Optimize
None Rebalancing
EUR
Moderate Risk
7.1yr backtest

Performance Summary

Total Return+141.40%
Annualized Return+13.30%
Volatility+14.45%
Sharpe Ratio0.78
Max Drawdown+30.74%

Holdings

Asset Allocation

Asset Class

Equity 90.0%Precious Metals 10.0%
Holdings Details
Diversified global ETF portfolio with 90% equities and 10% gold, blending core world stocks with small-cap and value factor strategies.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
80.0%0.19%
EGLN.LSE
iShares Physical Gold ETCIE00B4ND3602
ETF
10.0%0.12%
IUSN.XETRA
iShares MSCI World Small Cap UCITS ETFIE00BF4RFH31
ETF
5.0%0.35%
IS3S.XETRA
iShares Edge MSCI World Value Factor UCITS ETFIE00BP3QZB59
ETF
5.0%0.25%
Total100.0%0.19%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €24,139.73
Histogram of Monthly Returns
The portfolio had a positive return during 57 of the 86 months (66%)
Monthly Returns Heatmap
Best month: +8.9% • Worst month: -10.3% • Best year: 2021 (+25.9%) • Worst year: 2022 (-11.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.3%+2.6%-6.0%+7.2%+5.5%-0.1%-1.4%+4.2%----+15.5%
2025+4.7%-1.7%-5.6%-3.3%+5.1%+0.4%+4.4%+0.2%+3.8%+4.5%+0.4%+0.6%+13.7%
2024+2.5%+3.2%+4.2%-1.2%+1.0%+4.0%+0.9%-0.4%+2.0%+1.4%+5.9%-1.2%+24.3%
2023+5.0%-0.2%+0.4%-0.2%+2.1%+2.7%+2.6%-0.9%-1.5%-2.6%+4.9%+3.6%+16.9%
2022-4.1%-1.1%+3.7%-1.6%-3.3%-5.5%+8.1%-1.5%-5.5%+3.0%+1.6%-4.9%-11.4%
2021+1.0%+2.1%+5.5%+1.3%+0.4%+3.4%+0.9%+2.5%-1.5%+4.0%+0.2%+3.7%+25.9%
2020-0.2%-7.4%-10.3%+8.9%+1.9%+2.2%+0.1%+4.6%-1.1%-1.7%+7.2%+2.4%+5.3%
2019------+0.1%-1.0%+2.7%+0.2%+3.5%+2.1%+7.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +30.74% • The longest drawdown period lasted for 1 year and 10 months and was between January 2022 and November 2023. It reached a trough of -13.7%.

Detailed Metrics

Returns
Total Return
+141.40%
Annualized Return
+13.30%
Avg Monthly Return
+1.09%
Risk
Volatility (Annual)
+14.45%
Max Drawdown
+30.74%
Positive Months
66%
Average Drawdown
-4.5%
Risk-Adjusted
Sharpe Ratio
0.78
Risk-free rate: 2.0%
Sortino Ratio
0.71
Downside risk adjusted
Return/Volatility
0.92
Calmar Ratio
0.43
Return/Max Drawdown
Ulcer Index
6.01
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
24,139.73
Backtest Period
2019-07-25 to 2026-08-14
7.1 years
Rebalancing
none
Base Currency
EUR
main 2 | +13.3% CAGR | ETF Backtest