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Golden butterfly

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Annual Rebalancing
EUR
Moderate Risk
7.1yr backtest

Performance Summary

Total Return+121.27%
Annualized Return+11.91%
Volatility+10.31%
Sharpe Ratio0.96
Max Drawdown+17.30%

Holdings

Asset Allocation

Asset Class

Precious Metals 40.0%Equity 40.0%Bonds 20.0%
Holdings Details
Diversified ETF portfolio blending gold, global bonds, and worldwide stocks for balanced growth across multiple asset classes.
AssetTypeAllocationTER
4GLD.XETRA
Xetra-GoldDE000A0S9GB0
ETF
40.0%0%
VAGF.XETRA
Vanguard Global Aggregate Bond UCITS ETF EUR Hedged AccumulatingIE00BG47KH54
ETF
20.0%0.08%
IS3R.XETRA
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)IE00BP3QZ825
ETF
20.0%0.25%
IUSN.XETRA
iShares MSCI World Small Cap UCITS ETFIE00BF4RFH31
ETF
20.0%0.35%
Total100.0%0.14%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €22,126.68
Histogram of Monthly Returns
The portfolio had a positive return during 58 of the 86 months (67%)
Monthly Returns Heatmap
Best month: +6.8% • Worst month: -7.0% • Best year: 2024 (+24.2%) • Worst year: 2022 (-5.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+5.6%+3.8%-7.0%+3.7%+2.5%-1.0%-1.1%-----+6.1%
2025+5.4%-0.5%-1.1%-0.4%+2.0%-1.1%+2.6%+1.1%+5.9%+3.5%+2.5%+1.7%+23.6%
2024+1.9%+2.1%+5.5%+0.2%+0.9%+2.1%+1.8%+0.2%+2.5%+3.1%+3.3%-1.7%+24.2%
2023+3.3%-1.4%+1.3%-0.4%+0.6%-0.5%+1.6%-0.3%-2.1%+1.2%+2.5%+2.9%+8.8%
2022-3.2%+2.0%+2.7%-0.6%-3.8%-2.4%+3.8%-1.4%-2.8%+0.8%+1.6%-2.1%-5.6%
2021+1.1%-2.2%+2.4%+1.7%+1.4%+0.1%+1.6%+1.3%-1.0%+2.7%+0.2%+1.4%+11.1%
2020+2.9%-2.9%-4.5%+6.8%+1.3%+1.9%+2.7%+1.2%-0.9%-0.7%+0.0%+2.5%+10.6%
2019------0.1%+3.2%+3.2%-0.9%+0.1%+0.8%+1.3%+7.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +17.30% • The longest drawdown period lasted for 2 years and 1 month and was between November 2021 and December 2023. It reached a trough of -8.8%.

Detailed Metrics

Returns
Total Return
+121.27%
Annualized Return
+11.91%
Avg Monthly Return
+0.96%
Risk
Volatility (Annual)
+10.31%
Max Drawdown
+17.30%
Positive Months
67%
Average Drawdown
-3.1%
Risk-Adjusted
Sharpe Ratio
0.96
Risk-free rate: 2.0%
Sortino Ratio
0.91
Downside risk adjusted
Return/Volatility
1.16
Calmar Ratio
0.69
Return/Max Drawdown
Ulcer Index
3.75
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
22,126.68
Backtest Period
2019-06-20 to 2026-07-10
7.1 years
Rebalancing
annual
Base Currency
EUR
Golden butterfly | +11.9% CAGR | ETF Backtest