Optimize
Monthly Rebalancing
EUR
Moderate Risk
Multi-currency
6.7yr backtest

Performance Summary

Total Return+175.93%
Annualized Return+16.24%
Volatility+17.82%
Sharpe Ratio0.80
Max Drawdown+29.14%

Holdings

Asset Allocation

Asset Class

Equity 90.0%Bonds 5.0%Precious Metals 5.0%
Holdings Details
High-risk ETF portfolio: 95% global equities (US tech, emerging markets) and 5% defensive assets (short-term bonds, gold) for aggressive growth.
AssetTypeAllocationTER
CSPX.LSE
iShares Core S&P 500 UCITS ETF USD (Acc)IE00B5BMR087
ETF
25.0%0.07%
CNDX.LSE
iShares Nasdaq 100 UCITS ETF (Acc)IE00B53SZB19
ETF
20.0%0.3%
XDWT.LSE
Xtrackers MSCI World Information Technology UCITS ETF 1CIE00BM67HT60
ETF
15.0%0.25%
VWRA.LSE
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
15.0%0.19%
EIMI.LSE
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)IE00BKM4GZ66
ETF
15.0%0.18%
IB01.LSE
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)IE00BGSF1X88
ETF
5.0%0.07%
IGLN.LSE
iShares Physical Gold ETCIE00B4ND3602
ETF
5.0%0.12%
Total100.0%0.18%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €27,593.01
Histogram of Monthly Returns
The portfolio had a positive return during 55 of the 82 months (67%)
Monthly Returns Heatmap
Best month: +13.7% • Worst month: -8.6% • Best year: 2023 (+33.8%) • Worst year: 2022 (-23.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.1%-0.5%-7.5%+13.7%--------+6.8%
2025+2.1%-3.6%-5.1%+1.2%+7.8%+5.9%+3.2%+0.9%+5.0%+4.4%-1.4%+1.0%+22.7%
2024+1.6%+3.9%+2.8%-3.0%+3.8%+6.3%-0.5%+1.1%+2.9%-0.7%+3.7%+0.0%+23.9%
2023+7.7%-1.5%+5.3%+0.7%+3.2%+5.7%+3.5%-1.9%-4.5%-2.5%+9.8%+5.2%+33.8%
2022-7.0%-2.1%+3.4%-8.6%-2.8%-7.7%+7.4%-2.8%-8.3%+2.8%+3.8%-3.1%-23.5%
2021+0.5%+0.8%+1.5%+4.5%+0.6%+3.0%+1.3%+3.0%-3.9%+4.7%+0.4%+2.9%+20.8%
2020+0.7%-7.5%-7.6%+9.6%+3.7%+5.1%+6.2%+7.8%-3.4%-2.8%+9.2%+5.5%+27.5%
2019-------0.4%-3.0%+1.6%+2.9%+3.1%+3.6%+7.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +29.14% • The longest drawdown period lasted for 1 year and 11 months and was between December 2021 and December 2023. It reached a trough of -28.3%.

Detailed Metrics

Returns
Total Return
+175.93%
Annualized Return
+16.24%
Avg Monthly Return
+1.35%
Risk
Volatility (Annual)
+17.82%
Max Drawdown
+29.14%
Positive Months
67%
Average Drawdown
-6.9%
Risk-Adjusted
Sharpe Ratio
0.80
Risk-free rate: 2.0%
Sortino Ratio
0.75
Downside risk adjusted
Return/Volatility
0.91
Calmar Ratio
0.56
Return/Max Drawdown
Ulcer Index
9.38
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
27,593.01
Backtest Period
2019-07-26 to 2026-04-24
6.7 years
Rebalancing
monthly
Base Currency
EUR
High_Risk | +16.2% CAGR | ETF Backtest