HomePortfoliosGlobal Barbell Portfolio

Global Barbell Portfolio

Created byuser-r2wv47
Optimize
None Rebalancing
EUR
Moderate Risk
2.1yr backtest

Performance Summary

Total Return+23.20%
Annualized Return+10.59%
Volatility+10.27%
Sharpe Ratio0.84
Max Drawdown+11.68%

Holdings

Asset Allocation

Asset Class

Equity 85.0%Bonds 15.0%
Holdings Details
Global Barbell ETF portfolio: 70% diversified world stocks plus 30% split between long-term US Treasuries and gold for balanced growth and stability.
AssetTypeAllocationTER
CSPX.LSE
iShares Core S&P 500 UCITS ETF USD (Acc) • IE00B5BMR087
ETF
40.0%0.07%
EXUS.LSE
Xtrackers MSCI World ex USA UCITS ETF 1C • IE0006WW1TQ4
ETF
30.0%0.15%
DTLA.LSE
iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) • IE00BFM6TC58
ETF
15.0%0.07%
SGLN.US
SurgLine International Inc • US8688481022
STOCK
15.0%-
Total100.0%0.08%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €12,320.05
Histogram of Monthly Returns
The portfolio had a positive return during 20 of the 26 months (77%)
Monthly Returns Heatmap
Best month: +4.1% • Worst month: -6.5% • Best year: 2025 (+17.4%) • Worst year: 2026 (-1.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.6%+1.8%-6.5%+1.8%---------1.5%
2025+2.8%-0.6%-2.6%+0.8%+4.1%+3.3%+0.9%+1.7%+2.4%+1.8%+0.4%+1.2%+17.4%
2024--+1.7%-3.2%+2.6%+2.4%+1.4%+2.0%+1.6%-2.5%+2.8%-2.2%+6.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +11.68% • The longest drawdown period lasted for 2 months and was between February 2025 and May 2025. It reached a trough of -11.7%.

Detailed Metrics

Returns
Total Return
+23.20%
Annualized Return
+10.59%
Avg Monthly Return
+0.83%
Risk
Volatility (Annual)
+10.27%
Max Drawdown
+11.68%
Positive Months
77%
Average Drawdown
-1.7%
Risk-Adjusted
Sharpe Ratio
0.84
Risk-free rate: 2.0%
Sortino Ratio
0.79
Downside risk adjusted
Return/Volatility
1.03
Calmar Ratio
0.91
Return/Max Drawdown
Ulcer Index
2.20
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,320.05
Backtest Period
2024-03-06 to 2026-04-02
2.1 years
Rebalancing
none
Base Currency
EUR