HomePortfoliosMixed Ratio
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None Rebalancing
EUR
Moderate Risk
5.5yr backtest

Performance Summary

Total Return+93.53%
Annualized Return+12.79%
Volatility+10.26%
Sharpe Ratio1.05
Max Drawdown+16.05%

Holdings

Asset Allocation

Asset Class

Equity 50.0%Bonds 25.0%Precious Metals 15.0%Commodities 10.0%
Holdings Details
Diversified ETF portfolio with 50% global equity, 25% bonds, 15% gold, and 10% commodities for balanced, long-term growth across major asset classes.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
35.0%0.19%
ZPRV.XETRA
SPDR MSCI USA Small Cap Value Weighted UCITS ETFIE00BSPLC413
ETF
15.0%0.3%
DBXF.XETRA
Xtrackers Eurozone Government Bond 15-30 UCITS ETF 1CLU0290357507
ETF
15.0%0.15%
4GLD.XETRA
Xetra-GoldDE000A0S9GB0
ETF
15.0%0%
PRAB.XETRA
Amundi Prime Euro Government Bond 0-1Y UCITS ETF AccLU2233156582
ETF
10.0%0.05%
SXRS.XETRA
iShares Diversified Commodity Swap UCITS ETFIE00BDFL4P12
ETF
10.0%0.19%
Total100.0%0.16%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €19,352.8
Histogram of Monthly Returns
The portfolio had a positive return during 43 of the 67 months (64%)
Monthly Returns Heatmap
Best month: +7.3% • Worst month: -5.4% • Best year: 2021 (+22.1%) • Worst year: 2022 (-6.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.3%+2.8%-3.1%+4.3%--------+8.3%
2025+4.5%-1.7%-4.3%-3.9%+3.3%-0.1%+3.5%+0.9%+3.5%+3.6%+1.7%+0.8%+11.8%
2024+0.9%+1.5%+4.2%-0.9%+0.7%+1.9%+2.3%-1.0%+2.2%+1.8%+6.0%-2.3%+18.4%
2023+4.3%-0.6%-1.5%-1.1%+0.9%+2.6%+3.0%-0.5%-1.6%-1.8%+3.0%+4.3%+11.3%
2022-2.0%+1.0%+3.5%-0.1%-2.5%-5.4%+7.3%-1.4%-4.9%+2.6%+0.8%-5.2%-6.9%
2021+2.4%+1.8%+4.1%+1.2%+1.1%+1.9%+1.1%+1.5%-0.2%+2.9%-0.1%+2.5%+22.1%
2020----------0.1%+5.1%+1.7%+6.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +16.05% • The longest drawdown period lasted for 1 year and 5 months and was between August 2022 and January 2024. It reached a trough of -10.8%.

Detailed Metrics

Returns
Total Return
+93.53%
Annualized Return
+12.79%
Avg Monthly Return
+1.03%
Risk
Volatility (Annual)
+10.26%
Max Drawdown
+16.05%
Positive Months
64%
Average Drawdown
-3.7%
Risk-Adjusted
Sharpe Ratio
1.05
Risk-free rate: 2.0%
Sortino Ratio
0.97
Downside risk adjusted
Return/Volatility
1.25
Calmar Ratio
0.80
Return/Max Drawdown
Ulcer Index
4.55
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
19,352.8
Backtest Period
2020-10-29 to 2026-04-24
5.5 years
Rebalancing
none
Base Currency
EUR
Mixed Ratio | +12.8% CAGR | ETF Backtest