Optimize
Quarterly Rebalancing
EUR
Moderate Risk
7.4yr backtest

Performance Summary

Total Return+181.50%
Annualized Return+15.00%
Volatility+15.53%
Sharpe Ratio0.84
Max Drawdown+33.18%

Holdings

Asset Allocation

Asset Class

Equity 70.0%Commodities 30.0%
Holdings Details
A diversified 70% equity & 30% commodities ETF portfolio targeting tech, energy, infrastructure, and global demographic trends for growth.
AssetTypeAllocationTER
SXRS.XETRA
iShares Diversified Commodity Swap UCITS ETFIE00BDFL4P12
ETF
30.0%0.19%
XDW0.XETRA
Xtrackers MSCI World Energy UCITS ETF 1C 1CIE00BM67HM91
ETF
20.0%0.25%
QDVE.XETRA
iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)IE00B3WJKG14
ETF
20.0%0.15%
DX2E.XETRA
Xtrackers S&P Global Infrastructure Swap UCITS ETF 1CLU0322253229
ETF
10.0%0.6%
XAIX.XETRA
Xtrackers Artificial Intelligence &Big Data UCITS ETF 1C EURIE00BGV5VN51
ETF
8.0%0.35%
2B77.XETRA
iShares Ageing Population UCITS ETFIE00BYZK4669
ETF
7.0%0.4%
FVSJ.XETRA
Franklin FTSE Asia ex China ex Japan UCITS ETFIE00BFWXDV39
ETF
5.0%0.14%
Total100.0%0.26%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €28,149.56
Histogram of Monthly Returns
The portfolio had a positive return during 62 of the 90 months (69%)
Monthly Returns Heatmap
Best month: +10.7% • Worst month: -13.9% • Best year: 2021 (+38.3%) • Worst year: 2020 (-5.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+5.0%+2.4%+6.2%+4.8%+4.8%-1.7%-0.6%-----+22.5%
2025+3.4%-1.5%-3.5%-7.1%+4.0%+1.9%+4.5%-0.5%+2.7%+4.8%+0.3%-0.1%+8.5%
2024+2.4%+1.8%+4.4%+0.7%+0.8%+4.3%-2.1%-1.7%+1.5%+1.7%+6.2%-1.0%+20.3%
2023+2.9%-0.2%+0.0%-0.6%+1.9%+2.5%+3.6%+0.7%+0.7%-2.4%+1.3%+1.2%+12.2%
2022+2.8%+2.5%+8.4%+2.2%+0.8%-8.6%+8.5%+0.3%-6.5%+4.5%-0.4%-6.5%+6.6%
2021+3.4%+6.3%+3.6%+2.2%+0.3%+4.9%+0.2%+1.6%+3.3%+4.6%-1.3%+3.9%+38.3%
2020-3.0%-8.3%-13.9%+7.8%+1.5%+1.6%-1.7%+5.0%-3.5%-1.6%+10.7%+1.9%-5.8%
2019-+1.8%+2.8%+1.9%-4.9%+3.0%+2.5%-2.9%+3.1%-0.6%+2.7%+3.2%+12.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.18% • The longest drawdown period lasted for 1 year and 5 months and was between August 2022 and January 2024. It reached a trough of -13.5%.

Detailed Metrics

Returns
Total Return
+181.50%
Annualized Return
+15.00%
Avg Monthly Return
+1.23%
Risk
Volatility (Annual)
+15.53%
Max Drawdown
+33.18%
Positive Months
69%
Average Drawdown
-5.8%
Risk-Adjusted
Sharpe Ratio
0.84
Risk-free rate: 2.0%
Sortino Ratio
0.75
Downside risk adjusted
Return/Volatility
0.97
Calmar Ratio
0.45
Return/Max Drawdown
Ulcer Index
7.67
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
28,149.56
Backtest Period
2019-02-05 to 2026-07-03
7.4 years
Rebalancing
quarterly
Base Currency
EUR
hi sharpe | +15.0% CAGR | ETF Backtest