Optimize
None Rebalancing
EUR
Low Risk
6.2yr backtest

Performance Summary

Total Return+53.27%
Annualized Return+7.18%
Volatility+9.83%
Sharpe Ratio0.53
Max Drawdown+20.65%

Holdings

Asset Allocation

Asset Class

Equity 56.0%Bonds 21.0%Money Market 15.0%Commodities 4.0%Precious Metals 4.0%
Holdings Details
A diversified ETF portfolio blending global stocks, bonds, and factor strategies for balanced, long-term growth potential.
AssetTypeAllocationTER
XEON.XETRA
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1CLU0290358497
ETF
15.0%0.1%
VUAA.XETRA
Vanguard S&P 500 UCITS ETF (USD) AccumulatingIE00BFMXXD54
ETF
13.0%0.07%
IQQ0.XETRA
iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)IE00B8FHGS14
ETF
9.0%0.3%
IS3R.XETRA
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)IE00BP3QZ825
ETF
9.0%0.25%
IS3S.XETRA
iShares Edge MSCI World Value Factor UCITS ETFIE00BP3QZB59
ETF
9.0%0.25%
IUSN.XETRA
iShares MSCI World Small Cap UCITS ETFIE00BF4RFH31
ETF
8.0%0.35%
DBXN.XETRA
Xtrackers II Eurozone Government Bond UCITS ETF 1CLU0290355717
ETF
8.0%0.07%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
8.0%0.18%
EUNA.XETRA
iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc)IE00BDBRDM35
ETF
8.0%0.1%
IBCI.XETRA
iShares Euro Inflation Linked Government Bond UCITS ETFIE00B0M62X26
ETF
5.0%0.09%
SXRS.XETRA
iShares Diversified Commodity Swap UCITS ETFIE00BDFL4P12
ETF
4.0%0.19%
SGLD.AS
Invesco Physical Gold ETCIE00B579F325
ETC
4.0%0.12%
Total100.0%0.17%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €15,326.57
Histogram of Monthly Returns
The portfolio had a positive return during 47 of the 75 months (63%)
Monthly Returns Heatmap
Best month: +5.5% • Worst month: -7.2% • Best year: 2024 (+17.6%) • Worst year: 2022 (-8.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.0%+2.2%-3.9%+1.7%--------+2.9%
2025+3.4%-0.7%-4.0%-2.6%+3.2%+0.3%+2.7%+0.2%+2.6%+2.9%+0.6%+0.4%+9.1%
2024+1.9%+3.0%+3.3%-1.1%+0.7%+2.7%+0.8%-0.4%+1.6%+0.9%+4.6%-1.4%+17.6%
2023+2.2%-0.5%-0.4%-0.2%+0.5%+2.2%+1.8%-0.4%-0.9%-2.2%+3.2%+2.9%+8.4%
2022-2.7%-0.7%+2.7%-1.1%-2.0%-4.3%+5.5%-1.2%-4.5%+2.6%+1.0%-3.9%-8.6%
2021+1.4%+1.0%+3.4%+0.9%+0.0%+2.3%+0.8%+1.5%-0.6%+2.3%-0.0%+2.2%+16.1%
2020--5.8%-7.2%+4.9%+1.0%+1.5%+0.2%+2.4%-0.3%-0.7%+4.3%+1.4%+0.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +20.65% • The longest drawdown period lasted for 2 years and 2 months and was between November 2021 and January 2024. It reached a trough of -9.4%.

Detailed Metrics

Returns
Total Return
+53.27%
Annualized Return
+7.18%
Avg Monthly Return
+0.60%
Risk
Volatility (Annual)
+9.83%
Max Drawdown
+20.65%
Positive Months
63%
Average Drawdown
-4.1%
Risk-Adjusted
Sharpe Ratio
0.53
Risk-free rate: 2.0%
Sortino Ratio
0.47
Downside risk adjusted
Return/Volatility
0.73
Calmar Ratio
0.35
Return/Max Drawdown
Ulcer Index
5.01
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
15,326.57
Backtest Period
2020-02-04 to 2026-04-02
6.2 years
Rebalancing
none
Base Currency
EUR