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None Rebalancing
EUR
Moderate Risk
Multi-currency
11.2yr backtest

Performance Summary

Total Return+199.21%
Annualized Return+10.29%
Volatility+14.13%
Sharpe Ratio0.59
Max Drawdown+33.80%

Holdings

Asset Allocation

Asset Class

Equity 86.9%Precious Metals 13.1%
Holdings Details
Diversified global ETF portfolio with 87% equities across US, Europe, Japan, emerging markets and 13% gold for balanced growth and stability.
AssetTypeAllocationTER
SXR8.XETRA
iShares Core S&P 500 UCITS ETF USD (Acc)IE00B5BMR087
ETF
27.6%0.07%
ZPRV.XETRA
SPDR MSCI USA Small Cap Value Weighted UCITS ETFIE00BSPLC413
ETF
26.4%0.3%
XXSC.XETRA
Xtrackers MSCI Europe Small Cap UCITS ETF 1CLU0322253906
ETF
17.8%0.3%
SGLD.LSE
Invesco Physical Gold ETCIE00B579F325
ETC
13.1%0.12%
EIMI.LSE
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)IE00BKM4GZ66
ETF
12.4%0.18%
SJPA.LSE
iShares Core MSCI Japan IMI UCITS ETFIE00B4L5YX21
ETF
2.7%0.12%
Total100.0%0.19%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €29,921.29
Histogram of Monthly Returns
The portfolio had a positive return during 85 of the 135 months (63%)
Monthly Returns Heatmap
Best month: +10.6% • Worst month: -14.4% • Best year: 2021 (+29.8%) • Worst year: 2022 (-11.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.7%+2.9%-5.7%+7.0%--------+7.6%
2025+4.7%-2.7%-5.8%-4.1%+5.3%+0.6%+4.3%+1.2%+3.2%+3.6%+1.3%+0.5%+12.0%
2024+1.0%+2.3%+4.7%-1.7%+1.5%+2.6%+3.3%-1.4%+2.0%+1.5%+6.8%-2.7%+21.5%
2023+6.2%+0.6%-2.6%-0.8%+1.3%+3.5%+3.7%-1.2%-2.2%-3.4%+5.5%+6.0%+17.2%
2022-4.6%-0.2%+3.3%-1.2%-3.1%-6.5%+9.1%-1.5%-6.3%+4.6%+0.6%-5.0%-11.3%
2021+2.7%+3.4%+6.0%+1.7%+0.9%+2.3%+0.6%+2.8%-1.3%+3.6%-0.1%+3.9%+29.8%
2020-1.1%-7.5%-14.4%+10.6%+2.2%+2.0%+0.5%+5.2%-1.6%-0.8%+9.0%+3.6%+5.3%
2019+8.8%+3.3%+1.1%+3.2%-5.6%+4.1%+3.3%-2.1%+3.1%+0.4%+3.8%+2.8%+28.7%
2018+0.3%-1.9%-2.6%+3.8%+4.0%-0.4%+1.2%+1.3%-0.5%-5.1%+0.2%-7.8%-7.7%
2017-0.8%+5.1%-0.4%+0.1%-2.6%-0.9%-0.7%-0.4%+3.3%+2.6%-0.2%+1.6%+6.5%
2016-7.1%+3.2%+2.4%+1.5%+1.9%-1.3%+5.6%+0.2%+0.3%-0.7%+5.8%+2.8%+15.0%
2015-+1.9%+2.7%-1.0%+1.8%-3.2%+0.4%-8.5%-1.4%+7.7%+3.7%-4.4%-1.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.80% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -14.1%.

Detailed Metrics

Returns
Total Return
+199.21%
Annualized Return
+10.29%
Avg Monthly Return
+0.89%
Risk
Volatility (Annual)
+14.13%
Max Drawdown
+33.80%
Positive Months
63%
Average Drawdown
-5.1%
Risk-Adjusted
Sharpe Ratio
0.59
Risk-free rate: 2.0%
Sortino Ratio
0.54
Downside risk adjusted
Return/Volatility
0.73
Calmar Ratio
0.30
Return/Max Drawdown
Ulcer Index
6.71
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
29,921.29
Backtest Period
2015-02-20 to 2026-04-30
11.2 years
Rebalancing
none
Base Currency
EUR
My portfolio | +10.3% CAGR | ETF Backtest