Optimize
Quarterly Rebalancing
EUR
Moderate Risk
4.4yr backtest

Performance Summary

Total Return+50.72%
Annualized Return+9.72%
Volatility+10.20%
Sharpe Ratio0.76
Max Drawdown+17.02%

Holdings

Asset Allocation

Asset Class

Equity 75.0%Precious Metals 10.0%Bonds 10.0%Cryptocurrencies 5.0%
Holdings Details
Growth portfolio blending global equity ETFs, US small-cap value, gold, bonds, and Bitcoin for a diversified, multi-asset strategy.
AssetTypeAllocationTER
XDEQ.F
Xtrackers MSCI World Quality UCITS ETF 1C 1CIE00BL25JL35
ETF
30.0%0.25%
CBUH.XETRA
iShares MSCI World Momentum Factor Advanced UCITS ETF USD (Acc)IE000L5NW549
ETF
25.0%0.25%
ZPRV.XETRA
SPDR MSCI USA Small Cap Value Weighted UCITS ETFIE00BSPLC413
ETF
20.0%0.3%
GOLD-EUR.PA
Amundi Physical Gold ETC (C)FR0013416716
ETF
10.0%0.12%
DBXP.XETRA
Xtrackers Eurozone Government Bond 1-3 UCITS ETF 1CLU0290356871
ETF
10.0%0.1%
BTC-EUR
Bitcoin EUR Price
CRYPTO
5.0%-
Total100.0%0.22%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €15,072.39
Histogram of Monthly Returns
The portfolio had a positive return during 35 of the 55 months (64%)
Monthly Returns Heatmap
Best month: +8.8% • Worst month: -6.9% • Best year: 2024 (+27.7%) • Worst year: 2022 (-13.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.0%+2.0%-4.8%+2.4%--------+2.4%
2025+4.9%-3.5%-6.1%-2.9%+5.0%+0.1%+3.9%+0.3%+2.4%+2.6%+0.4%+0.5%+7.3%
2024+3.0%+5.9%+5.1%-2.7%+2.3%+2.3%+2.0%-1.3%+1.6%+1.9%+8.5%-3.2%+27.7%
2023+5.4%+0.7%-0.3%-0.1%+1.4%+3.4%+1.9%-0.7%-1.8%+0.3%+4.3%+5.3%+21.2%
2022-6.9%+0.9%+4.5%-2.5%-3.8%-6.5%+8.8%-2.0%-4.7%+4.6%-0.8%-4.4%-13.1%
2021----------0.1%+0.3%+1.7%+1.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +17.02% • The longest drawdown period lasted for 2 years and was between November 2021 and December 2023. It reached a trough of -16.9%.

Detailed Metrics

Returns
Total Return
+50.72%
Annualized Return
+9.72%
Avg Monthly Return
+0.81%
Risk
Volatility (Annual)
+10.20%
Max Drawdown
+17.02%
Positive Months
64%
Average Drawdown
-5.9%
Risk-Adjusted
Sharpe Ratio
0.76
Risk-free rate: 2.0%
Sortino Ratio
0.71
Downside risk adjusted
Return/Volatility
0.95
Calmar Ratio
0.57
Return/Max Drawdown
Ulcer Index
7.06
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
15,072.39
Backtest Period
2021-10-29 to 2026-04-02
4.4 years
Rebalancing
quarterly
Base Currency
EUR