Optimize
None Rebalancing
EUR
Moderate Risk
6.7yr backtest

Performance Summary

Total Return+65.91%
Annualized Return+7.86%
Volatility+10.04%
Sharpe Ratio0.58
Max Drawdown+21.26%

Holdings

Asset Allocation

Asset Class

Equity 54.0%Bonds 21.0%Money Market 15.0%Precious Metals 5.0%Commodities 5.0%
Holdings Details
Diversified global ETF portfolio blending stocks, bonds, commodities, and gold for robust, multi-asset growth and stability.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
40.0%0.19%
XEON.XETRA
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1CLU0290358497
ETF
15.0%0.1%
DBXN.XETRA
Xtrackers II Eurozone Government Bond UCITS ETF 1CLU0290355717
ETF
8.0%0.07%
EUNA.XETRA
iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc)IE00BDBRDM35
ETF
8.0%0.1%
IUSN.XETRA
iShares MSCI World Small Cap UCITS ETFIE00BF4RFH31
ETF
7.0%0.35%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
7.0%0.18%
8PSG.F
Invesco Physical Gold ETCIE00B579F325
ETF
5.0%0.12%
IBCI.XETRA
iShares Euro Inflation Linked Government Bond UCITS ETFIE00B0M62X26
ETF
5.0%0.09%
SXRS.XETRA
iShares Diversified Commodity Swap UCITS ETFIE00BDFL4P12
ETF
5.0%0.19%
Total100.0%0.16%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €16,590.67
Histogram of Monthly Returns
The portfolio had a positive return during 54 of the 82 months (66%)
Monthly Returns Heatmap
Best month: +6.1% • Worst month: -7.9% • Best year: 2024 (+16.6%) • Worst year: 2022 (-9.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.8%+2.5%-4.2%+1.3%--------+2.2%
2025+3.5%-1.3%-4.1%-2.6%+3.4%+0.6%+3.2%+0.1%+2.9%+3.6%+0.2%+0.5%+10.1%
2024+1.3%+2.1%+3.0%-0.7%+0.7%+2.8%+0.7%-0.3%+1.9%+0.6%+4.4%-1.0%+16.6%
2023+3.6%-0.7%+0.2%-0.4%+1.3%+1.9%+2.1%-0.7%-1.3%-2.0%+3.5%+2.9%+10.7%
2022-2.4%-0.7%+2.5%-1.0%-2.3%-4.5%+6.1%-1.4%-4.8%+1.6%+1.7%-4.1%-9.5%
2021+1.1%+1.2%+3.2%+0.9%+0.3%+2.4%+0.4%+1.6%-0.8%+2.6%-0.1%+2.2%+16.0%
2020-0.4%-4.6%-7.9%+5.4%+1.3%+1.9%+0.6%+2.6%-0.3%-0.5%+4.7%+1.8%+3.9%
2019------+0.0%-0.4%+1.5%+0.0%+1.8%+1.6%+4.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +21.26% • The longest drawdown period lasted for 2 years and 2 months and was between November 2021 and January 2024. It reached a trough of -10.4%.

Detailed Metrics

Returns
Total Return
+65.91%
Annualized Return
+7.86%
Avg Monthly Return
+0.65%
Risk
Volatility (Annual)
+10.04%
Max Drawdown
+21.26%
Positive Months
66%
Average Drawdown
-3.9%
Risk-Adjusted
Sharpe Ratio
0.58
Risk-free rate: 2.0%
Sortino Ratio
0.52
Downside risk adjusted
Return/Volatility
0.78
Calmar Ratio
0.37
Return/Max Drawdown
Ulcer Index
4.91
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
16,590.67
Backtest Period
2019-07-25 to 2026-04-02
6.7 years
Rebalancing
none
Base Currency
EUR