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None Rebalancing
EUR
Moderate Risk
11.8yr backtest

Performance Summary

Total Return+216.06%
Annualized Return+10.22%
Volatility+13.85%
Sharpe Ratio0.59
Max Drawdown+30.80%

Holdings

Asset Allocation

Asset Class

Equity 90.0%Precious Metals 10.0%
Holdings Details
A diversified global ETF portfolio blending developed markets, emerging economies, and gold for balanced long-term growth.
AssetTypeAllocationTER
IWDA.LSE
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
65.0%0.2%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
17.0%0.18%
8PSG.F
Invesco Physical Gold ETCIE00B579F325
ETF
10.0%0.12%
SXR8.XETRA
iShares Core S&P 500 UCITS ETF USD (Acc)IE00B5BMR087
ETF
8.0%0.07%
Total100.0%0.18%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €31,606.25
Histogram of Monthly Returns
The portfolio had a positive return during 100 of the 143 months (70%)
Monthly Returns Heatmap
Best month: +9.2% • Worst month: -10.2% • Best year: 2019 (+26.3%) • Worst year: 2022 (-15.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.1%+2.1%-7.5%+2.0%---------0.7%
2025+4.1%-2.1%-3.9%-0.4%+5.4%+3.2%+2.9%+1.3%+4.0%+3.6%+0.3%+1.3%+21.0%
2024+1.5%+3.3%+3.9%-1.7%+1.8%+4.1%+0.9%+1.2%+2.5%-0.1%+4.0%-1.5%+21.6%
2023+6.0%-1.8%+2.2%+0.9%+0.3%+4.4%+3.1%-1.8%-3.1%-2.7%+7.2%+4.4%+20.2%
2022-4.6%-1.4%+3.3%-5.1%-2.3%-7.0%+6.6%-2.1%-7.0%+3.1%+4.3%-3.0%-15.2%
2021+0.3%+1.8%+3.2%+3.3%+1.5%+1.5%+0.8%+2.5%-3.0%+4.3%-1.0%+3.5%+20.3%
2020-0.2%-7.8%-10.2%+9.2%+2.9%+2.9%+4.1%+5.3%-2.0%-2.4%+9.0%+4.0%+13.4%
2019+7.5%+2.4%+1.4%+2.9%-4.8%+5.6%+1.7%-1.7%+2.0%+1.6%+2.7%+2.9%+26.3%
2018+3.6%-2.8%-2.7%+1.9%+0.8%-0.8%+2.2%+0.6%+0.5%-6.0%+1.3%-5.8%-7.6%
2017+1.5%+3.9%+1.0%+0.7%+0.5%-0.1%+1.7%+0.2%+1.8%+2.5%+0.9%+2.1%+18.0%
2016-5.6%+1.9%+4.4%+0.8%+0.7%+0.8%+4.1%+0.1%+0.7%-0.9%+1.1%+1.8%+9.9%
2015+1.6%+4.6%+0.1%+1.3%+0.1%-3.0%+0.0%-6.4%-3.4%+8.0%+0.0%-2.5%-0.4%
2014-----+1.0%-0.3%+2.6%-1.7%+0.3%+1.8%-0.3%+3.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +30.80% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -20.2%.

Detailed Metrics

Returns
Total Return
+216.06%
Annualized Return
+10.22%
Avg Monthly Return
+0.86%
Risk
Volatility (Annual)
+13.85%
Max Drawdown
+30.80%
Positive Months
70%
Average Drawdown
-4.9%
Risk-Adjusted
Sharpe Ratio
0.59
Risk-free rate: 2.0%
Sortino Ratio
0.54
Downside risk adjusted
Return/Volatility
0.74
Calmar Ratio
0.33
Return/Max Drawdown
Ulcer Index
6.51
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
31,606.25
Backtest Period
2014-06-06 to 2026-04-02
11.8 years
Rebalancing
none
Base Currency
EUR