HomePortfoliosM1 real portfolio benchmark growth

M1 real portfolio benchmark growth

Created byuser-hh9ed6
Optimize
Annual Rebalancing
EUR
Low Risk
4.7yr backtest

Performance Summary

Total Return+62.48%
Annualized Return+10.85%
Volatility+9.90%
Sharpe Ratio0.89
Max Drawdown+13.48%

Holdings

Asset Allocation

Asset Class

Equity 55.0%Bonds 25.0%Precious Metals 20.0%
Holdings Details
Global growth ETF portfolio with 80% equities, 20% bonds & gold for a diversified, balanced core investment strategy.
AssetTypeAllocationTER
XDWD.XETRA
Xtrackers MSCI World UCITS ETF 1C • IE00BJ0KDQ92
ETF
35.0%0.12%
AGGH.AS
iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc) • IE00BDBRDM35
ETF
25.0%0.1%
XDWT.XETRA
Xtrackers MSCI World Information Technology UCITS ETF 1C • IE00BM67HT60
ETF
20.0%0.25%
PPFB.XETRA
iShares Physical Gold ETC • IE00B4ND3602
ETF
20.0%0.12%
Total100.0%0.14%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €16,248.08
Histogram of Monthly Returns
The portfolio had a positive return during 35 of the 58 months (60%)
Monthly Returns Heatmap
Best month: +6.5% • Worst month: -5.2% • Best year: 2024 (+24.5%) • Worst year: 2022 (-12.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.0%+1.3%-5.2%+1.7%---------0.4%
2025+3.2%-1.4%-4.1%-1.3%+3.7%+0.7%+3.8%-0.1%+4.8%+4.6%-0.1%+0.8%+15.0%
2024+2.5%+2.3%+3.7%-1.0%+1.5%+4.9%-0.0%+0.2%+1.9%+2.0%+4.5%-0.1%+24.5%
2023+4.6%-0.2%+3.0%-0.4%+4.0%+1.1%+1.5%-0.3%-2.3%-0.5%+5.0%+3.0%+19.8%
2022-4.1%-0.5%+2.8%-2.0%-3.5%-3.8%+6.5%-2.1%-4.3%+1.4%+0.7%-3.7%-12.4%
2021------+0.7%+1.9%-1.8%+3.3%+1.9%+2.3%+8.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +13.48% • The longest drawdown period lasted for 1 year and 9 months and was between November 2021 and September 2023. It reached a trough of -12.8%.

Detailed Metrics

Returns
Total Return
+62.48%
Annualized Return
+10.85%
Avg Monthly Return
+0.88%
Risk
Volatility (Annual)
+9.90%
Max Drawdown
+13.48%
Positive Months
60%
Average Drawdown
-3.9%
Risk-Adjusted
Sharpe Ratio
0.89
Risk-free rate: 2.0%
Sortino Ratio
0.84
Downside risk adjusted
Return/Volatility
1.10
Calmar Ratio
0.80
Return/Max Drawdown
Ulcer Index
4.83
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€16,248.08
Backtest Period
2021-07-16 to 2026-04-02
4.7 years
Rebalancing
annual
Base Currency
EUR