Optimize
Annual Rebalancing
EUR
Low Risk
4.9yr backtest

Performance Summary

Total Return+37.03%
Annualized Return+6.67%
Volatility+7.77%
Sharpe Ratio0.60
Max Drawdown+14.68%

Holdings

Asset Allocation

Asset Class

Equity 40.0%Bonds 40.0%Precious Metals 20.0%
Holdings Details
A balanced 40/40/20 ETF portfolio for global stocks, European bonds, and gold, designed for diversification and long-term stability.
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%
ZPRX.XETRA
SPDR MSCI Europe Small Cap Value Weighted UCITS ETFIE00BSPLC298
ETF
20.0%0.3%
PPFB.XETRA
iShares Physical Gold ETCIE00B4ND3602
ETF
20.0%0.12%
PRAB.XETRA
Amundi Prime Euro Government Bond 0-1Y UCITS ETF AccLU2233156582
ETF
20.0%0.05%
Total100.0%0.16%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €13,702.94
Histogram of Monthly Returns
The portfolio had a positive return during 40 of the 59 months (68%)
Monthly Returns Heatmap
Best month: +4.7% • Worst month: -5.9% • Best year: 2025 (+16.2%) • Worst year: 2022 (-11.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.6%+2.9%-5.9%+2.8%+2.5%-1.6%------+3.9%
2025+3.4%+0.8%-1.8%+0.4%+2.4%-0.5%+1.7%+0.1%+3.4%+2.8%+1.1%+1.4%+16.2%
2024+0.2%+0.3%+3.9%+0.1%+1.2%+0.2%+2.4%-0.0%+1.8%+0.6%+2.5%-1.2%+12.6%
2023+4.5%-1.0%+0.8%+0.1%+0.2%+0.4%+1.3%-0.6%-2.5%-0.4%+4.0%+3.9%+10.8%
2022-1.6%-0.6%+0.5%-1.1%-2.7%-4.3%+4.7%-3.4%-4.5%+1.4%+3.4%-3.0%-11.1%
2021-------+0.8%-1.7%+1.8%+0.2%+1.2%+2.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +14.68% • The longest drawdown period lasted for 2 years and 4 months and was between November 2021 and March 2024. It reached a trough of -14.7%.

Detailed Metrics

Returns
Total Return
+37.03%
Annualized Return
+6.67%
Avg Monthly Return
+0.56%
Risk
Volatility (Annual)
+7.77%
Max Drawdown
+14.68%
Positive Months
68%
Average Drawdown
-4.5%
Risk-Adjusted
Sharpe Ratio
0.60
Risk-free rate: 2.0%
Sortino Ratio
0.59
Downside risk adjusted
Return/Volatility
0.86
Calmar Ratio
0.45
Return/Max Drawdown
Ulcer Index
5.65
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
13,702.94
Backtest Period
2021-08-03 to 2026-06-19
4.9 years
Rebalancing
annual
Base Currency
EUR
GB_Mod | ETF Backtest