Mix20

A complex approach to achieving exposure to equity factors, emerging markets, Bitcoin, Gold and Silver, as well as Fixed income securities, of which some are unhedged...

Optimize
Quarterly Rebalancing
EUR
Low Risk
3.1yr backtest

Performance Summary

Total Return+73.00%
Annualized Return+19.67%
Volatility+9.34%
Sharpe Ratio1.89
Max Drawdown+15.21%

Holdings

Asset Allocation

Asset Class

Equity 70.0%Bonds 15.0%Precious Metals 10.0%Cryptocurrencies 5.0%
Holdings Details
Diversified ETF portfolio blending global equities, bonds, Bitcoin, and gold for multi-factor exposure across developed and emerging markets.
AssetTypeAllocationTER
PRAR.XETRA
Amundi Prime Euro Government Bond UCITS ETF AccLU2089238898
ETF
5.0%0.05%
A4H8.XETRA
Amundi Index Euro Corporate SRI UCITS ETF DR (C)LU1437018168
ETF
5.0%0.14%
BTC-EUR
Bitcoin EUR Price
CRYPTO
5.0%-
JREM.XETRA
JPMorgan Global Emerging Markets Research Enhanced Index Equity Active UCITS ETF USD (acc)IE00BF4G6Z54
ETF
5.0%0.35%
PRAZ.XETRA
Amundi Prime Eurozone UCITS ETF DR (C)LU2089238112
ETF
5.0%0.05%
GERD.XETRA
L&G Gerd Kommer Multifactor Equity UCITS ETF USD AccumulatingIE0001UQQ933
ETF
5.0%0.45%
GAGG.PA
Amundi Core Global Aggregate Bond UCITS ETF AccLU1437024729
ETF
5.0%0.1%
XDEM.XETRA
Xtrackers MSCI World Momentum UCITS ETF 1CIE00BL25JP72
ETF
5.0%0.25%
XDEQ.XETRA
Xtrackers MSCI World Quality UCITS ETF 1CIE00BL25JL35
ETF
5.0%0.25%
XXSC.XETRA
Xtrackers MSCI Europe Small Cap UCITS ETF 1CLU0322253906
ETF
5.0%0.3%
SPYI.XETRA
SPDR MSCI All Country World Investable Market UCITS ETF (Acc)IE00B3YLTY66
ETF
5.0%0.17%
XMME.XETRA
Xtrackers MSCI Emerging Markets UCITS ETF 1CIE00BTJRMP35
ETF
5.0%0.18%
SPYX.XETRA
State Street SPDR MSCI Emerging Markets Small Cap UCITS ETF USDIE00B48X4842
ETF
5.0%0.55%
4GLD.XETRA
Xetra-GoldDE000A0S9GB0
ETF
5.0%0%
ZPRS.XETRA
State Street SPDR MSCI World Small Cap UCITS ETF USD Unhedged (Acc)IE00BCBJG560
ETF
5.0%0.45%
V3AA.XETRA
Vanguard ESG Global All Cap UCITS ETF (USD) AccumulatingIE00BNG8L278
ETF
5.0%0.24%
XAD6.XETRA
Xtrackers Physical Silver ETC (EUR) EURDE000A1E0HS6
ETC
5.0%0.75%
D5BL.XETRA
Xtrackers MSCI Europe Value UCITS ETF 1CLU0486851024
ETF
5.0%0.15%
XDEV.XETRA
Xtrackers MSCI World Value UCITS ETF 1CIE00BL25JM42
ETF
5.0%0.25%
5MVL.XETRA
iShares Edge MSCI EM Value Factor UCITS ETF USD (Acc)IE00BG0SKF03
ETF
5.0%0.4%
Total100.0%0.25%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €17,299.54
Histogram of Monthly Returns
The portfolio had a positive return during 25 of the 38 months (66%)
Monthly Returns Heatmap
Best month: +7.5% • Worst month: -6.9% • Best year: 2024 (+21.9%) • Worst year: 2023 (+8.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.2%+2.6%-6.9%+7.5%+5.4%-0.8%-0.4%-----+11.4%
2025+4.3%-1.2%-3.5%-2.0%+4.8%+0.8%+3.4%+0.2%+3.9%+3.6%-0.0%+2.9%+18.0%
2024+1.1%+4.3%+4.8%-0.9%+2.4%+1.4%+0.9%-1.0%+2.4%+0.8%+5.3%-1.1%+21.9%
2023-----+0.7%+2.6%-1.8%-1.0%-1.2%+5.0%+3.6%+8.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +15.21% • The longest drawdown period lasted for 4 months and was between February 2025 and July 2025. It reached a trough of -15.2%.

Detailed Metrics

Returns
Total Return
+73.00%
Annualized Return
+19.67%
Avg Monthly Return
+1.50%
Risk
Volatility (Annual)
+9.34%
Max Drawdown
+15.21%
Positive Months
66%
Average Drawdown
-2.1%
Risk-Adjusted
Sharpe Ratio
1.89
Risk-free rate: 2.0%
Sortino Ratio
1.80
Downside risk adjusted
Return/Volatility
2.11
Calmar Ratio
1.29
Return/Max Drawdown
Ulcer Index
2.82
Drawdown depth & duration
Martin Ratio
0.06
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
17,299.54
Backtest Period
2023-06-21 to 2026-07-10
3.1 years
Rebalancing
quarterly
Base Currency
EUR