Optimize
Annual Rebalancing
EUR
Low Risk
8.3yr backtest

Performance Summary

Total Return+107.85%
Annualized Return+9.17%
Volatility+9.34%
Sharpe Ratio0.77
Max Drawdown+19.64%

Holdings

Asset Allocation

Asset Class

Equity 55.0%Bonds 25.0%Precious Metals 20.0%
Holdings Details
Hedged EUR portfolio balancing global equities, bonds, and gold with annual rebalancing for currency-protected diversification.
AssetTypeAllocationTER
IWDE.LSE
iShares MSCI World EUR Hedged UCITS ETF (Acc)IE00B441G979
ETF
55.0%0.55%
EUNA.XETRA
iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc)IE00BDBRDM35
ETF
25.0%0.1%
EGLN.LSE
iShares Physical Gold ETCIE00B4ND3602
ETF
20.0%0.12%
Total100.0%0.35%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €20,785.47
Histogram of Monthly Returns
The portfolio had a positive return during 71 of the 101 months (70%)
Monthly Returns Heatmap
Best month: +5.9% • Worst month: -6.2% • Best year: 2025 (+18.9%) • Worst year: 2022 (-12.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.4%+2.0%-6.2%+5.9%--------+4.7%
2025+3.8%-1.1%-1.7%+0.1%+3.0%+1.4%+2.1%+1.1%+3.9%+2.9%+1.2%+0.8%+18.9%
2024+1.2%+1.9%+3.9%-1.0%+1.4%+2.6%+1.3%+1.1%+2.1%+0.9%+2.8%-1.2%+18.1%
2023+4.5%-1.6%+2.6%+0.8%+0.2%+2.1%+1.9%-1.0%-2.9%-0.7%+5.0%+3.3%+14.6%
2022-3.9%+0.1%+2.3%-3.7%-2.4%-4.4%+4.3%-2.4%-4.8%+1.8%+2.4%-1.8%-12.3%
2021-0.3%-0.6%+2.7%+2.4%+1.9%+0.4%+1.8%+1.3%-2.3%+2.9%-0.1%+2.4%+13.2%
2020+1.5%-4.8%-5.3%+5.8%+2.1%+1.9%+3.0%+2.8%-1.8%-1.8%+4.2%+2.5%+10.0%
2019+4.6%+1.9%+1.0%+1.7%-2.5%+4.4%+1.9%+0.3%+0.6%+0.7%+1.5%+1.2%+18.5%
2018+1.4%-1.8%-1.8%+1.5%+0.9%-0.6%+0.9%+0.4%+0.2%-3.3%+0.3%-3.0%-5.2%
2017-----------+0.7%+0.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +19.64% • The longest drawdown period lasted for 2 years and 1 month and was between November 2021 and December 2023. It reached a trough of -15.4%.

Detailed Metrics

Returns
Total Return
+107.85%
Annualized Return
+9.17%
Avg Monthly Return
+0.76%
Risk
Volatility (Annual)
+9.34%
Max Drawdown
+19.64%
Positive Months
70%
Average Drawdown
-3.6%
Risk-Adjusted
Sharpe Ratio
0.77
Risk-free rate: 2.0%
Sortino Ratio
0.70
Downside risk adjusted
Return/Volatility
0.98
Calmar Ratio
0.47
Return/Max Drawdown
Ulcer Index
4.83
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
20,785.47
Backtest Period
2017-12-14 to 2026-04-17
8.3 years
Rebalancing
annual
Base Currency
EUR