HomePortfoliosGolden Butterfly Mod

Golden Butterfly Mod

Optimize
Annual Rebalancing
EUR
Low Risk
8.6yr backtest

Performance Summary

Total Return+72.87%
Annualized Return+6.58%
Volatility+7.80%
Sharpe Ratio0.59
Max Drawdown+19.47%

Holdings

Asset Allocation

Asset Class

Bonds 40.0%Equity 40.0%Precious Metals 20.0%
Holdings Details
Diversified ETF portfolio blending European equities, bonds, and gold for balanced growth and stability across market cycles.
AssetTypeAllocationTER
4GLD.XETRA
Xetra-GoldDE000A0S9GB0
ETF
20.0%0%
DBXP.XETRA
Xtrackers Eurozone Government Bond 1-3 UCITS ETF 1CLU0290356871
ETF
20.0%0.1%
DBXF.XETRA
Xtrackers Eurozone Government Bond 15-30 UCITS ETF 1CLU0290357507
ETF
20.0%0.15%
ZPRX.XETRA
SPDR MSCI Europe Small Cap Value Weighted UCITS ETFIE00BSPLC298
ETF
20.0%0.3%
LYP6.XETRA
Amundi Core Stoxx Europe 600 UCITS ETF AccLU0908500753
ETF
20.0%0.07%
Total100.0%0.12%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €17,287.33
Histogram of Monthly Returns
The portfolio had a positive return during 62 of the 104 months (60%)
Monthly Returns Heatmap
Best month: +4.8% • Worst month: -8.2% • Best year: 2019 (+18.9%) • Worst year: 2022 (-11.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.0%+3.2%-6.5%+2.5%--------+2.9%
2025+3.9%+2.0%-1.1%+1.1%+2.3%-0.9%+1.0%+0.3%+3.1%+2.5%+1.4%+1.8%+18.7%
2024-0.0%-0.2%+4.0%+0.2%+1.8%-1.0%+2.7%+0.4%+1.5%-0.3%+1.4%-1.0%+9.8%
2023+4.8%-0.7%+0.9%+0.7%-0.7%+0.0%+1.3%-0.9%-2.6%-0.4%+4.2%+3.9%+10.7%
2022-1.4%-0.9%+0.1%-1.1%-2.3%-4.7%+4.5%-4.3%-4.7%+1.7%+4.5%-2.6%-11.1%
2021-0.5%-0.1%+3.3%+0.8%+2.5%-0.8%+2.2%+1.1%-2.0%+1.9%-0.6%+2.1%+10.0%
2020+1.2%-2.8%-8.2%+4.4%+1.1%+1.8%+1.4%+0.6%-0.3%-1.1%+3.9%+2.4%+3.9%
2019+4.2%+1.4%+1.4%+1.7%-1.8%+3.7%+1.3%+2.6%+0.6%+0.4%+0.4%+1.6%+18.9%
2018+0.5%-1.4%-0.2%+1.9%-0.2%-0.8%+0.3%-1.3%-0.3%-1.9%-0.5%-1.3%-4.9%
2017--------+0.6%+1.1%-0.9%+0.5%+1.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +19.47% • The longest drawdown period lasted for 2 years and 4 months and was between November 2021 and March 2024. It reached a trough of -16.0%.

Detailed Metrics

Returns
Total Return
+72.87%
Annualized Return
+6.58%
Avg Monthly Return
+0.55%
Risk
Volatility (Annual)
+7.80%
Max Drawdown
+19.47%
Positive Months
60%
Average Drawdown
-3.8%
Risk-Adjusted
Sharpe Ratio
0.59
Risk-free rate: 2.0%
Sortino Ratio
0.55
Downside risk adjusted
Return/Volatility
0.84
Calmar Ratio
0.34
Return/Max Drawdown
Ulcer Index
5.08
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
17,287.33
Backtest Period
2017-09-19 to 2026-04-24
8.6 years
Rebalancing
annual
Base Currency
EUR
Golden Butterfly Mod | ETF Backtest