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GB Growth World

Optimize
None Rebalancing
EUR
Moderate Risk
6.8yr backtest

Performance Summary

Total Return+108.46%
Annualized Return+11.47%
Volatility+12.11%
Sharpe Ratio0.78
Max Drawdown+24.46%

Holdings

Asset Allocation

Asset Class

Equity 60.0%Bonds 20.0%Precious Metals 20.0%
Holdings Details
Diversified ETF portfolio blending global stocks, US small-cap value, Eurozone bonds, and gold for balanced growth across 60/20/20 asset allocation.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
40.0%0.19%
ZPRV.XETRA
SPDR MSCI USA Small Cap Value Weighted UCITS ETFIE00BSPLC413
ETF
20.0%0.3%
DBXF.XETRA
Xtrackers Eurozone Government Bond 15-30 UCITS ETF 1CLU0290357507
ETF
20.0%0.15%
4GLD.XETRA
Xetra-GoldDE000A0S9GB0
ETF
20.0%0%
Total100.0%0.17%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €20,845.96
Histogram of Monthly Returns
The portfolio had a positive return during 56 of the 82 months (68%)
Monthly Returns Heatmap
Best month: +7.8% • Worst month: -9.8% • Best year: 2024 (+21.2%) • Worst year: 2022 (-11.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.7%+3.6%-6.0%+4.4%--------+6.5%
2025+4.9%-1.9%-4.4%-3.0%+3.6%-0.3%+3.9%+1.2%+4.4%+4.0%+1.9%+1.0%+15.8%
2024+0.9%+1.8%+4.9%-1.3%+0.8%+2.2%+3.4%-0.9%+2.3%+2.3%+6.2%-2.9%+21.2%
2023+5.8%-0.7%-0.8%-0.9%+1.5%+2.5%+2.7%-0.8%-2.5%-1.6%+4.4%+5.4%+15.5%
2022-3.3%+0.4%+2.4%-1.6%-3.5%-4.8%+7.8%-2.1%-5.1%+3.0%+1.4%-5.3%-11.0%
2021+2.0%+0.6%+4.7%+0.7%+1.4%+1.6%+1.1%+1.6%-1.1%+3.0%+0.7%+2.3%+20.1%
2020+1.0%-4.9%-9.8%+7.8%+1.2%+2.1%+1.3%+2.4%-0.6%+0.3%+4.9%+2.0%+6.6%
2019------+0.8%+0.9%+1.5%-0.4%+1.8%+1.3%+6.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +24.46% • The longest drawdown period lasted for 2 years and was between November 2021 and December 2023. It reached a trough of -12.8%.

Detailed Metrics

Returns
Total Return
+108.46%
Annualized Return
+11.47%
Avg Monthly Return
+0.95%
Risk
Volatility (Annual)
+12.11%
Max Drawdown
+24.46%
Positive Months
68%
Average Drawdown
-4.5%
Risk-Adjusted
Sharpe Ratio
0.78
Risk-free rate: 2.0%
Sortino Ratio
0.72
Downside risk adjusted
Return/Volatility
0.95
Calmar Ratio
0.47
Return/Max Drawdown
Ulcer Index
5.65
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
20,845.96
Backtest Period
2019-07-25 to 2026-04-30
6.8 years
Rebalancing
none
Base Currency
EUR
GB Growth World | +11.5% CAGR | ETF Backtest