HomePortfoliosgrowth portfolio optimization test 1

growth portfolio optimization test 1

Created byuser-hh9ed6
Optimize
Annual Rebalancing
EUR
Moderate Risk
Multi-currency
4.8yr backtest

Performance Summary

Total Return+56.15%
Annualized Return+9.79%
Volatility+10.14%
Sharpe Ratio0.77
Max Drawdown+14.08%

Holdings

Asset Allocation

Asset Class

Equity 65.0%Bonds 20.0%Precious Metals 15.0%
Holdings Details
Diversified growth portfolio blending global stocks, emerging markets, bonds, and gold for a balanced, long-term investment strategy.
AssetTypeAllocationTER
SWDA.SW
iShares Core MSCI World UCITS ETF USD (Acc) • IE00B4L5Y983
ETF
40.0%0.2%
2B7S.XETRA
iShares USD Treasury Bond 1-3yr UCITS ETF EUR Hedged (Acc) • IE00BDFK1573
ETF
20.0%0.1%
EIMI.LSE
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) • IE00BKM4GZ66
ETF
15.0%0.18%
PPFB.XETRA
iShares Physical Gold ETC • IE00B4ND3602
ETF
15.0%0.12%
IUSN.XETRA
iShares MSCI World Small Cap UCITS ETF • IE00BF4RFH31
ETF
10.0%0.35%
Total100.0%0.18%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €15,615.29
Histogram of Monthly Returns
The portfolio had a positive return during 35 of the 58 months (60%)
Monthly Returns Heatmap
Best month: +6.1% • Worst month: -6.0% • Best year: 2024 (+19.5%) • Worst year: 2022 (-9.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.8%+3.3%-6.0%+6.1%--------+5.9%
2025+3.8%-1.2%-3.4%-2.0%+3.3%+0.1%+2.9%+1.3%+3.7%+3.6%+0.9%+0.9%+14.5%
2024+1.6%+2.0%+3.7%-0.3%+0.5%+3.1%+1.2%-0.2%+2.3%+1.0%+4.1%-1.0%+19.5%
2023+4.5%-0.7%+0.6%-0.5%+1.1%+1.7%+2.5%-1.1%-1.3%-1.7%+4.0%+2.9%+12.4%
2022-2.9%-0.1%+2.0%-0.8%-2.8%-4.0%+5.2%-0.8%-4.5%+1.1%+1.4%-2.9%-9.1%
2021-------0.1%+1.7%-1.0%+2.5%+0.0%+2.4%+5.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +14.08% • The longest drawdown period lasted for 2 years and 1 month and was between November 2021 and December 2023. It reached a trough of -10.7%.

Detailed Metrics

Returns
Total Return
+56.15%
Annualized Return
+9.79%
Avg Monthly Return
+0.80%
Risk
Volatility (Annual)
+10.14%
Max Drawdown
+14.08%
Positive Months
60%
Average Drawdown
-3.7%
Risk-Adjusted
Sharpe Ratio
0.77
Risk-free rate: 2.0%
Sortino Ratio
0.72
Downside risk adjusted
Return/Volatility
0.97
Calmar Ratio
0.70
Return/Max Drawdown
Ulcer Index
4.38
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€15,615.29
Backtest Period
2021-07-16 to 2026-04-24
4.8 years
Rebalancing
annual
Base Currency
EUR