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MP 03/2026 new

MP

Optimize
Annual Rebalancing
EUR
Moderate Risk
6.9yr backtest

Performance Summary

Total Return+112.48%
Annualized Return+11.53%
Volatility+12.17%
Sharpe Ratio0.78
Max Drawdown+26.42%

Holdings

Asset Allocation

Asset Class

Equity 77.0%Bonds 15.0%Precious Metals 8.0%
Holdings Details
A diversified ETF portfolio blending global stocks, US & European equities, bonds, and gold for balanced growth and stability.
AssetTypeAllocationTER
SXR8.F
iShares Core S&P 500 UCITS ETF USD (Acc)IE00B5BMR087
ETF
35.0%0.07%
EUNK.F
iShares Core MSCI Europe UCITS ETF EUR (Acc)IE00B4K48X80
ETF
25.0%0.12%
VGEA.XETRA
Vanguard EUR Eurozone Government Bond UCITS ETF AccumulatingIE00BH04GL39
ETF
10.0%0.07%
IS3N.F
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)IE00BKM4GZ66
ETF
10.0%0.18%
GOLD.PA
Amundi Physical Gold ETC (C)FR0013416716
ETF
8.0%0.12%
IS3S.F
iShares Edge MSCI World Value Factor UCITS ETFIE00BP3QZB59
ETF
7.0%0.25%
IBCI.XETRA
iShares Euro Inflation Linked Government Bond UCITS ETFIE00B0M62X26
ETF
5.0%0.09%
Total100.0%0.11%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €21,247.81
Histogram of Monthly Returns
The portfolio had a positive return during 60 of the 84 months (71%)
Monthly Returns Heatmap
Best month: +8.7% • Worst month: -10.4% • Best year: 2021 (+23.9%) • Worst year: 2022 (-10.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.9%+2.8%-5.5%+6.2%--------+6.1%
2025+3.9%-0.6%-4.4%-2.1%+4.2%+0.6%+3.2%+0.1%+2.7%+4.0%+0.3%+0.8%+13.1%
2024+1.9%+2.2%+3.8%-0.7%+1.1%+2.7%+0.9%+0.1%+1.4%+0.7%+4.0%-0.5%+19.1%
2023+4.6%+0.1%+0.4%+0.2%+1.8%+2.0%+2.1%-1.0%-1.6%-1.9%+4.3%+3.7%+15.3%
2022-2.6%-2.6%+3.5%-2.3%-1.3%-5.3%+6.3%-1.5%-6.6%+3.5%+2.6%-4.1%-10.8%
2021+0.8%+1.7%+5.1%+1.3%+0.7%+2.7%+1.6%+1.8%-1.5%+2.9%+0.7%+4.0%+23.9%
2020+0.1%-6.3%-10.4%+8.7%+1.0%+1.7%+1.2%+3.3%-1.8%-1.8%+6.9%+1.9%+3.1%
2019-----1.0%+4.3%+2.5%-0.3%+2.1%+0.7%+2.4%+2.1%+13.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +26.42% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -13.0%.

Detailed Metrics

Returns
Total Return
+112.48%
Annualized Return
+11.53%
Avg Monthly Return
+0.95%
Risk
Volatility (Annual)
+12.17%
Max Drawdown
+26.42%
Positive Months
71%
Average Drawdown
-4.2%
Risk-Adjusted
Sharpe Ratio
0.78
Risk-free rate: 2.0%
Sortino Ratio
0.71
Downside risk adjusted
Return/Volatility
0.95
Calmar Ratio
0.44
Return/Max Drawdown
Ulcer Index
5.53
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
21,247.81
Backtest Period
2019-05-28 to 2026-04-24
6.9 years
Rebalancing
annual
Base Currency
EUR