Optimize
Monthly Rebalancing
EUR
Moderate Risk
3.2yr backtest

Performance Summary

Total Return+88.53%
Annualized Return+21.83%
Volatility+10.38%
Sharpe Ratio1.91
Max Drawdown+14.58%

Holdings

Asset Allocation

Asset Class

Equity 75.0%Precious Metals 25.0%
Holdings Details
Diversified ETF portfolio blending 75% global equities and 25% gold for growth and stability across world markets and tech.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
30.0%0.19%
GOLD.PA
Amundi Physical Gold ETC (C)FR0013416716
ETF
25.0%0.12%
EQEU.XETRA
Invesco Nasdaq-100 UCITS ETF EUR HedgedIE00BYVTMS52
ETF
25.0%0.35%
CBUX.XETRA
iShares Global Infrastructure UCITS ETF USD (Acc)IE000CK5G8J7
ETF
14.0%0.65%
IQQ0.XETRA
iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)IE00B8FHGS14
ETF
5.0%0.3%
EMXC.XETRA
Amundi MSCI Emerging Ex China UCITS ETF AccLU2009202107
ETF
1.0%0.15%
Total100.0%0.28%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €18,853.22
Histogram of Monthly Returns
The portfolio had a positive return during 30 of the 40 months (75%)
Monthly Returns Heatmap
Best month: +6.6% • Worst month: -6.1% • Best year: 2024 (+25.3%) • Worst year: 2026 (+10.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.4%+3.0%-6.1%+6.6%+2.6%-------+10.4%
2025+4.3%-1.5%-3.1%-1.4%+4.4%+0.5%+3.5%+0.2%+5.1%+4.2%+1.0%+0.1%+18.3%
2024+1.8%+2.3%+4.2%-0.4%+1.4%+4.0%+1.2%+0.5%+2.6%+2.0%+4.4%-1.1%+25.3%
2023--0.1%+3.4%+0.1%+3.0%+1.6%+2.4%-1.1%-2.6%-0.3%+4.8%+3.3%+15.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +14.58% • The longest drawdown period lasted for 5 months and was between February 2025 and July 2025. It reached a trough of -14.6%.

Detailed Metrics

Returns
Total Return
+88.53%
Annualized Return
+21.83%
Avg Monthly Return
+1.63%
Risk
Volatility (Annual)
+10.38%
Max Drawdown
+14.58%
Positive Months
75%
Average Drawdown
-1.9%
Risk-Adjusted
Sharpe Ratio
1.91
Risk-free rate: 2.0%
Sortino Ratio
1.80
Downside risk adjusted
Return/Volatility
2.10
Calmar Ratio
1.50
Return/Max Drawdown
Ulcer Index
2.53
Drawdown depth & duration
Martin Ratio
0.08
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
18,853.22
Backtest Period
2023-02-27 to 2026-05-15
3.2 years
Rebalancing
monthly
Base Currency
EUR