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None Rebalancing
EUR
Moderate Risk
Multi-currency
11.9yr backtest

Performance Summary

Total Return+272.31%
Annualized Return+11.70%
Volatility+14.57%
Sharpe Ratio0.67
Max Drawdown+31.26%

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 €37,231.04
Histogram of Monthly Returns
The portfolio had a positive return during 98 of the 143 months (69%)
Monthly Returns Heatmap
Best month: +9.2% • Worst month: -10.1% • Best year: 2019 (+28.2%) • Worst year: 2022 (-11.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.6%+3.0%-6.3%+7.9%--------+5.9%
2025+4.1%-2.2%-6.3%-3.4%+5.2%+0.5%+4.2%+0.8%+3.7%+4.3%+0.2%+0.4%+11.3%
2024+3.0%+3.2%+4.0%-0.9%+0.7%+4.9%+0.3%-0.3%+1.9%+1.4%+6.1%-0.4%+26.4%
2023+4.9%-0.0%+0.7%-0.1%+2.1%+3.3%+2.6%-1.0%-1.5%-2.7%+5.4%+3.5%+18.1%
2022-3.9%-1.2%+4.0%-2.0%-3.4%-5.7%+8.5%-1.1%-5.7%+3.0%+0.6%-4.5%-11.8%
2021+0.8%+2.3%+5.2%+1.7%+0.6%+3.4%+1.0%+2.8%-1.8%+4.4%+0.4%+3.2%+26.5%
2020+0.7%-7.8%-10.1%+9.0%+2.2%+2.1%+0.5%+5.2%-1.4%-2.0%+6.9%+3.2%+7.1%
2019+7.3%+3.2%+2.1%+3.3%-4.6%+4.1%+3.4%-1.8%+3.0%+0.2%+3.7%+1.7%+28.2%
2018+0.5%-1.6%-3.0%+3.7%+2.8%-0.2%+1.6%+0.6%+0.7%-4.9%+1.2%-6.0%-5.0%
2017+0.3%+5.3%+0.1%-0.4%-1.3%-1.6%-0.3%+0.1%+2.2%+3.4%-0.5%+1.8%+9.3%
2016-5.9%+2.5%+1.4%+0.8%+1.8%+0.8%+4.4%-0.4%+0.5%-0.0%+3.5%+2.4%+12.0%
2015+5.9%+5.7%+2.6%-1.1%+1.4%-3.4%+1.0%-8.4%-2.9%+9.2%+2.3%-4.2%+6.8%
2014-----+0.9%+0.9%+3.8%+0.9%+0.4%+2.7%+1.2%+11.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +31.26% • The longest drawdown period lasted for 1 year and 8 months and was between January 2022 and September 2023. It reached a trough of -14.8%.

Detailed Metrics

Returns
Total Return
+272.31%
Annualized Return
+11.70%
Avg Monthly Return
+0.98%
Risk
Volatility (Annual)
+14.57%
Max Drawdown
+31.26%
Positive Months
69%
Average Drawdown
-4.8%
Risk-Adjusted
Sharpe Ratio
0.67
Risk-free rate: 2.0%
Sortino Ratio
0.63
Downside risk adjusted
Return/Volatility
0.80
Calmar Ratio
0.37
Return/Max Drawdown
Ulcer Index
6.28
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
37,231.04
Backtest Period
2014-06-06 to 2026-04-24
11.9 years
Rebalancing
none
Base Currency
EUR