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portfolio120526

Created byuser-fub553
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Annual Rebalancing
EUR
Low Risk
2.1yr backtest

Performance Summary

Total Return+33.16%
Annualized Return+14.25%
Volatility+8.71%
Sharpe Ratio1.41
Max Drawdown+11.26%

Holdings

Asset Allocation

Asset Class

Equity 61.0%Bonds 29.0%Precious Metals 10.0%
Holdings Details
Diversified ETF portfolio blending global stocks, bonds, and gold for balanced growth across US, Europe, and emerging markets.
AssetTypeAllocationTER
EUNA.XETRA
iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc) • IE00BDBRDM35
ETF
19.0%0.1%
SPYL.XETRA
State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) • IE000XZSV718
ETF
18.0%0.03%
LYP6.XETRA
Amundi Core Stoxx Europe 600 UCITS ETF Acc • LU0908500753
ETF
17.0%0.07%
EXUS.XETRA
Xtrackers MSCI World ex USA UCITS ETF 1C • IE0006WW1TQ4
ETF
16.0%0.15%
AMEM.F
Amundi MSCI Emerging Markets Swap UCITS ETF EUR Acc • LU1681045370
ETF
10.0%0.2%
LYQ7.XETRA
Amundi Euro Government Inflation-Linked Bond UCITS ETF Acc • LU1650491282
ETF
10.0%0.09%
PPFB.XETRA
iShares Physical Gold ETC • IE00B4ND3602
ETF
10.0%0.12%
Total100.0%0.10%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €13,315.7
Histogram of Monthly Returns
The portfolio had a positive return during 21 of the 27 months (78%)
Monthly Returns Heatmap
Best month: +4.4% • Worst month: -5.5% • Best year: 2025 (+14.7%) • Worst year: 2026 (+6.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.9%+3.0%-5.5%+4.4%+1.7%-------+6.4%
2025+3.8%+0.5%-2.8%-1.1%+3.0%+0.0%+2.1%+0.4%+3.0%+3.3%+0.4%+1.4%+14.7%
2024--+1.8%-0.7%+1.2%+1.8%+1.1%+0.4%+1.6%-0.3%+2.6%-0.9%+9.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +11.26% • The longest drawdown period lasted for 5 months and was between February 2025 and August 2025. It reached a trough of -11.3%.

Detailed Metrics

Returns
Total Return
+33.16%
Annualized Return
+14.25%
Avg Monthly Return
+1.09%
Risk
Volatility (Annual)
+8.71%
Max Drawdown
+11.26%
Positive Months
78%
Average Drawdown
-1.5%
Risk-Adjusted
Sharpe Ratio
1.41
Risk-free rate: 2.0%
Sortino Ratio
1.35
Downside risk adjusted
Return/Volatility
1.64
Calmar Ratio
1.27
Return/Max Drawdown
Ulcer Index
2.12
Drawdown depth & duration
Martin Ratio
0.06
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€13,315.7
Backtest Period
2024-03-14 to 2026-05-08
2.1 years
Rebalancing
annual
Base Currency
EUR