Optimize
Annual Rebalancing
EUR
Low Risk
8.3yr backtest

Performance Summary

Total Return+71.34%
Annualized Return+6.72%
Volatility+5.83%
Sharpe Ratio0.81
Max Drawdown+9.36%

Holdings

Asset Allocation

Asset Class

Equity 75.0%Precious Metals 15.0%Commodities 10.0%
Holdings Details
Diversified ETF portfolio blending European equities, inverse exposure, gold, and broad commodities for balanced growth and risk management.
AssetTypeAllocationTER
SXRT.XETRA
iShares Core EURO STOXX 50 UCITS ETF EUR (Acc)IE00B53L3W79
ETF
50.0%0.1%
LSK7.XETRA
Amundi EURO STOXX 50 Daily (-1x) Inverse UCITS ETF AccFR0010424135
ETF
25.0%0.4%
SGLD.AS
Invesco Physical Gold ETCIE00B579F325
ETC
15.0%0.12%
SXRS.XETRA
iShares Diversified Commodity Swap UCITS ETFIE00BDFL4P12
ETF
10.0%0.19%
Total100.0%0.19%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €17,133.95
Histogram of Monthly Returns
The portfolio had a positive return during 70 of the 101 months (69%)
Monthly Returns Heatmap
Best month: +4.7% • Worst month: -4.2% • Best year: 2024 (+14.6%) • Worst year: 2018 (-3.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.9%+1.8%-2.3%+1.2%+0.5%-1.0%+1.0%+1.8%----+7.0%
2025+4.0%+1.4%-0.3%-1.1%+1.3%-0.9%+0.8%+0.5%+3.1%+2.3%+1.3%+1.1%+14.3%
2024+0.9%+4.7%+3.2%+0.7%+0.7%-0.2%+0.0%+0.7%+1.6%+0.5%+0.3%+0.7%+14.6%
2023+2.2%+0.3%+0.4%+0.4%-0.8%+1.7%+1.1%-1.1%-0.6%-0.8%+2.1%+1.1%+6.2%
2022+0.1%-0.7%+0.8%+0.6%+0.1%-2.8%+1.7%-0.7%-1.4%+0.9%+1.6%-1.6%-1.4%
2021-0.3%+0.8%+2.5%+1.3%+1.8%-0.4%+1.3%+0.9%-0.4%+2.1%-2.3%+2.5%+10.3%
2020-0.6%-2.2%-4.2%+0.8%+0.4%+1.1%+0.7%+0.7%-1.2%-1.1%+1.6%+1.2%-2.9%
2019+2.4%+1.5%+0.5%+2.1%-2.3%+3.0%+0.5%+0.7%+1.1%+0.5%+0.6%+1.4%+12.6%
2018---+1.1%-0.2%-1.0%+0.5%-1.8%+0.4%-0.8%-0.3%-1.3%-3.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +9.36% • The longest drawdown period lasted for 1 year and 2 months and was between February 2020 and May 2021. It reached a trough of -9.4%.

Detailed Metrics

Returns
Total Return
+71.34%
Annualized Return
+6.72%
Avg Monthly Return
+0.54%
Risk
Volatility (Annual)
+5.83%
Max Drawdown
+9.36%
Positive Months
69%
Average Drawdown
-2.1%
Risk-Adjusted
Sharpe Ratio
0.81
Risk-free rate: 2.0%
Sortino Ratio
0.77
Downside risk adjusted
Return/Volatility
1.15
Calmar Ratio
0.72
Return/Max Drawdown
Ulcer Index
2.68
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
17,133.95
Backtest Period
2018-04-25 to 2026-08-07
8.3 years
Rebalancing
annual
Base Currency
EUR
Inverse | ETF Backtest