HomePortfoliosGardner + Quant strategy

Gardner + Quant strategy

Created byuser-7e98oc
Optimize
Annual Rebalancing
EUR
Moderate Risk
3.7yr backtest

Performance Summary

Total Return+48.66%
Annualized Return+11.19%
Volatility+10.64%
Sharpe Ratio0.86
Max Drawdown+16.88%

Holdings

Asset Allocation

Asset Class

Equity 80.0%Bonds 15.0%Precious Metals 5.0%
Holdings Details
Diversified ETF portfolio blending global stocks, US quality factor equities, bonds, and gold for a balanced, long-term investment strategy.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) Accumulating • IE00BK5BQT80
ETF
65.0%0.19%
QDVB.XETRA
iShares Edge MSCI USA Quality Factor UCITS ETF • IE00BD1F4L37
ETF
15.0%0.2%
VAGF.XETRA
Vanguard Global Aggregate Bond UCITS ETF EUR Hedged Accumulating • IE00BG47KH54
ETF
10.0%0.08%
IGLD.XETRA
iShares Physical Gold EUR Hedged ETC • IE0009JOT9U1
ETF
5.0%0.25%
IUAE.LSE
iShares US Aggregate Bond UCITS ETF EUR Hedged (Acc) • IE00BDFJYM28
ETF
5.0%0.3%
Total100.0%0.19%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €14,866.15
Histogram of Monthly Returns
The portfolio had a positive return during 33 of the 46 months (72%)
Monthly Returns Heatmap
Best month: +5.5% • Worst month: -5.6% • Best year: 2024 (+21.6%) • Worst year: 2022 (-4.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.4%+1.9%-5.2%+1.7%---------0.5%
2025+3.8%-1.7%-5.6%-2.8%+4.3%+0.7%+3.7%+0.0%+3.1%+3.6%+0.2%+0.5%+9.8%
2024+2.5%+3.1%+3.3%-1.7%+1.2%+4.3%+0.4%+0.2%+1.7%+0.8%+5.5%-1.3%+21.6%
2023+4.5%-0.5%+1.0%+0.1%+1.9%+2.8%+2.2%-0.5%-1.9%-2.5%+5.1%+3.6%+16.9%
2022------+3.7%-1.9%-5.6%+2.8%+1.6%-4.5%-4.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +16.88% • The longest drawdown period lasted for 11 months and was between August 2022 and July 2023. It reached a trough of -11.3%.

Detailed Metrics

Returns
Total Return
+48.66%
Annualized Return
+11.19%
Avg Monthly Return
+0.91%
Risk
Volatility (Annual)
+10.64%
Max Drawdown
+16.88%
Positive Months
72%
Average Drawdown
-3.5%
Risk-Adjusted
Sharpe Ratio
0.86
Risk-free rate: 2.0%
Sortino Ratio
0.82
Downside risk adjusted
Return/Volatility
1.05
Calmar Ratio
0.66
Return/Max Drawdown
Ulcer Index
4.47
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€14,866.15
Backtest Period
2022-07-07 to 2026-04-02
3.7 years
Rebalancing
annual
Base Currency
EUR