Optimize
None Rebalancing
EUR
Moderate Risk
6.7yr backtest

Performance Summary

Total Return+74.15%
Annualized Return+8.65%
Volatility+10.58%
Sharpe Ratio0.63
Max Drawdown+22.28%

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 €17,415.22
Histogram of Monthly Returns
The portfolio had a positive return during 53 of the 82 months (65%)
Monthly Returns Heatmap
Best month: +6.7% • Worst month: -8.0% • Best year: 2021 (+18.5%) • Worst year: 2022 (-9.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.6%+2.4%-4.0%+1.4%--------+2.2%
2025+3.8%-1.5%-4.5%-2.8%+3.6%+0.4%+3.5%+0.1%+2.9%+3.7%+0.4%+0.6%+10.3%
2024+1.7%+2.2%+3.2%-0.9%+0.8%+2.9%+0.7%-0.2%+1.8%+0.9%+5.0%-1.1%+18.3%
2023+3.6%-0.4%+0.0%-0.3%+1.4%+2.1%+2.1%-0.4%-1.2%-2.0%+3.5%+3.1%+11.5%
2022-2.9%-0.5%+3.0%-1.0%-2.4%-4.8%+6.7%-1.4%-4.6%+2.0%+1.1%-4.2%-9.2%
2021+1.0%+1.5%+3.6%+1.2%+0.2%+2.6%+0.8%+1.8%-0.9%+3.0%-0.2%+2.5%+18.5%
2020-0.2%-5.1%-8.0%+5.8%+1.6%+1.5%+0.4%+3.1%-0.5%-0.8%+4.9%+1.8%+3.8%
2019------+0.1%-0.3%+1.7%-0.1%+2.1%+1.4%+4.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +22.28% • 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
+74.15%
Annualized Return
+8.65%
Avg Monthly Return
+0.71%
Risk
Volatility (Annual)
+10.58%
Max Drawdown
+22.28%
Positive Months
65%
Average Drawdown
-3.8%
Risk-Adjusted
Sharpe Ratio
0.63
Risk-free rate: 2.0%
Sortino Ratio
0.56
Downside risk adjusted
Return/Volatility
0.82
Calmar Ratio
0.39
Return/Max Drawdown
Ulcer Index
4.86
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
17,415.22
Backtest Period
2019-07-25 to 2026-04-02
6.7 years
Rebalancing
none
Base Currency
EUR