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Projet ETF

Created byuser-p5c1zx
Quarterly Rebalancing
EUR
Moderate Risk
0.9yr backtest

Performance Summary

Total Return+18.21%
Annualized Return+19.50%
Volatility+11.03%
Sharpe Ratio1.59
Max Drawdown+7.36%

Holdings

Asset Allocation

Asset Class

Equity 70.0%Bonds 15.0%Real Estate 5.0%Precious Metals 5.0%Money Market 5.0%
Holdings Details
Diversified global ETF portfolio blending stocks, bonds, gold, and real estate for balanced growth across developed and emerging markets.
AssetTypeAllocationTER
EUNL.XETRA
iShares Core MSCI World UCITS ETF USD (Acc) • IE00B4L5Y983
ETF
45.0%0.2%
VFEA.XETRA
Vanguard FTSE Emerging Markets UCITS ETF (USD) Accumulating • IE00BK5BR733
ETF
20.0%0.17%
AGGH.AS
iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc) • IE00BDBRDM35
ETF
10.0%0.1%
XHYA.XETRA
Xtrackers EUR High Yield Corporate Bond UCITS ETF 1C • LU1109943388
ETF
5.0%0.2%
EPRA.PA
Amundi FTSE EPRA NAREIT Global UCITS ETF Acc • LU1437018838
ETF
5.0%0.24%
EGLN.LSE
iShares Physical Gold ETC • IE00B4ND3602
ETF
5.0%0.12%
5J50.XETRA
iShares Global Aerospace & Defence UCITS ETF USD (Acc) • IE000U9ODG19
ETF
5.0%0.35%
CSH2.PA
Amundi Smart Overnight Return UCITS ETF Acc • LU1190417599
ETF
5.0%0.1%
Total100.0%0.18%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €11,821.44
Histogram of Monthly Returns
The portfolio had a positive return during 11 of the 13 months (85%)
Monthly Returns Heatmap
Best month: +4.4% • Worst month: -5.1% • Best year: 2025 (+17.0%) • Worst year: 2026 (+1.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.4%+2.0%-5.1%+1.9%--------+1.1%
2025---+1.1%+4.4%+0.6%+3.6%+0.1%+3.3%+3.1%-0.4%+0.2%+17.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +7.36% • The longest drawdown period lasted for 2 months and was between January 2026 and April 2026. It reached a trough of -7.4%.

Detailed Metrics

Returns
Total Return
+18.21%
Annualized Return
+19.50%
Avg Monthly Return
+1.32%
Risk
Volatility (Annual)
+11.03%
Max Drawdown
+7.36%
Positive Months
85%
Average Drawdown
-1.6%
Risk-Adjusted
Sharpe Ratio
1.59
Risk-free rate: 2.0%
Sortino Ratio
1.67
Downside risk adjusted
Return/Volatility
1.77
Calmar Ratio
2.65
Return/Max Drawdown
Ulcer Index
1.97
Drawdown depth & duration
Martin Ratio
0.09
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€11,821.44
Backtest Period
2025-04-24 to 2026-04-02
0.9 years
Rebalancing
quarterly
Base Currency
EUR