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Good Portfolio

Created byuser-julfmc
Optimize
Monthly Rebalancing
EUR
Moderate Risk
Multi-currency
8.8yr backtest

Performance Summary

Total Return+153.56%
Annualized Return+11.14%
Volatility+10.21%
Sharpe Ratio0.90
Max Drawdown+16.22%

Holdings

Asset Allocation

Asset Class

Equity 50.8%Precious Metals 39.2%Commodities 5.0%Money Market 3.0%Bonds 2.0%
Holdings Details
Gold-heavy diversified ETF portfolio blending 39% precious metals with global equities, commodities, and inflation-linked bonds for all-weather resilience.
AssetTypeAllocationTER
8PSG.F
Invesco Physical Gold ETC • IE00B579F325
ETF
39.2%0.12%
SPYI.XETRA
SPDR MSCI All Country World Investable Market UCITS ETF (Acc) • IE00B3YLTY66
ETF
28.6%0.17%
VGWL.XETRA
Vanguard FTSE All-World UCITS ETF (USD) Distributing • IE00B3RBWM25
ETF
12.2%0.19%
EUM.US
ProShares Short MSCI Emerging Markets • US74349Y7461
ETF
5.0%0.95%
GSCE.US
GS Connect S&P GSCI Enhanced Commodity Total Return ETN • US38144L8524
ETF
5.0%0.75%
EFZ.US
ProShares Short MSCI EAFE • US74350P4366
ETF
5.0%0.95%
LU0568619042
Sgam Absolute Return Forex • LU0568619042
FUND
3.0%1.8%
LU1353951616
AXA World Funds - Global Inflation Short Duration Bonds F Distribution USD • LU1353951616
FUND
2.0%0.5%
Total100.0%0.32%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €25,356.37
Histogram of Monthly Returns
The portfolio had a positive return during 69 of the 106 months (65%)
Monthly Returns Heatmap
Best month: +6.9% • Worst month: -3.6% • Best year: 2024 (+26.0%) • Worst year: 2017 (-1.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.6%+3.8%-3.6%+2.4%+1.2%-2.6%-0.9%+5.2%----+9.0%
2025+4.6%-1.3%-1.3%-2.3%+1.5%-2.0%+3.9%+0.2%+4.7%+3.4%+1.5%+0.9%+14.5%
2024+2.5%+0.9%+5.5%+2.2%-0.9%+3.0%+0.5%+0.0%+1.7%+4.3%+2.9%+0.8%+26.0%
2023+2.3%-0.2%+1.8%-0.8%+2.9%-1.1%+0.8%+0.7%+0.7%+1.8%+0.1%+0.7%+10.1%
2022-0.9%+2.0%+4.8%+2.5%-3.6%-0.8%+3.3%-1.1%-1.4%-0.0%-0.3%-1.8%+2.4%
2021-0.0%-1.4%+3.2%+2.1%+2.3%+0.2%+2.4%+1.0%-0.6%+3.0%+1.9%+1.0%+15.9%
2020+1.7%-2.9%-3.5%+6.9%+0.0%+0.9%+1.0%+0.7%-1.7%-1.1%-0.1%+2.0%+3.4%
2019+4.5%+2.0%+0.7%+1.6%-1.5%+3.5%+3.0%+2.6%+0.4%-0.1%+0.9%+1.5%+20.6%
2018-1.0%+0.1%-1.9%+3.2%+3.3%-1.3%-1.0%+0.6%-0.2%+0.9%-0.7%-1.8%+0.1%
2017-----------1.9%+0.8%-1.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +16.22% • The longest drawdown period lasted for 1 year and 2 months and was between February 2020 and April 2021. It reached a trough of -16.2%.

Dividend Income

Summary
This portfolio contains 4 distributing ETFs (24.2% of total allocation)

Total Dividends Received

€805.25

81 payments

Dividend Yield

0.60%

(annualized)

Avg Per Payment

€9.94

per event

All dividends are automatically reinvested at the payment date. The portfolio value shown includes the compounding effect of dividend reinvestment.

Annual Breakdown
Dividend income per calendar year
YearDividends
2026€63.55
2025€164.67
2024€206.75
2023€159.61
2022€56.70
2021€25.37
2020€36.41
2019€64.13
2018€28.08
Total€805.25

Detailed Metrics

Returns
Total Return
+153.56%
Annualized Return
+11.14%
Avg Monthly Return
+0.90%
Risk
Volatility (Annual)
+10.21%
Max Drawdown
+16.22%
Positive Months
65%
Average Drawdown
-2.4%
Risk-Adjusted
Sharpe Ratio
0.90
Risk-free rate: 2.0%
Sortino Ratio
0.89
Downside risk adjusted
Return/Volatility
1.09
Calmar Ratio
0.69
Return/Max Drawdown
Ulcer Index
2.92
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€25,356.37
Backtest Period
2017-11-06 to 2026-08-28
8.8 years
Rebalancing
monthly
Base Currency
EUR