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Projet ETF bitcoin

Optimize
Quarterly Rebalancing
EUR
Moderate Risk
4.8yr backtest

Performance Summary

Total Return+48.70%
Annualized Return+8.58%
Volatility+11.20%
Sharpe Ratio0.59
Max Drawdown+15.95%

Holdings

Asset Allocation

Asset Class

Equity 65.0%Bonds 15.0%Money Market 5.0%Precious Metals 5.0%Real Estate 5.0%Cryptocurrencies 5.0%
Holdings Details
A diversified ETF portfolio blending global stocks, bonds, real estate, gold, and a 5% bitcoin allocation for balanced growth.
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) AccumulatingIE00BK5BR733
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 1CLU1109943388
ETF
5.0%0.2%
CSH2.PA
Amundi Smart Overnight Return UCITS ETF AccLU1190417599
ETF
5.0%0.1%
EGLN.LSE
iShares Physical Gold ETCIE00B4ND3602
ETF
5.0%0.12%
EPRA.PA
Amundi FTSE EPRA NAREIT Global UCITS ETF AccLU1437018838
ETF
5.0%0.24%
BITC.XETRA
CoinShares Physical BitcoinGB00BLD4ZL17
ETF
5.0%0.25%
Total100.0%0.18%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €14,869.96
Histogram of Monthly Returns
The portfolio had a positive return during 34 of the 59 months (58%)
Monthly Returns Heatmap
Best month: +7.4% • Worst month: -5.4% • Best year: 2024 (+24.2%) • Worst year: 2022 (-14.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.7%+0.9%-4.6%+1.7%---------0.4%
2025+3.7%-2.0%-4.4%-2.4%+4.3%+0.4%+4.0%-0.4%+3.1%+3.0%-0.9%-0.2%+8.0%
2024+1.6%+4.3%+3.7%-1.5%+1.2%+3.0%+1.0%-0.7%+2.8%+1.3%+6.4%-0.9%+24.2%
2023+5.9%-0.7%+1.6%-0.3%+0.9%+2.5%+2.1%-1.5%-1.1%-1.1%+4.5%+3.9%+17.7%
2022-3.6%-1.1%+2.6%-2.0%-3.7%-5.4%+7.4%-2.2%-4.9%+1.0%+1.4%-4.0%-14.2%
2021-----+1.8%+0.9%+3.3%-2.0%+5.1%-0.2%+1.2%+10.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +15.95% • The longest drawdown period lasted for 2 years and 2 months and was between November 2021 and January 2024. It reached a trough of -16.0%.

Detailed Metrics

Returns
Total Return
+48.70%
Annualized Return
+8.58%
Avg Monthly Return
+0.72%
Risk
Volatility (Annual)
+11.20%
Max Drawdown
+15.95%
Positive Months
58%
Average Drawdown
-5.6%
Risk-Adjusted
Sharpe Ratio
0.59
Risk-free rate: 2.0%
Sortino Ratio
0.55
Downside risk adjusted
Return/Volatility
0.77
Calmar Ratio
0.54
Return/Max Drawdown
Ulcer Index
6.73
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
14,869.96
Backtest Period
2021-06-07 to 2026-04-02
4.8 years
Rebalancing
quarterly
Base Currency
EUR