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Fit for retirement

The allocation aims at a safe withdrawal rate of 5%

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Annual Rebalancing
EUR
Low Risk
Multi-currency
7.5yr backtest

Performance Summary

Total Return+111.63%
Annualized Return+10.49%
Volatility+8.77%
Sharpe Ratio0.97
Max Drawdown+20.04%

Holdings

Asset Allocation

Asset Class

Equity 48.0%Bonds 26.0%Precious Metals 16.0%Commodities 10.0%
Holdings Details
Diversified retirement portfolio blending global stocks, bonds, gold, and commodities for a target 5% safe withdrawal rate.
AssetTypeAllocationTER
IUSQ.XETRA
iShares MSCI ACWI UCITS ETF USD (Acc)IE00B6R52259
ETF
28.0%0.2%
4GLD.XETRA
Xetra-GoldDE000A0S9GB0
ETF
16.0%0%
LYQ6.XETRA
Amundi Euro Government Bond 10-15Y UCITS ETF AccLU1650489385
ETF
16.0%0.15%
IS3S.XETRA
iShares Edge MSCI World Value Factor UCITS ETFIE00BP3QZB59
ETF
14.0%0.25%
ROLL.LSE
iShares Bloomberg Roll Select Commodity Swap UCITS ETF USDIE00BZ1NCS44
ETF
10.0%0.28%
LYQ7.XETRA
Amundi Euro Government Inflation-Linked Bond UCITS ETF AccLU1650491282
ETF
10.0%0.09%
XDWU.XETRA
Xtrackers MSCI World Utilities UCITS ETF 1CIE00BM67HQ30
ETF
6.0%0.25%
Total100.0%0.17%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €21,163.31
Histogram of Monthly Returns
The portfolio had a positive return during 66 of the 91 months (73%)
Monthly Returns Heatmap
Best month: +5.3% • Worst month: -8.0% • Best year: 2019 (+19.3%) • Worst year: 2022 (-5.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.2%+3.5%-3.6%+3.7%--------+7.9%
2025+3.8%+0.1%-2.3%-1.9%+2.3%-0.4%+2.6%+0.5%+3.6%+4.0%+1.5%+0.7%+15.1%
2024+1.3%+0.8%+4.2%+0.1%+0.5%+1.4%+1.4%-0.3%+2.3%+1.2%+3.7%-1.4%+16.4%
2023+3.3%-1.0%+1.2%-0.4%+1.0%+0.9%+2.0%-0.5%-1.6%-0.5%+2.8%+2.7%+10.3%
2022-0.6%+0.6%+3.1%+0.1%-2.4%-4.4%+5.3%-2.3%-4.8%+1.7%+2.0%-3.7%-5.8%
2021+1.3%+0.7%+3.9%+0.6%+1.3%+1.3%+1.9%+1.1%-0.3%+2.1%+0.1%+2.8%+18.2%
2020+1.0%-4.0%-8.0%+4.8%+1.1%+1.5%+0.8%+1.7%-0.3%-0.4%+3.0%+1.4%+1.8%
2019+4.6%+1.5%+1.9%+1.1%-2.1%+3.1%+3.1%+0.9%+1.7%-0.3%+1.1%+1.3%+19.3%
2018---------+1.1%+0.1%-3.0%-1.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +20.04% • The longest drawdown period lasted for 1 year and 9 months and was between April 2022 and January 2024. It reached a trough of -10.0%.

Detailed Metrics

Returns
Total Return
+111.63%
Annualized Return
+10.49%
Avg Monthly Return
+0.85%
Risk
Volatility (Annual)
+8.77%
Max Drawdown
+20.04%
Positive Months
73%
Average Drawdown
-3.2%
Risk-Adjusted
Sharpe Ratio
0.97
Risk-free rate: 2.0%
Sortino Ratio
0.88
Downside risk adjusted
Return/Volatility
1.20
Calmar Ratio
0.52
Return/Max Drawdown
Ulcer Index
4.22
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
21,163.31
Backtest Period
2018-10-11 to 2026-04-17
7.5 years
Rebalancing
annual
Base Currency
EUR
Fit for retirement | +10.5% CAGR | ETF Backtest