HomePortfoliosFit 2

Fit 2

Created byuser-dqaxw8
Optimize
Annual Rebalancing
EUR
Low Risk
Multi-currency
14.5yr backtest

Performance Summary

Total Return+199.54%
Annualized Return+7.85%
Volatility+7.89%
Sharpe Ratio0.74
Max Drawdown+19.67%

Holdings

Asset Allocation

Asset Class

Equity 42.0%Bonds 32.0%Precious Metals 16.0%Commodities 10.0%
Holdings Details
Diversified ETF portfolio blending global stocks, bonds, gold, and commodities for balanced growth across major asset classes.
AssetTypeAllocationTER
IUSQ.XETRA
iShares MSCI ACWI UCITS ETF USD (Acc) • IE00B6R52259
ETF
28.0%0.2%
4GLD.XETRA
Xetra-Gold • DE000A0S9GB0
ETF
16.0%0%
LYQ6.XETRA
Amundi Euro Government Bond 10-15Y UCITS ETF Acc • LU1650489385
ETF
16.0%0.15%
IWDA.LSE
iShares Core MSCI World UCITS ETF USD (Acc) • IE00B4L5Y983
ETF
14.0%0.2%
LYQ7.XETRA
Amundi Euro Government Inflation-Linked Bond UCITS ETF Acc • LU1650491282
ETF
10.0%0.09%
EXXY.XETRA
iShares Diversified Commodity Swap UCITS ETF (DE) • DE000A0H0728
ETF
10.0%0.46%
EUN5.XETRA
iShares Core EUR Corporate Bond UCITS ETF (Dist) • IE00B3F81R35
ETF
6.0%0.09%
Total100.0%0.17%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €29,953.82
Histogram of Monthly Returns
The portfolio had a positive return during 114 of the 175 months (65%)
Monthly Returns Heatmap
Best month: +6.2% • Worst month: -6.9% • Best year: 2019 (+19.7%) • Worst year: 2022 (-8.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.3%+2.2%-3.2%+3.6%--------+6.0%
2025+3.5%-0.5%-2.8%-1.7%+2.2%-0.4%+2.5%+0.1%+3.5%+3.6%+1.1%+0.6%+12.2%
2024+1.4%+1.1%+3.6%-0.0%+0.3%+2.4%+0.7%-0.1%+2.2%+1.4%+4.0%-0.8%+17.4%
2023+3.3%-1.2%+1.5%-0.4%+1.4%+0.9%+1.8%-0.3%-1.9%-0.3%+2.9%+2.8%+11.1%
2022-1.3%+0.3%+3.2%-0.4%-2.9%-4.5%+6.2%-2.4%-4.5%+1.2%+1.5%-4.3%-8.1%
2021+0.9%+0.3%+3.1%+1.2%+1.1%+1.7%+2.1%+1.2%-0.5%+2.5%+0.3%+2.0%+17.0%
2020+1.1%-4.1%-6.9%+5.0%+1.2%+1.8%+1.5%+2.2%-0.7%-0.5%+2.6%+1.6%+4.4%
2019+4.7%+1.6%+1.8%+1.5%-2.0%+3.5%+3.0%+0.9%+0.9%-0.1%+1.2%+1.2%+19.7%
2018+0.1%-0.7%-1.2%+2.2%+1.7%-0.7%+0.2%-0.0%+0.4%-1.8%+0.4%-3.1%-2.6%
2017-0.8%+3.6%-0.7%-0.4%-1.2%-1.4%-0.3%+0.5%+0.7%+2.5%-0.5%+0.6%+2.6%
2016-1.7%+2.1%+0.1%+1.1%+1.5%+2.3%+1.8%-0.7%+0.5%-0.6%+1.0%+1.7%+9.4%
2015+5.6%+2.9%+1.9%-1.8%+0.4%-3.1%+0.1%-4.7%-1.4%+5.4%+1.1%-3.5%+2.5%
2014+0.8%+2.8%-0.1%+0.8%+1.7%+2.0%+0.4%+2.6%+0.2%-0.1%+2.0%+0.6%+14.4%
2013+0.2%+1.3%+2.7%-1.1%+0.0%-4.7%+2.3%+0.1%+0.0%+2.2%-0.1%-0.8%+2.0%
2012+3.4%+1.1%-0.6%-1.1%-0.4%-0.1%+4.9%+1.0%+1.2%-1.2%+1.0%-0.8%+8.6%
2011---------+2.1%-1.4%+0.6%+1.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +19.67% • The longest drawdown period lasted for 1 year and 10 months and was between March 2022 and January 2024. It reached a trough of -10.8%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (6.0% of total allocation)

Total Dividends Received

€249.28

24 payments

Dividend Yield

0.10%

(annualized)

Avg Per Payment

€10.39

per event

All dividends are automatically reinvested at the payment date. The portfolio value shown includes the compounding effect of dividend reinvestment.

Annual Breakdown
Dividend income per calendar year
YearDividends
2026€28.45
2025€50.68
2024€44.57
2023€30.84
2022€9.10
2021€8.63
2020€8.89
2019€10.06
2018€8.48
2017€13.37
2016€13.43
2015€6.81
2014€15.98
Total€249.28

Detailed Metrics

Returns
Total Return
+199.54%
Annualized Return
+7.85%
Avg Monthly Return
+0.65%
Risk
Volatility (Annual)
+7.89%
Max Drawdown
+19.67%
Positive Months
65%
Average Drawdown
-3.2%
Risk-Adjusted
Sharpe Ratio
0.74
Risk-free rate: 2.0%
Sortino Ratio
0.70
Downside risk adjusted
Return/Volatility
0.99
Calmar Ratio
0.40
Return/Max Drawdown
Ulcer Index
4.23
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€29,953.82
Backtest Period
2011-10-21 to 2026-04-30
14.5 years
Rebalancing
annual
Base Currency
EUR