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Created byuser-dxygwo
Optimize
Monthly Rebalancing
EUR
Moderate Risk
Multi-currency
8.5yr backtest

Performance Summary

Total Return+230.71%
Annualized Return+15.12%
Volatility+13.61%
Sharpe Ratio0.96
Max Drawdown+28.08%

Holdings

Asset Allocation

Asset Class

Equity 80.0%Precious Metals 20.0%
Holdings Details
Diversified ETF portfolio with 80% S&P 500 stocks and 20% gold for core US growth with inflation protection.
AssetTypeAllocationTER
VUSA.XETRA
Vanguard S&P 500 UCITS ETF (USD) Distributing • IE00B3XXRP09
ETF
80.0%0.07%
IGLN.LSE
iShares Physical Gold ETC • IE00B4ND3602
ETF
20.0%0.12%
Total100.0%0.08%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €33,070.58
Histogram of Monthly Returns
The portfolio had a positive return during 71 of the 103 months (69%)
Monthly Returns Heatmap
Best month: +10.5% • Worst month: -7.5% • Best year: 2024 (+32.9%) • Worst year: 2022 (-10.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.3%+1.0%-5.1%+7.6%--------+5.6%
2025+4.6%-2.6%-6.4%-3.8%+5.3%+0.2%+5.5%-0.2%+4.4%+4.8%+0.7%-0.1%+12.3%
2024+3.6%+3.5%+4.7%-0.8%+0.9%+5.8%+0.2%-0.3%+2.2%+3.4%+6.8%-0.7%+32.9%
2023+4.0%+0.2%+1.3%-0.1%+3.7%+2.4%+2.2%+0.3%-2.1%-1.0%+4.5%+3.2%+20.0%
2022-4.7%-0.3%+5.7%-1.8%-4.2%-4.7%+8.9%-1.1%-4.4%+3.4%-1.3%-4.9%-10.1%
2021+0.7%+1.4%+5.9%+2.3%+0.2%+3.7%+2.5%+2.9%-1.8%+5.0%+2.3%+3.8%+32.6%
2020+2.1%-7.2%-7.5%+10.5%+1.8%+1.0%+1.4%+5.4%-2.1%-1.8%+4.5%+1.8%+8.8%
2019+7.2%+3.4%+1.9%+3.4%-3.6%+4.1%+5.2%+0.2%+1.4%+0.1%+3.9%+1.6%+32.4%
2018+1.1%-0.8%-4.1%+3.7%+4.6%-0.2%+1.8%+2.7%+0.1%-2.3%+0.9%-6.9%+0.1%
2017---------+0.6%+0.1%+1.0%+1.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +28.08% • The longest drawdown period lasted for 11 months and was between August 2022 and July 2023. It reached a trough of -12.5%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (80.0% of total allocation)

Total Dividends Received

€1,589.11

34 payments

Dividend Yield

1.02%

(annualized)

Avg Per Payment

€46.74

per event

All dividends are automatically reinvested at the payment date. The portfolio value shown includes the compounding effect of dividend reinvestment.

Annual Breakdown
Dividend income per calendar year
YearDividends
2026€67.45
2025€236.44
2024€219.39
2023€210.23
2022€197.87
2021€160.90
2020€169.94
2019€192.19
2018€134.67
Total€1,589.11

Detailed Metrics

Returns
Total Return
+230.71%
Annualized Return
+15.12%
Avg Monthly Return
+1.23%
Risk
Volatility (Annual)
+13.61%
Max Drawdown
+28.08%
Positive Months
69%
Average Drawdown
-3.9%
Risk-Adjusted
Sharpe Ratio
0.96
Risk-free rate: 2.0%
Sortino Ratio
0.89
Downside risk adjusted
Return/Volatility
1.11
Calmar Ratio
0.54
Return/Max Drawdown
Ulcer Index
5.12
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€33,070.58
Backtest Period
2017-10-26 to 2026-04-24
8.5 years
Rebalancing
monthly
Base Currency
EUR