Optimize
None Rebalancing
EUR
Moderate Risk
6.7yr backtest

Performance Summary

Total Return+80.79%
Annualized Return+9.17%
Volatility+10.51%
Sharpe Ratio0.68
Max Drawdown+22.25%

Holdings

Asset Allocation

Asset Class

Equity 57.0%Bonds 16.0%Money Market 15.0%Precious Metals 6.0%Commodities 6.0%
Holdings Details
A globally diversified ETF portfolio blending stocks, bonds, gold, and commodities for balanced, long-term growth.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
48.0%0.19%
XEON.XETRA
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1CLU0290358497
ETF
15.0%0.1%
IUSN.XETRA
iShares MSCI World Small Cap UCITS ETFIE00BF4RFH31
ETF
9.0%0.35%
EUNA.XETRA
iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc)IE00BDBRDM35
ETF
8.0%0.1%
DBXN.XETRA
Xtrackers II Eurozone Government Bond UCITS ETF 1CLU0290355717
ETF
8.0%0.07%
8PSG.F
Invesco Physical Gold ETCIE00B579F325
ETF
6.0%0.12%
SXRS.XETRA
iShares Diversified Commodity Swap UCITS ETFIE00BDFL4P12
ETF
6.0%0.19%
Total100.0%0.17%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €18,079.34
Histogram of Monthly Returns
The portfolio had a positive return during 53 of the 82 months (65%)
Monthly Returns Heatmap
Best month: +6.6% • Worst month: -7.9% • Best year: 2021 (+18.4%) • Worst year: 2022 (-9.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.5%+2.4%-4.0%+5.2%--------+6.1%
2025+3.8%-1.5%-4.4%-2.9%+3.7%+0.4%+3.5%+0.2%+3.0%+3.5%+0.4%+0.6%+10.3%
2024+1.7%+2.1%+3.3%-0.8%+0.8%+2.9%+0.8%-0.3%+1.8%+0.9%+4.9%-1.0%+18.3%
2023+3.6%-0.5%+0.1%-0.4%+1.3%+2.1%+2.1%-0.5%-1.2%-1.9%+3.5%+3.0%+11.5%
2022-2.8%-0.4%+2.9%-0.9%-2.4%-4.8%+6.6%-1.4%-4.7%+2.0%+1.1%-4.1%-9.1%
2021+1.0%+1.5%+3.5%+1.3%+0.3%+2.5%+0.9%+1.8%-0.9%+2.9%-0.1%+2.4%+18.4%
2020-0.4%-5.0%-7.9%+5.8%+1.5%+1.7%+0.4%+3.1%-0.6%-0.7%+4.9%+1.8%+3.7%
2019------+0.1%-0.4%+1.7%-0.0%+2.1%+1.5%+5.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +22.25% • The longest drawdown period lasted for 2 years and was between November 2021 and December 2023. It reached a trough of -10.0%.

Detailed Metrics

Returns
Total Return
+80.79%
Annualized Return
+9.17%
Avg Monthly Return
+0.76%
Risk
Volatility (Annual)
+10.51%
Max Drawdown
+22.25%
Positive Months
65%
Average Drawdown
-3.8%
Risk-Adjusted
Sharpe Ratio
0.68
Risk-free rate: 2.0%
Sortino Ratio
0.62
Downside risk adjusted
Return/Volatility
0.87
Calmar Ratio
0.41
Return/Max Drawdown
Ulcer Index
4.84
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
18,079.34
Backtest Period
2019-07-25 to 2026-04-24
6.7 years
Rebalancing
none
Base Currency
EUR