Optimize
None Rebalancing
EUR
Low Risk
4.7yr backtest

Performance Summary

Total Return+57.80%
Annualized Return+10.19%
Volatility+7.70%
Sharpe Ratio1.06
Max Drawdown+9.52%

Holdings

Asset Allocation

Asset Class

Money Market 40.5%Equity 20.2%Precious Metals 18.1%Bonds 12.4%Commodities 8.8%
Holdings Details
Diversified ETF portfolio blending government bonds, gold, emerging market debt, Nasdaq tech, commodities, semiconductors, and blockchain innovators.
AssetTypeAllocationTER
C3M.PA
Amundi Euro Government Bond 0-6 M UCITS ETF AccFR0010754200
ETF
40.5%0.14%
PPFB.XETRA
iShares Physical Gold ETCIE00B4ND3602
ETF
18.1%0.12%
IS02.XETRA
iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc)IE00BYXYYK40
ETF
12.4%0.45%
CNDX.LSE
iShares Nasdaq 100 UCITS ETF (Acc)IE00B53SZB19
ETF
12.2%0.3%
EXXY.XETRA
iShares Diversified Commodity Swap UCITS ETF (DE)DE000A0H0728
ETF
8.8%0.46%
VVSM.XETRA
VanEck Semiconductor UCITS ETFIE00BMC38736
ETF
5.4%0.35%
DAVV.XETRA
VanEck Crypto and Blockchain Innovators UCITS ETFIE00BMDKNW35
ETF
2.6%0.65%
Total100.0%0.25%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €15,779.57
Histogram of Monthly Returns
The portfolio had a positive return during 38 of the 58 months (66%)
Monthly Returns Heatmap
Best month: +5.7% • Worst month: -3.6% • Best year: 2025 (+18.0%) • Worst year: 2022 (-7.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+5.7%+1.3%-3.6%+1.3%--------+4.5%
2025+3.1%-1.3%-1.4%-1.0%+2.4%+1.1%+2.4%+0.3%+5.3%+4.7%+0.5%+1.0%+18.0%
2024+0.8%+1.8%+3.3%+0.2%+1.1%+2.9%-0.8%-0.3%+2.1%+1.8%+2.5%+0.1%+16.8%
2023+2.8%-0.6%+2.2%-0.9%+2.9%+0.2%+1.9%-0.3%-1.1%+0.8%+1.7%+2.4%+12.6%
2022-2.3%+0.8%+2.8%-1.1%-2.1%-3.6%+3.6%-1.1%-2.6%-0.7%+1.1%-2.2%-7.3%
2021------+1.0%+1.4%-1.0%+2.5%+1.1%-0.0%+5.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +9.52% • The longest drawdown period lasted for 2 years and was between November 2021 and November 2023. It reached a trough of -9.5%.

Detailed Metrics

Returns
Total Return
+57.80%
Annualized Return
+10.19%
Avg Monthly Return
+0.81%
Risk
Volatility (Annual)
+7.70%
Max Drawdown
+9.52%
Positive Months
66%
Average Drawdown
-3.1%
Risk-Adjusted
Sharpe Ratio
1.06
Risk-free rate: 2.0%
Sortino Ratio
1.00
Downside risk adjusted
Return/Volatility
1.32
Calmar Ratio
1.07
Return/Max Drawdown
Ulcer Index
3.69
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
15,779.57
Backtest Period
2021-07-20 to 2026-04-02
4.7 years
Rebalancing
none
Base Currency
EUR