HomePortfoliosPortfolio Aggressive Nevist SCF

Portfolio Aggressive Nevist SCF

Optimize
Annual Rebalancing
EUR
Moderate Risk
5.2yr backtest

Performance Summary

Total Return+78.37%
Annualized Return+11.87%
Volatility+12.03%
Sharpe Ratio0.82
Max Drawdown+17.99%

Holdings

Asset Allocation

Asset Class

Equity 80.0%Money Market 10.0%Precious Metals 7.0%Cryptocurrencies 3.0%
Holdings Details
Diversified ETF portfolio blending 80% global equities, 10% cash, 7% gold, and 3% Bitcoin for balanced, long-term growth across major asset classes.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
65.0%0.19%
IS3R.XETRA
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)IE00BP3QZ825
ETF
15.0%0.25%
XEON.XETRA
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1CLU0290358497
ETF
10.0%0.1%
8PSG.XETRA
Invesco Physical Gold ADE000A1MECS1
ETF
7.0%0.19%
WBIT.XETRA
WisdomTree Physical BitcoinGB00BJYDH287
ETF
3.0%0.15%
Total100.0%0.19%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €17,836.88
Histogram of Monthly Returns
The portfolio had a positive return during 38 of the 63 months (60%)
Monthly Returns Heatmap
Best month: +8.0% • Worst month: -5.7% • Best year: 2024 (+28.4%) • Worst year: 2022 (-12.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.7%+1.2%-5.2%+8.0%+5.1%-0.4%------+10.2%
2025+4.7%-2.2%-5.7%-2.4%+5.3%+0.4%+4.0%-0.5%+3.5%+3.6%-0.5%+0.6%+10.5%
2024+3.4%+5.1%+4.2%-1.7%+1.4%+3.9%+0.1%-0.7%+2.0%+1.9%+7.0%-1.0%+28.4%
2023+4.5%-0.1%+1.1%+0.1%+1.3%+2.9%+1.8%-0.8%-1.2%-0.8%+4.7%+3.7%+18.4%
2022-4.7%-0.9%+4.2%-2.4%-3.7%-5.5%+7.3%-1.4%-4.6%+3.1%+0.8%-4.3%-12.2%
2021----0.2%-1.1%+3.1%+1.2%+0.7%-1.5%+4.2%+0.3%+2.8%+9.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +17.99% • The longest drawdown period lasted for 2 years and was between November 2021 and November 2023. It reached a trough of -14.4%.

Detailed Metrics

Returns
Total Return
+78.37%
Annualized Return
+11.87%
Avg Monthly Return
+0.97%
Risk
Volatility (Annual)
+12.03%
Max Drawdown
+17.99%
Positive Months
60%
Average Drawdown
-4.4%
Risk-Adjusted
Sharpe Ratio
0.82
Risk-free rate: 2.0%
Sortino Ratio
0.76
Downside risk adjusted
Return/Volatility
0.99
Calmar Ratio
0.66
Return/Max Drawdown
Ulcer Index
5.39
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
17,836.88
Backtest Period
2021-04-14 to 2026-06-12
5.2 years
Rebalancing
annual
Base Currency
EUR
Portfolio Aggressive Nevist SCF | +11.9% CAGR | ETF Backtest