HomePortfoliosgrowth portfolio optimization test 1

growth portfolio optimization test 1

Optimize
Annual Rebalancing
EUR
Moderate Risk
4.7yr backtest

Performance Summary

Total Return+48.42%
Annualized Return+8.74%
Volatility+10.04%
Sharpe Ratio0.67
Max Drawdown+16.91%

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 ETCIE00B4ND3602
ETF
15.0%0.12%
IUSN.XETRA
iShares MSCI World Small Cap UCITS ETFIE00BF4RFH31
ETF
10.0%0.35%
Total100.0%0.18%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €14,841.57
Histogram of Monthly Returns
The portfolio had a positive return during 37 of the 58 months (64%)
Monthly Returns Heatmap
Best month: +5.7% • Worst month: -6.9% • Best year: 2025 (+22.3%) • Worst year: 2022 (-12.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.9%+2.5%-6.9%+1.7%--------+0.8%
2025+3.8%-1.2%-1.4%+0.3%+3.6%+2.5%+1.8%+1.8%+3.9%+2.8%+0.9%+1.7%+22.3%
2024+0.4%+2.0%+3.6%-0.9%+1.5%+2.4%+1.8%+1.0%+2.7%-0.3%+2.5%-1.9%+15.6%
2023+5.4%-2.1%+2.0%+0.4%-0.6%+2.9%+3.0%-2.0%-2.7%-1.6%+5.7%+3.7%+14.4%
2022-3.6%-0.2%+1.3%-3.3%-1.9%-5.1%+3.8%-1.7%-5.5%+1.4%+4.1%-1.6%-12.0%
2021------+0.2%+1.4%-2.1%+2.4%-1.1%+2.6%+3.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +16.91% • The longest drawdown period lasted for 2 years and 2 months and was between November 2021 and January 2024. It reached a trough of -16.9%.

Detailed Metrics

Returns
Total Return
+48.42%
Annualized Return
+8.74%
Avg Monthly Return
+0.72%
Risk
Volatility (Annual)
+10.04%
Max Drawdown
+16.91%
Positive Months
64%
Average Drawdown
-4.8%
Risk-Adjusted
Sharpe Ratio
0.67
Risk-free rate: 2.0%
Sortino Ratio
0.63
Downside risk adjusted
Return/Volatility
0.87
Calmar Ratio
0.52
Return/Max Drawdown
Ulcer Index
6.07
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
14,841.57
Backtest Period
2021-07-16 to 2026-04-02
4.7 years
Rebalancing
annual
Base Currency
EUR