Optimize
None Rebalancing
EUR
Moderate Risk
9.5yr backtest

Performance Summary

Total Return+178.24%
Annualized Return+11.32%
Volatility+12.39%
Sharpe Ratio0.75
Max Drawdown+28.28%

Holdings

Asset Allocation

Asset Class

Equity 85.0%Precious Metals 15.0%
Holdings Details
Explore the BB investment portfolio for a diversified EUR strategy featuring S&P 500 ETFs, European healthcare, MSCI World growth, and gold for market stability
AssetTypeAllocationTER
ESEE.XETRA
BNP Paribas Easy S&P 500 UCITS ETF EURFR0011550185
ETF
30.0%0.14%
LHTC.F
Amundi STOXX Europe 600 Healthcare UCITS ETF AccLU1834986900
ETF
15.0%0.3%
CW8.PA
Amundi MSCI World Swap UCITS ETF EUR AccLU1681043599
ETF
15.0%0.38%
SXR7.XETRA
iShares Core MSCI EMU UCITS ETF EUR (Acc)IE00B53QG562
ETF
15.0%0.12%
GBS.PA
Gold Bullion SecuritiesGB00B00FHZ82
ETF
15.0%0.4%
PAEJ.PA
Amundi PEA Asie Pacifique (MSCI AC Asia Pacific Ex Japan) UCITS ETF AccFR0011869312
ETF
8.0%0.6%
VLEU.F
BNP Paribas Easy Low Volatility Europe UCITS ETFLU1377381717
ETF
2.0%0.31%
Total100.0%0.28%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €27,824.05
Histogram of Monthly Returns
The portfolio had a positive return during 80 of the 116 months (69%)
Monthly Returns Heatmap
Best month: +9.4% • Worst month: -8.4% • Best year: 2019 (+28.6%) • Worst year: 2022 (-10.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.2%+2.2%-6.5%+1.9%--------+0.5%
2025+5.0%-1.1%-5.5%-3.1%+4.7%-0.2%+3.9%+0.0%+3.5%+4.6%+0.9%+0.6%+13.4%
2024+3.0%+3.1%+4.1%-0.7%+1.2%+4.1%+0.6%+0.4%+1.1%+1.1%+4.3%-0.9%+23.7%
2023+4.5%+0.1%+1.4%+0.7%+1.7%+2.1%+2.0%-0.4%-2.1%-2.3%+4.8%+3.1%+16.5%
2022-4.7%-1.5%+4.5%-1.2%-3.3%-5.1%+7.8%-2.3%-5.4%+3.6%+2.1%-4.3%-10.4%
2021+0.5%+1.3%+5.2%+1.9%+0.9%+3.4%+1.7%+2.8%-2.4%+4.5%+0.6%+3.9%+26.9%
2020+0.8%-7.2%-8.4%+9.4%+1.9%+1.6%+0.7%+3.7%-1.1%-3.1%+6.6%+1.8%+5.3%
2019+5.6%+3.6%+2.5%+2.5%-3.8%+4.6%+3.1%+0.0%+2.0%+0.5%+3.2%+1.8%+28.6%
2018+1.4%-2.4%-2.7%+3.4%+3.0%-0.2%+2.5%+0.8%+0.1%-3.8%+0.5%-5.3%-3.2%
2017-0.2%+5.2%+1.1%+0.0%-0.3%-1.6%-1.3%+0.1%+2.0%+2.5%-0.8%+0.7%+7.6%
2016--------+0.9%-0.7%+2.8%+2.5%+5.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +28.28% • The longest drawdown period lasted for 1 year and 6 months and was between January 2022 and July 2023. It reached a trough of -13.3%.

Detailed Metrics

Returns
Total Return
+178.24%
Annualized Return
+11.32%
Avg Monthly Return
+0.93%
Risk
Volatility (Annual)
+12.39%
Max Drawdown
+28.28%
Positive Months
69%
Average Drawdown
-3.7%
Risk-Adjusted
Sharpe Ratio
0.75
Risk-free rate: 2.0%
Sortino Ratio
0.68
Downside risk adjusted
Return/Volatility
0.91
Calmar Ratio
0.40
Return/Max Drawdown
Ulcer Index
4.93
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
27,824.05
Backtest Period
2016-09-16 to 2026-04-02
9.5 years
Rebalancing
none
Base Currency
EUR