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Permanentní portfolio

Permanentní portfolio

Optimize
Monthly Rebalancing
EUR
Low Risk
6.7yr backtest

Performance Summary

Total Return+61.65%
Annualized Return+7.44%
Volatility+8.71%
Sharpe Ratio0.63
Max Drawdown+12.34%

Holdings

Asset Allocation

Asset Class

Bonds 50.0%Precious Metals 25.0%Equity 25.0%
Holdings Details
Maximize long term stability with this Euro based Permanent Portfolio. This diversified ETF strategy balances gold, stocks, and bonds with monthly rebalancing.
AssetTypeAllocationTER
EGLN.LSE
iShares Physical Gold ETCIE00B4ND3602
ETF
25.0%0.12%
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
25.0%0.19%
LYQ6.XETRA
Amundi Euro Government Bond 10-15Y UCITS ETF AccLU1650489385
ETF
12.5%0.15%
SXRC.MU
iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc)IE00BFM6TC58
ETF
12.5%0.07%
IBC1.MU
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)IE00BGSF1X88
ETF
12.5%0.07%
IS0F.MU
iShares USD Treasury Bond 1-3yr UCITS ETF (Acc)IE00BYXPSP02
ETF
6.3%0.07%
CSBGE3.SW
iShares Euro Government Bond 1-3yr UCITS ETF (Acc)IE00B3VTMJ91
ETF
6.2%0.15%
Total100.0%0.13%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €16,164.88
Histogram of Monthly Returns
The portfolio had a positive return during 49 of the 82 months (60%)
Monthly Returns Heatmap
Best month: +4.5% • Worst month: -3.5% • Best year: 2024 (+17.0%) • Worst year: 2022 (-7.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.7%+3.0%-3.5%+0.5%--------+3.5%
2025+3.6%+0.2%-2.0%-1.5%+0.6%-1.4%+2.6%-0.1%+4.3%+3.2%+1.2%-0.6%+10.2%
2024+1.1%+0.6%+3.7%+0.3%+0.1%+2.7%+1.0%+0.1%+1.9%+2.1%+3.4%-1.1%+17.0%
2023+2.6%-1.0%+1.6%-0.5%+2.6%-1.3%+0.4%-0.2%-0.7%+0.2%+1.9%+2.2%+8.1%
2022-1.7%+0.6%+0.5%-0.1%-2.9%-1.4%+4.4%-1.5%-2.0%-1.7%+1.1%-3.1%-7.6%
2021+0.1%-2.5%+2.5%+0.7%+0.0%+1.7%+1.9%+0.6%-0.3%+0.8%+2.6%+1.2%+9.6%
2020+2.8%-0.2%-1.2%+3.9%-0.8%+1.6%-0.3%+0.4%+0.1%-0.4%-0.4%+0.5%+6.1%
2019-------0.0%+4.5%-0.2%-0.9%+1.0%-0.1%+4.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +12.34% • The longest drawdown period lasted for 1 year and 10 months and was between March 2022 and January 2024. It reached a trough of -9.1%.

Detailed Metrics

Returns
Total Return
+61.65%
Annualized Return
+7.44%
Avg Monthly Return
+0.60%
Risk
Volatility (Annual)
+8.71%
Max Drawdown
+12.34%
Positive Months
60%
Average Drawdown
-2.8%
Risk-Adjusted
Sharpe Ratio
0.63
Risk-free rate: 2.0%
Sortino Ratio
0.63
Downside risk adjusted
Return/Volatility
0.85
Calmar Ratio
0.60
Return/Max Drawdown
Ulcer Index
3.36
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
16,164.88
Backtest Period
2019-07-25 to 2026-04-02
6.7 years
Rebalancing
monthly
Base Currency
EUR