HomePortfoliosP - 8% Gold

P - 8% Gold

Created byuser-a2u7uz
Optimize
Annual Rebalancing
EUR
Low Risk
5.0yr backtest

Performance Summary

Total Return+20.54%
Annualized Return+3.84%
Volatility+2.86%
Sharpe Ratio0.64
Max Drawdown+5.51%

Holdings

Asset Allocation

Asset Class

Money Market 45.0%Bonds 35.0%Equity 12.0%Precious Metals 8.0%
Holdings Details
Diversified ETF portfolio blending money market, global stocks, bonds, and gold for stability across European and global markets.
AssetTypeAllocationTER
XEON.XETRA
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C • LU0290358497
ETF
45.0%0.1%
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) Accumulating • IE00BK5BQT80
ETF
12.0%0.19%
VAGF.XETRA
Vanguard Global Aggregate Bond UCITS ETF EUR Hedged Accumulating • IE00BG47KH54
ETF
10.0%0.08%
SXRP.XETRA
iShares Euro Government Bond 3-7yr UCITS ETF (Acc) • IE00B3VTML14
ETF
10.0%0.15%
CBE3.LSE
iShares Euro Government Bond 1-3yr UCITS ETF (Acc) • IE00B3VTMJ91
ETF
10.0%0.15%
PPFB.XETRA
iShares Physical Gold ETC • IE00B4ND3602
ETF
8.0%0.12%
IBCI.XETRA
iShares Euro Inflation Linked Government Bond UCITS ETF • IE00B0M62X26
ETF
5.0%0.09%
Total100.0%0.12%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €12,054.07
Histogram of Monthly Returns
The portfolio had a positive return during 43 of the 61 months (70%)
Monthly Returns Heatmap
Best month: +1.8% • Worst month: -2.1% • Best year: 2024 (+7.9%) • Worst year: 2022 (-4.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.3%+1.1%-2.1%+1.1%+1.0%-0.5%+0.2%-----+2.1%
2025+1.4%+0.2%-0.5%+0.1%+0.6%-0.1%+0.9%+0.2%+1.5%+1.4%+0.5%+0.4%+6.9%
2024+0.5%+0.3%+1.5%-0.0%+0.4%+1.0%+0.9%+0.4%+1.1%+0.5%+1.4%-0.3%+7.9%
2023+1.4%-0.6%+1.2%+0.1%+0.6%-0.0%+0.7%+0.1%-0.8%+0.4%+1.5%+1.4%+6.0%
2022-0.8%-0.1%+0.4%-0.6%-1.2%-1.1%+1.8%-1.3%-1.7%+0.2%+0.9%-1.2%-4.7%
2021------+0.2%+0.2%-0.5%+0.5%+0.4%+0.4%+1.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +5.51% • The longest drawdown period lasted for 2 years and was between November 2021 and December 2023. It reached a trough of -5.5%.

Detailed Metrics

Returns
Total Return
+20.54%
Annualized Return
+3.84%
Avg Monthly Return
+0.31%
Risk
Volatility (Annual)
+2.86%
Max Drawdown
+5.51%
Positive Months
70%
Average Drawdown
-1.5%
Risk-Adjusted
Sharpe Ratio
0.64
Risk-free rate: 2.0%
Sortino Ratio
0.63
Downside risk adjusted
Return/Volatility
1.34
Calmar Ratio
0.70
Return/Max Drawdown
Ulcer Index
1.98
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,054.07
Backtest Period
2021-07-16 to 2026-07-03
5.0 years
Rebalancing
annual
Base Currency
EUR
P - 8% Gold | ETF Backtest