Optimize
None Rebalancing
EUR
Low Risk
4.0yr backtest

Performance Summary

Total Return+54.18%
Annualized Return+11.36%
Volatility+9.76%
Sharpe Ratio0.96
Max Drawdown+14.18%

Holdings

Asset Allocation

Asset Class

Equity 68.7%Bonds 22.8%Money Market 8.5%
Holdings Details
Diversified ETF portfolio blending US & global equities, bonds, gold, and cash for a balanced, long-term growth strategy.
AssetTypeAllocationTER
VUAA.XETRA
Vanguard S&P 500 UCITS ETF (USD) AccumulatingIE00BFMXXD54
ETF
45.0%0.07%
ERNX.XETRA
iShares EUR Ultrashort Bond UCITS ETF EUR (Acc)IE000RHYOR04
ETF
22.8%0.09%
VGWE.XETRA
Vanguard FTSE All-World High Dividend Yield UCITS ETF AccIE00BK5BR626
ETF
13.7%0.29%
ISOE.AS
iShares Gold Producers UCITS ETFIE00B6R52036
ETF
10.0%0.55%
XEON.XETRA
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1CLU0290358497
ETF
8.5%0.1%
Total100.0%0.16%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €15,417.73
Histogram of Monthly Returns
The portfolio had a positive return during 33 of the 50 months (66%)
Monthly Returns Heatmap
Best month: +5.5% • Worst month: -6.1% • Best year: 2024 (+20.2%) • Worst year: 2022 (-6.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.3%+3.8%-6.1%+4.3%+2.1%-------+6.2%
2025+4.1%-1.7%-3.9%-3.0%+4.2%+0.6%+3.8%+1.7%+4.2%+1.9%+2.1%+0.5%+15.0%
2024+1.9%+1.9%+3.9%-0.6%+0.9%+3.5%+1.0%-0.2%+1.3%+1.8%+4.7%-1.4%+20.2%
2023+3.0%-0.7%+1.2%+0.5%+1.3%+1.8%+1.9%-0.3%-1.3%-1.6%+3.8%+2.5%+12.6%
2022---+0.0%-3.0%-4.6%+5.5%-1.2%-3.1%+2.9%+0.6%-3.5%-6.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +14.18% • The longest drawdown period lasted for 11 months and was between August 2022 and July 2023. It reached a trough of -7.6%.

Detailed Metrics

Returns
Total Return
+54.18%
Annualized Return
+11.36%
Avg Monthly Return
+0.90%
Risk
Volatility (Annual)
+9.76%
Max Drawdown
+14.18%
Positive Months
66%
Average Drawdown
-2.8%
Risk-Adjusted
Sharpe Ratio
0.96
Risk-free rate: 2.0%
Sortino Ratio
0.90
Downside risk adjusted
Return/Volatility
1.16
Calmar Ratio
0.80
Return/Max Drawdown
Ulcer Index
3.46
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
15,417.73
Backtest Period
2022-04-29 to 2026-05-08
4.0 years
Rebalancing
none
Base Currency
EUR
MINE | +11.4% CAGR | ETF Backtest