1

Created byuser-5c8rmr

Optimize

Annual Rebalancing

EUR

Moderate Risk

Multi-currency

6.2yr backtest

Performance Summary

Total Return+100.72%

Annualized Return+11.87%

Volatility+10.86%

Sharpe Ratio0.91

Max Drawdown+20.98%

Holdings

Asset Allocation

Asset Class

Equity 60.0%Precious Metals 20.0%Money Market 20.0%

Holdings Details

A diversified ETF portfolio blending US equities, physical gold, and short-term European bonds for balanced growth and stability.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
VUAA.XETRA Vanguard S&P 500 UCITS ETF (USD) Accumulating • IE00BFMXXD54	IE00BFMXXD54	Acc	ETF	60.0%	0.07%
SGLD.LSE Invesco Physical Gold ETC • IE00B579F325	IE00B579F325	Acc	ETC	20.0%	0.12%
C3M.PA Amundi Euro Government Bond 0-6 M UCITS ETF Acc • FR0010754200	FR0010754200	Acc	ETF	20.0%	0.14%
Total		Total			100.0%	0.09%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €20,071.56

Histogram of Monthly Returns

The portfolio had a positive return during 51 of the 75 months (68%)

Monthly Returns Heatmap

Best month: +7.1% • Worst month: -9.1% • Best year: 2024 (+26.9%) • Worst year: 2022 (-7.5%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+2.5%	+1.2%	-4.5%	+5.3%	-	-	-	-	-	-	-	-	+4.3%
2025	+3.9%	-1.8%	-4.1%	-2.6%	+3.5%	-0.0%	+4.0%	+0.2%	+4.1%	+4.0%	+1.1%	+0.1%	+12.4%
2024	+2.8%	+2.7%	+4.0%	-0.4%	+0.7%	+4.5%	+0.4%	-0.1%	+2.0%	+3.0%	+5.2%	-0.5%	+26.9%
2023	+3.3%	+0.0%	+1.3%	-0.1%	+2.9%	+1.6%	+1.8%	+0.3%	-1.7%	-0.6%	+3.5%	+2.5%	+15.9%
2022	-3.6%	+0.1%	+4.3%	-1.1%	-3.5%	-3.2%	+6.2%	-0.9%	-3.3%	+2.1%	-0.8%	-3.5%	-7.5%
2021	+0.4%	+0.8%	+4.7%	+1.8%	+0.2%	+2.8%	+2.0%	+2.4%	-1.5%	+4.1%	+1.9%	+3.2%	+25.2%
2020	-	-9.1%	-4.8%	+7.1%	+1.3%	+0.8%	+1.4%	+3.7%	-1.5%	-1.6%	+2.4%	+1.7%	+0.6%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +20.98% • The longest drawdown period lasted for 11 months and was between August 2022 and July 2023. It reached a trough of -9.4%.

Detailed Metrics

Returns

Total Return

+100.72%

Annualized Return

+11.87%

Avg Monthly Return

+0.97%

Risk

Volatility (Annual)

+10.86%

Max Drawdown

+20.98%

Positive Months

68%

Average Drawdown

-3.3%

Risk-Adjusted

Sharpe Ratio

0.91

Risk-free rate: 2.0%

Sortino Ratio

0.85

Downside risk adjusted

Return/Volatility

1.09

Calmar Ratio

0.57

Return/Max Drawdown

Ulcer Index

4.21

Drawdown depth & duration

Martin Ratio

0.02

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€20,071.56

Backtest Period

2020-02-13 to 2026-04-30
6.2 years

Rebalancing

annual

Base Currency

EUR