Optimize
None Rebalancing
EUR
Low Risk
3.9yr backtest

Performance Summary

Total Return+19.64%
Annualized Return+4.68%
Volatility+2.92%
Sharpe Ratio0.92
Max Drawdown+3.82%

Holdings

Asset Allocation

Asset Class

Bonds 80.0%Equity 15.0%Precious Metals 5.0%
Holdings Details
Explore Lcz, a diversified EUR-based ETF portfolio blending bonds, equities, and gold for steady growth and low volatility.
AssetTypeAllocationTER
CSBGE3.SW
iShares Euro Government Bond 1-3yr UCITS ETF (Acc)IE00B3VTMJ91
ETF
35.0%0.15%
JEST.XETRA
JPMorgan EUR Ultra-Short Income UCITS ETF - EUR (Acc)IE00BD9MMF62
ETF
20.0%0.18%
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
15.0%0.19%
ERNX.XETRA
iShares EUR Ultrashort Bond UCITS ETF EUR (Acc)IE000RHYOR04
ETF
15.0%0.09%
AGGH.AS
iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc)IE00BDBRDM35
ETF
10.0%0.1%
PPFB.XETRA
iShares Physical Gold ETCIE00B4ND3602
ETF
5.0%0.12%
Total100.0%0.15%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €11,964.34
Histogram of Monthly Returns
The portfolio had a positive return during 35 of the 48 months (73%)
Monthly Returns Heatmap
Best month: +1.7% • Worst month: -2.5% • Best year: 2024 (+8.3%) • Worst year: 2022 (-2.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.5%+1.1%-2.5%+0.5%--------+0.6%
2025+1.5%-0.0%-0.9%-0.2%+1.0%+0.1%+1.1%+0.2%+1.5%+1.5%+0.4%+0.4%+6.6%
2024+0.6%+0.5%+1.4%-0.1%+0.4%+1.2%+0.8%+0.4%+1.0%+0.4%+1.6%-0.1%+8.3%
2023+1.3%-0.5%+0.8%+0.1%+0.6%+0.2%+0.7%+0.1%-0.5%+0.1%+1.5%+1.4%+5.9%
2022-----0.5%-1.2%+1.7%-0.9%-1.7%+0.3%+0.7%-1.1%-2.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +3.82% • The longest drawdown period lasted for 1 year and was between August 2022 and August 2023. It reached a trough of -3.6%.

Detailed Metrics

Returns
Total Return
+19.64%
Annualized Return
+4.68%
Avg Monthly Return
+0.38%
Risk
Volatility (Annual)
+2.92%
Max Drawdown
+3.82%
Positive Months
73%
Average Drawdown
-1.0%
Risk-Adjusted
Sharpe Ratio
0.92
Risk-free rate: 2.0%
Sortino Ratio
0.87
Downside risk adjusted
Return/Volatility
1.60
Calmar Ratio
1.23
Return/Max Drawdown
Ulcer Index
1.24
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
11,964.34
Backtest Period
2022-05-02 to 2026-04-02
3.9 years
Rebalancing
none
Base Currency
EUR