Home PortfoliosPFA

PFA

Created byuser-587l5e

Optimize

Monthly Rebalancing

EUR

Moderate Risk

4.1yr backtest

Performance Summary

Total Return+83.39%

Annualized Return+16.10%

Volatility+14.38%

Sharpe Ratio0.98

Max Drawdown+20.48%

Holdings

Asset Allocation

Asset Class

Equity 70.0%Bonds 20.0%Precious Metals 10.0%

Holdings Details

A diversified ETF portfolio blending 70% global equities, 20% short-term bonds, and 10% gold for balanced growth and stability.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
VWCE.XETRA Vanguard FTSE All-World UCITS ETF (USD) Accumulating • IE00BK5BQT80	IE00BK5BQT80	Acc	ETF	50.0%	0.19%
ERNX.XETRA iShares EUR Ultrashort Bond UCITS ETF EUR (Acc) • IE000RHYOR04	IE000RHYOR04	Acc	ETF	20.0%	0.09%
LQQ.PA Amundi Nasdaq-100 Daily (2x) Leveraged UCITS ETF Acc • FR0010342592	FR0010342592	Acc	ETF	20.0%	0.6%
4GLD.XETRA Xetra-Gold • DE000A0S9GB0	DE000A0S9GB0	Acc	ETF	10.0%	0%
Total		Total			100.0%	0.23%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €18,338.51

Histogram of Monthly Returns

The portfolio had a positive return during 31 of the 50 months (62%)

Monthly Returns Heatmap

Best month: +10.6% • Worst month: -6.8% • Best year: 2023 (+29.3%) • Worst year: 2022 (-13.0%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+1.9%	+0.4%	-5.8%	+10.6%	+6.2%	-	-	-	-	-	-	-	+13.2%
2025	+3.8%	-3.2%	-6.8%	-2.8%	+6.9%	+1.9%	+4.6%	-0.5%	+4.5%	+5.2%	-0.7%	+0.3%	+12.9%
2024	+3.0%	+3.5%	+3.4%	-1.6%	+1.6%	+6.4%	-0.9%	-0.5%	+2.3%	+1.5%	+5.8%	+0.3%	+27.4%
2023	+6.7%	+0.2%	+3.5%	-0.3%	+5.5%	+3.4%	+2.7%	-0.7%	-2.4%	-2.3%	+6.3%	+3.9%	+29.3%
2022	-	-	-	+0.0%	-4.6%	-6.0%	+9.6%	-2.0%	-6.1%	+1.6%	+0.4%	-5.7%	-13.0%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +20.48% • The longest drawdown period lasted for 9 months and was between August 2022 and June 2023. It reached a trough of -16.0%.

Detailed Metrics

Returns

Total Return

+83.39%

Annualized Return

+16.10%

Avg Monthly Return

+1.30%

Risk

Volatility (Annual)

+14.38%

Max Drawdown

+20.48%

Positive Months

62%

Average Drawdown

-4.6%

Risk-Adjusted

Sharpe Ratio

0.98

Risk-free rate: 2.0%

Sortino Ratio

0.92

Downside risk adjusted

Return/Volatility

1.12

Calmar Ratio

0.79

Return/Max Drawdown

Ulcer Index

5.86

Drawdown depth & duration

Martin Ratio

0.02

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€18,338.51

Backtest Period

2022-04-29 to 2026-05-22
4.1 years

Rebalancing

monthly

Base Currency

EUR