Optimize
Annual Rebalancing
EUR
Low Risk
4.9yr backtest

Performance Summary

Total Return+61.48%
Annualized Return+10.33%
Volatility+9.11%
Sharpe Ratio0.91
Max Drawdown+13.15%

Holdings

Asset Allocation

Asset Class

Equity 60.0%Bonds 20.0%Precious Metals 20.0%
Holdings Details
Diversified global portfolio with 60% world stocks, 20% hedged global bonds, and 20% physical gold for balanced growth and stability.
AssetTypeAllocationTER
SPYI.XETRA
SPDR MSCI All Country World Investable Market UCITS ETF (Acc)IE00B3YLTY66
ETF
60.0%0.17%
AGGH.AS
iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc)IE00BDBRDM35
ETF
20.0%0.1%
GOLD.PA
Amundi Physical Gold ETC (C)FR0013416716
ETF
20.0%0.12%
Total100.0%0.15%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €16,147.66
Histogram of Monthly Returns
The portfolio had a positive return during 39 of the 60 months (65%)
Monthly Returns Heatmap
Best month: +5.6% • Worst month: -5.6% • Best year: 2024 (+21.0%) • Worst year: 2022 (-9.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.8%+2.5%-5.6%+1.4%--------+1.9%
2025+4.2%-1.0%-3.4%-2.0%+3.2%-0.0%+3.4%+0.5%+4.1%+3.9%+1.0%+0.5%+15.1%
2024+1.6%+2.0%+4.1%-0.5%+0.7%+3.2%+1.2%+0.1%+2.1%+1.7%+4.3%-1.1%+21.0%
2023+4.4%-0.9%+1.4%-0.3%+1.7%+1.3%+1.8%-0.6%-1.8%-1.1%+3.8%+3.3%+13.3%
2022-3.0%-0.3%+2.7%-1.2%-3.1%-3.8%+5.6%-1.7%-4.3%+1.5%+1.9%-3.5%-9.2%
2021----+1.1%+1.7%+1.3%+1.7%-1.6%+3.3%+0.6%+2.4%+10.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +13.15% • The longest drawdown period lasted for 2 years and was between November 2021 and December 2023. It reached a trough of -10.4%.

Detailed Metrics

Returns
Total Return
+61.48%
Annualized Return
+10.33%
Avg Monthly Return
+0.83%
Risk
Volatility (Annual)
+9.11%
Max Drawdown
+13.15%
Positive Months
65%
Average Drawdown
-3.3%
Risk-Adjusted
Sharpe Ratio
0.91
Risk-free rate: 2.0%
Sortino Ratio
0.85
Downside risk adjusted
Return/Volatility
1.13
Calmar Ratio
0.79
Return/Max Drawdown
Ulcer Index
4.02
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
16,147.66
Backtest Period
2021-05-17 to 2026-04-02
4.9 years
Rebalancing
annual
Base Currency
EUR