HomePortfoliosPerennial Optimized

Perennial Optimized

Optimize
Annual Rebalancing
EUR
Moderate Risk
Multi-currency
7.1yr backtest

Performance Summary

Total Return+108.76%
Annualized Return+10.96%
Volatility+10.58%
Sharpe Ratio0.85
Max Drawdown+22.39%

Holdings

Asset Allocation

Asset Class

Equity 60.1%Bonds 13.3%Precious Metals 13.3%Commodities 13.3%
Holdings Details
A diversified ETF portfolio blending global stocks, long-term bonds, physical gold, and managed futures for robust, multi-asset growth.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
60.1%0.19%
LYXF.XETRA
Amundi Euro Government Bond 15+Y UCITS ETF AccLU1287023268
ETF
13.3%0.15%
GLDA.F
Amundi Physical Gold ETC C EURFR0013416716
ETC
13.3%0.12%
DBMF.US
iMGP DBi Managed Futures Strategy ETFUS53700T8273
ETF
13.3%0.85%
Total100.0%0.26%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €20,875.87
Histogram of Monthly Returns
The portfolio had a positive return during 56 of the 86 months (65%)
Monthly Returns Heatmap
Best month: +6.9% • Worst month: -7.0% • Best year: 2024 (+20.7%) • Worst year: 2022 (-6.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.6%+3.6%-5.2%+4.8%+3.9%-0.3%-1.3%+2.4%----+10.7%
2025+3.6%-1.2%-5.2%-2.1%+3.3%-0.2%+3.2%-0.1%+4.3%+4.5%+0.4%+0.5%+11.2%
2024+2.0%+2.5%+4.5%+0.1%-0.0%+3.6%+0.3%-0.7%+1.8%+1.2%+4.9%-1.0%+20.7%
2023+3.3%-0.8%+0.3%-0.2%+1.8%+2.2%+1.4%-0.5%-1.2%-1.5%+3.5%+2.9%+11.7%
2022-1.3%-0.3%+3.2%+0.9%-3.6%-2.5%+5.5%-1.2%-2.6%+1.5%-1.3%-4.3%-6.2%
2021+0.6%+1.1%+4.3%+0.8%+0.8%+2.3%+1.6%+1.4%-1.4%+3.6%+0.8%+2.1%+19.5%
2020+1.6%-4.6%-7.0%+6.9%+0.4%+1.6%+0.7%+2.6%-0.6%-0.6%+3.5%+1.8%+5.8%
2019------+0.3%+1.9%+1.3%-0.8%+2.3%+1.0%+6.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +22.39% • The longest drawdown period lasted for 1 year and 3 months and was between August 2022 and December 2023. It reached a trough of -11.2%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (13.3% of total allocation)

Total Dividends Received

804.60

17 payments

Dividend Yield

0.81%

(annualized)

Avg Per Payment

47.33

per event

All dividends are automatically reinvested at the payment date. The portfolio value shown includes the compounding effect of dividend reinvestment.

Annual Breakdown
Dividend income per calendar year
YearDividends
202624.78
2025129.81
2024114.28
202342.18
2022363.94
202011.16
2019118.43
Total804.60

Detailed Metrics

Returns
Total Return
+108.76%
Annualized Return
+10.96%
Avg Monthly Return
+0.89%
Risk
Volatility (Annual)
+10.58%
Max Drawdown
+22.39%
Positive Months
65%
Average Drawdown
-3.6%
Risk-Adjusted
Sharpe Ratio
0.85
Risk-free rate: 2.0%
Sortino Ratio
0.77
Downside risk adjusted
Return/Volatility
1.04
Calmar Ratio
0.49
Return/Max Drawdown
Ulcer Index
4.64
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
20,875.87
Backtest Period
2019-07-25 to 2026-08-21
7.1 years
Rebalancing
annual
Base Currency
EUR
Perennial Optimized | +11.0% CAGR | ETF Backtest