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Created byuser-lg34hs

None Rebalancing

EUR

Moderate Risk

1.5yr backtest

Performance Summary

Total Return+26.39%

Annualized Return+16.47%

Volatility+14.12%

Sharpe Ratio1.03

Max Drawdown+19.37%

Holdings

Asset Allocation

Asset Class

Equity 90.0%Precious Metals 5.0%Real Estate 5.0%

Holdings Details

Diversified global ETF portfolio with 90% equities, 5% gold, and 5% real estate for broad market exposure and risk management.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
SXR8.XETRA iShares Core S&P 500 UCITS ETF USD (Acc) • IE00B5BMR087	IE00B5BMR087	Acc	ETF	35.0%	0.07%
IXUA.XETRA iShares MSCI World ex-USA UCITS ETF USD (Acc) • IE000R4ZNTN3	IE000R4ZNTN3	Acc	ETF	25.0%	0.15%
EMIM.AS iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) • IE00BKM4GZ66	IE00BKM4GZ66	Acc	ETF	20.0%	0.18%
ZPRV.XETRA SPDR MSCI USA Small Cap Value Weighted UCITS ETF • IE00BSPLC413	IE00BSPLC413	Acc	ETF	10.0%	0.3%
EGLN.LSE iShares Physical Gold ETC • IE00B4ND3602	IE00B4ND3602	Acc	ETF	5.0%	0.12%
H4Z7.XETRA HSBC FTSE EPRA NAREIT Developed UCITS ETF USD (Acc) • IE000G6GSP88	IE000G6GSP88	Acc	ETF	5.0%	0.24%
Total		Total			100.0%	0.15%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €12,639.25

Histogram of Monthly Returns

The portfolio had a positive return during 15 of the 20 months (75%)

Monthly Returns Heatmap

Best month: +7.9% • Worst month: -6.3% • Best year: 2026 (+17.0%) • Worst year: 2025 (+8.1%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+3.4%	+3.5%	-6.3%	+7.9%	+4.9%	+1.4%	-1.8%	+3.5%	-	-	-	-	+17.0%
2025	+0.6%	-1.5%	-5.6%	-3.8%	+5.2%	+0.6%	+4.1%	+0.7%	+3.2%	+4.1%	+0.2%	+0.6%	+8.1%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +19.37% • The longest drawdown period lasted for 6 months and was between February 2025 and September 2025. It reached a trough of -19.4%.

Detailed Metrics

Returns

Total Return

+26.39%

Annualized Return

+16.47%

Avg Monthly Return

+1.24%

Risk

Volatility (Annual)

+14.12%

Max Drawdown

+19.37%

Positive Months

75%

Average Drawdown

-3.5%

Risk-Adjusted

Sharpe Ratio

1.03

Risk-free rate: 2.0%

Sortino Ratio

0.96

Downside risk adjusted

Return/Volatility

1.17

Calmar Ratio

0.85

Return/Max Drawdown

Ulcer Index

4.69

Drawdown depth & duration

Martin Ratio

0.03

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€12,639.25

Backtest Period

2025-01-30 to 2026-08-14
1.5 years

Rebalancing

none

Base Currency

EUR