HomePortfoliosPerennial Optimized

Perennial Optimized

Created byuser-a1qdsa
Optimize FIRE Projection
Annual Rebalancing
EUR
Moderate Risk
Multi-currency
7.1yr backtest

Performance Summary

Total Return+107.49%
Annualized Return+10.78%
Volatility+10.50%
Sharpe Ratio0.84
Max Drawdown+22.32%

Holdings

Asset Allocation

Asset Class

Equity 60.0%Bonds 14.0%Precious Metals 13.0%Commodities 13.0%
Holdings Details
Diversified ETF portfolio with 60% global stocks, 28% bonds, and 13% each in gold and managed futures for balanced, long-term growth.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) Accumulating • IE00BK5BQT80
ETF
60.0%0.19%
LYXF.XETRA
Amundi Euro Government Bond 15+Y UCITS ETF Acc • LU1287023268
ETF
13.0%0.15%
GLDA.F
Amundi Physical Gold ETC C EUR • FR0013416716
ETC
13.0%0.12%
DBMF.US
iMGP DBi Managed Futures Strategy ETF • US53700T8273
ETF
13.0%0.85%
DBXP.XETRA
Xtrackers Eurozone Government Bond 1-3 UCITS ETF 1C • LU0290356871
ETF
1.0%0.1%
Total100.0%0.26%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €20,748.95
Histogram of Monthly Returns
The portfolio had a positive return during 58 of the 87 months (67%)
Monthly Returns Heatmap
Best month: +6.8% • Worst month: -7.0% • Best year: 2024 (+20.6%) • Worst year: 2022 (-6.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.6%+3.6%-5.1%+4.8%+3.9%-0.2%-1.3%+2.1%+0.2%---+10.6%
2025+3.6%-1.2%-5.2%-2.1%+3.3%-0.2%+3.2%-0.1%+4.2%+4.5%+0.4%+0.5%+11.1%
2024+2.0%+2.5%+4.4%+0.1%+0.0%+3.5%+0.4%-0.7%+1.8%+1.2%+4.9%-1.0%+20.6%
2023+3.3%-0.7%+0.3%-0.2%+1.8%+2.2%+1.4%-0.5%-1.2%-1.5%+3.5%+2.9%+11.7%
2022-1.4%-0.4%+3.2%+0.9%-3.5%-2.5%+5.5%-1.2%-2.6%+1.5%-1.2%-4.3%-6.3%
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%+19.4%
2020+1.6%-4.6%-7.0%+6.8%+0.4%+1.6%+0.7%+2.6%-0.6%-0.6%+3.6%+1.8%+5.7%
2019------+0.3%+1.8%+1.3%-0.8%+2.3%+1.0%+6.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +22.32% • The longest drawdown period lasted for 1 year and 3 months and was between August 2022 and December 2023. It reached a trough of -11.1%.
When could this portfolio get you to financial independence?

Perennial Optimized returned +10.78% a year over the 7 years above. Run those same monthly returns forward through 10,000 simulated paths, with your own savings and target retirement age, to see when they could reach your FIRE number.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (13.0% of total allocation)

Total Dividends Received

€784.82

17 payments

Dividend Yield

0.78%

(annualized)

Avg Per Payment

€46.17

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
2026€24.11
2025€126.42
2024€111.42
2023€41.13
2022€355.10
2020€10.90
2019€115.75
Total€784.82

Detailed Metrics

Returns
Total Return
+107.49%
Annualized Return
+10.78%
Avg Monthly Return
+0.87%
Risk
Volatility (Annual)
+10.50%
Max Drawdown
+22.32%
Positive Months
67%
Average Drawdown
-3.6%
Risk-Adjusted
Sharpe Ratio
0.84
Risk-free rate: 2.0%
Sortino Ratio
0.76
Downside risk adjusted
Return/Volatility
1.03
Calmar Ratio
0.48
Return/Max Drawdown
Ulcer Index
4.60
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€20,748.95
Backtest Period
2019-07-25 to 2026-09-11
7.1 years
Rebalancing
annual
Base Currency
EUR