.0%Bonds 20.0%Precious Metals 20.0%Money Market 20.0%
Holdings Details
Diversified ETF portfolio blending global stocks, European small-cap, bonds, gold, and cash for robust all-market performance.
AssetTypeAllocationTER
SPYI.XETRA
SPDR MSCI All Country World Investable Market UCITS ETF (Acc)IE00B3YLTY66
ETF
20.0%0.17%
LYXF.XETRA
Amundi Euro Government Bond 15+Y UCITS ETF AccLU1287023268
ETF
20.0%0.15%
8PSG.F
Invesco Physical Gold ETCIE00B579F325
ETF
20.0%0.12%
ZPRX.XETRA
SPDR MSCI Europe Small Cap Value Weighted UCITS ETFIE00BSPLC298
ETF
20.0%0.3%
XEON.XETRA
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1CLU0290358497
ETF
20.0%0.1%
Total100.0%0.17%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €19,457.83
Histogram of Monthly Returns
The portfolio had a positive return during 89 of the 135 months (66%)
Monthly Returns Heatmap
Best month: +5.5% • Worst month: -8.2% • Best year: 2019 (+19.1%) • Worst year: 2022 (-10.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.3%+3.4%-5.9%+4.0%--------+4.5%
2025+3.4%+0.5%-1.6%+0.4%+2.4%-0.4%+1.8%+0.0%+3.6%+2.6%+0.9%+1.3%+15.9%
2024+0.4%+0.2%+3.9%+0.5%+1.1%+0.1%+2.3%+0.1%+1.8%+0.7%+2.1%-0.9%+12.9%
2023+4.5%-1.1%+0.9%+0.1%+0.3%+0.5%+1.1%-0.6%-2.5%-0.4%+4.1%+3.6%+10.7%
2022-1.4%-0.5%+0.1%-0.8%-2.5%-4.6%+4.8%-3.3%-4.6%+1.4%+3.5%-2.9%-10.8%
2021-0.1%+0.1%+2.9%+1.0%+1.5%-0.6%+2.2%+1.4%-2.0%+2.1%+0.2%+1.3%+10.2%
2020+1.3%-2.5%-8.2%+5.5%+0.6%+1.7%+1.7%+1.1%-0.4%-0.7%+3.4%+2.4%+5.4%
2019+4.4%+1.6%+1.1%+1.6%-2.0%+3.8%+1.7%+2.5%+0.7%+0.0%+0.9%+1.5%+19.1%
2018+0.3%-0.9%-0.7%+1.7%+0.7%-1.0%+0.3%-0.3%-0.4%-1.8%-0.5%-1.5%-4.1%
2017-0.6%+2.7%+0.1%+0.9%-0.7%-2.0%+0.2%+0.6%+0.9%+0.9%-0.2%+0.9%+3.6%
2016-1.7%+3.5%+0.5%+1.2%+0.3%+1.3%+2.3%-0.1%-0.0%-1.2%-0.5%+1.7%+7.4%
2015-+1.8%+2.1%-1.6%+0.5%-3.9%+1.1%-4.2%-0.8%+5.0%+0.8%-2.8%-2.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +18.45% • The longest drawdown period lasted for 2 years and 4 months and was between November 2021 and March 2024. It reached a trough of -14.5%.

Detailed Metrics

Returns
Total Return
+94.58%
Annualized Return
+6.15%
Avg Monthly Return
+0.52%
Risk
Volatility (Annual)
+7.56%
Max Drawdown
+18.45%
Positive Months
66%
Average Drawdown
-3.8%
Risk-Adjusted
Sharpe Ratio
0.55
Risk-free rate: 2.0%
Sortino Ratio
0.51
Downside risk adjusted
Return/Volatility
0.81
Calmar Ratio
0.33
Return/Max Drawdown
Ulcer Index
4.92
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
19,457.83
Backtest Period
2015-02-20 to 2026-04-17
11.2 years
Rebalancing
annual
Base Currency
EUR
EU Golden Butterfly | 11-Year Backtest