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Projet ETF sans défense

Created byuser-p5c1zx
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Quarterly Rebalancing
EUR
Moderate Risk
2.7yr backtest

Performance Summary

Total Return+40.71%
Annualized Return+13.24%
Volatility+10.34%
Sharpe Ratio1.09
Max Drawdown+15.00%

Holdings

Asset Allocation

Asset Class

Equity 70.0%Bonds 15.0%Money Market 5.0%Precious Metals 5.0%Real Estate 5.0%
Holdings Details
A diversified global ETF portfolio blending stocks, bonds, gold, and real estate for balanced growth and stability across 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%
CSH2.PA
Amundi Smart Overnight Return UCITS ETF Acc • LU1190417599
ETF
5.0%0.1%
EGLN.LSE
iShares Physical Gold ETC • IE00B4ND3602
ETF
5.0%0.12%
EPRA.PA
Amundi FTSE EPRA NAREIT Global UCITS ETF Acc • LU1437018838
ETF
5.0%0.24%
ASWC.XETRA
HANetf Future of Defence UCITS ETF • IE000OJ5TQP4
ETF
5.0%0.49%
Total100.0%0.19%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €14,070.85
Histogram of Monthly Returns
The portfolio had a positive return during 23 of the 34 months (68%)
Monthly Returns Heatmap
Best month: +4.4% • Worst month: -4.7% • Best year: 2024 (+20.0%) • Worst year: 2026 (+1.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.4%+1.7%-4.7%+2.0%--------+1.1%
2025+3.4%-0.8%-4.0%-2.5%+4.2%+0.6%+3.4%-0.0%+3.4%+3.0%-0.5%+0.1%+10.4%
2024+1.6%+2.7%+3.1%-0.7%+0.7%+3.5%+0.8%+0.2%+2.4%+0.8%+4.4%-0.7%+20.0%
2023------+1.8%-1.2%-1.1%-2.3%+4.4%+3.4%+5.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +15.00% • The longest drawdown period lasted for 6 months and was between February 2025 and September 2025. It reached a trough of -15.0%.

Detailed Metrics

Returns
Total Return
+40.71%
Annualized Return
+13.24%
Avg Monthly Return
+1.04%
Risk
Volatility (Annual)
+10.34%
Max Drawdown
+15.00%
Positive Months
68%
Average Drawdown
-2.2%
Risk-Adjusted
Sharpe Ratio
1.09
Risk-free rate: 2.0%
Sortino Ratio
1.04
Downside risk adjusted
Return/Volatility
1.28
Calmar Ratio
0.88
Return/Max Drawdown
Ulcer Index
2.85
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€14,070.85
Backtest Period
2023-07-04 to 2026-04-02
2.7 years
Rebalancing
quarterly
Base Currency
EUR