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Iron Dome

Created byuser-iqkfv9
Optimize
None Rebalancing
EUR
Moderate Risk
2.8yr backtest

Performance Summary

Total Return+138.43%
Annualized Return+35.69%
Volatility+14.35%
Sharpe Ratio2.35
Max Drawdown+12.94%

Holdings

Asset Allocation

Asset Class

Equity 80.0%Precious Metals 20.0%
Holdings Details
Diversified ETF portfolio blending defense, utilities, gold, tech, and banking sectors for a resilient, all-weather investment strategy.
AssetTypeAllocationTER
DFEN.XETRA
VanEck Defense UCITS ETF A • IE000YYE6WK5
ETF
25.0%0.55%
XDWU.XETRA
Xtrackers MSCI World Utilities UCITS ETF 1C • IE00BM67HQ30
ETF
20.0%0.25%
GOLD.PA
Amundi Physical Gold ETC (C) • FR0013416716
ETF
20.0%0.12%
CHIP.PA
Amundi MSCI Semiconductors UCITS ETF Acc • LU1900066033
ETF
15.0%0.35%
XDWT.XETRA
Xtrackers MSCI World Information Technology UCITS ETF 1C • IE00BM67HT60
ETF
10.0%0.25%
BNKE.PA
Amundi Euro Stoxx Banks UCITS ETF Acc • LU1829219390
ETF
10.0%0.3%
Total100.0%0.32%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €23,843.35
Histogram of Monthly Returns
The portfolio had a positive return during 28 of the 35 months (80%)
Monthly Returns Heatmap
Best month: +9.6% • Worst month: -6.4% • Best year: 2024 (+42.1%) • Worst year: 2023 (+7.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+9.6%+1.3%-6.4%+7.9%--------+12.2%
2025+4.4%+0.9%-0.4%+1.7%+7.4%+2.1%+5.9%-1.0%+9.1%+4.8%-2.3%+2.0%+39.7%
2024+3.7%+6.5%+7.0%+0.4%+4.2%+2.8%+0.6%+0.7%+2.3%+4.0%+3.0%+0.7%+42.1%
2023------0.4%+3.1%-1.2%-2.4%+0.3%+5.3%+2.2%+7.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +12.94% • The longest drawdown period lasted for 3 months and was between August 2023 and November 2023. It reached a trough of -5.5%.

Detailed Metrics

Returns
Total Return
+138.43%
Annualized Return
+35.69%
Avg Monthly Return
+2.57%
Risk
Volatility (Annual)
+14.35%
Max Drawdown
+12.94%
Positive Months
80%
Average Drawdown
-2.0%
Risk-Adjusted
Sharpe Ratio
2.35
Risk-free rate: 2.0%
Sortino Ratio
2.26
Downside risk adjusted
Return/Volatility
2.49
Calmar Ratio
2.76
Return/Max Drawdown
Ulcer Index
2.36
Drawdown depth & duration
Martin Ratio
0.14
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€23,843.35
Backtest Period
2023-06-19 to 2026-04-24
2.8 years
Rebalancing
none
Base Currency
EUR