Optimize
Monthly Rebalancing
EUR
Low Risk
Multi-currency
7.2yr backtest

Performance Summary

Total Return+83.57%
Annualized Return+8.84%
Volatility+7.22%
Sharpe Ratio0.95
Max Drawdown+15.47%

Holdings

Asset Allocation

Asset Class

Bonds 60.0%Equity 30.0%Precious Metals 10.0%
Holdings Details
Low-risk diversified ETF portfolio blending global bonds, US equities, and gold for stable capital preservation and steady growth.
AssetTypeAllocationTER
AGGU.LSE
iShares Core Global Aggregate Bond UCITS ETF USD Hedged (Acc)IE00BZ043R46
ETF
35.0%0.1%
CSPX.LSE
iShares Core S&P 500 UCITS ETF USD (Acc)IE00B5BMR087
ETF
25.0%0.07%
IB01.LSE
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)IE00BGSF1X88
ETF
15.0%0.07%
IGLN.LSE
iShares Physical Gold ETCIE00B4ND3602
ETF
10.0%0.12%
SXRL.XETRA
iShares USD Treasury Bond 3-7yr UCITS ETF (Acc)IE00B3VWN393
ETF
10.0%0.07%
EIMI.LSE
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)IE00BKM4GZ66
ETF
5.0%0.18%
Total100.0%0.09%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €18,357.41
Histogram of Monthly Returns
The portfolio had a positive return during 57 of the 87 months (66%)
Monthly Returns Heatmap
Best month: +5.3% • Worst month: -5.8% • Best year: 2025 (+18.8%) • Worst year: 2022 (-11.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.5%+1.4%-5.8%+5.3%--------+4.1%
2025+2.5%-0.9%-0.8%+1.1%+2.6%+2.5%+1.4%+1.5%+3.5%+2.1%+1.1%+0.9%+18.8%
2024+0.5%+1.3%+2.7%-1.3%+1.6%+2.6%+1.4%+1.5%+2.3%-0.2%+1.9%-1.1%+14.1%
2023+3.8%-2.0%+2.9%+0.9%-0.3%+2.1%+1.8%-0.9%-2.8%-0.6%+5.0%+3.3%+13.6%
2022-3.0%-0.7%+1.1%-4.2%-1.2%-3.7%+3.4%-2.2%-4.6%+1.4%+2.8%-0.8%-11.5%
2021-0.2%-0.7%+0.9%+2.2%+1.2%+0.1%+1.2%+0.9%-2.1%+1.9%-0.1%+1.7%+7.0%
2020+1.1%-2.4%-3.1%+4.5%+1.0%+1.4%+3.5%+1.9%-1.4%-0.9%+2.7%+2.2%+10.7%
2019--0.3%+1.1%+1.0%-1.0%+3.3%+1.1%+0.7%-0.0%+0.9%+0.7%+1.4%+9.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +15.47% • The longest drawdown period lasted for 1 year and 11 months and was between December 2021 and December 2023. It reached a trough of -15.5%.

Detailed Metrics

Returns
Total Return
+83.57%
Annualized Return
+8.84%
Avg Monthly Return
+0.72%
Risk
Volatility (Annual)
+7.22%
Max Drawdown
+15.47%
Positive Months
66%
Average Drawdown
-3.3%
Risk-Adjusted
Sharpe Ratio
0.95
Risk-free rate: 2.0%
Sortino Ratio
0.88
Downside risk adjusted
Return/Volatility
1.22
Calmar Ratio
0.57
Return/Max Drawdown
Ulcer Index
4.53
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
18,357.41
Backtest Period
2019-02-22 to 2026-04-24
7.2 years
Rebalancing
monthly
Base Currency
EUR
Low_Risk | +8.8% CAGR | ETF Backtest