Optimize
Annual Rebalancing
EUR
Low Risk
11.5yr backtest

Performance Summary

Total Return+167.66%
Annualized Return+8.95%
Volatility+9.13%
Sharpe Ratio0.76
Max Drawdown+18.90%

Holdings

Asset Allocation

Asset Class

Equity 50.0%Precious Metals 22.0%Bonds 18.0%Money Market 10.0%
Holdings Details
Diversified ETF portfolio blending global stocks, gold, bonds, and money market funds for balanced, all-weather growth.
AssetTypeAllocationTER
ACWI.PA
Amundi MSCI All Country World UCITS ETF EUR AccLU1829220216
ETF
40.0%0.45%
4GLD.XETRA
Xetra-GoldDE000A0S9GB0
ETF
22.0%0%
DBXG.XETRA
Xtrackers Eurozone Government Bond 25+ UCITS ETF 1CLU0290357846
ETF
10.0%0.15%
XEON.XETRA
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1CLU0290358497
ETF
10.0%0.1%
IS3R.XETRA
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)IE00BP3QZ825
ETF
10.0%0.25%
IBCI.XETRA
iShares Euro Inflation Linked Government Bond UCITS ETFIE00B0M62X26
ETF
8.0%0.09%
Total100.0%0.24%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €26,765.78
Histogram of Monthly Returns
The portfolio had a positive return during 87 of the 138 months (63%)
Monthly Returns Heatmap
Best month: +7.1% • Worst month: -5.9% • Best year: 2019 (+21.6%) • Worst year: 2022 (-10.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.5%+2.6%-5.5%+4.4%+3.4%-1.0%------+7.2%
2025+3.9%-0.7%-3.3%-0.8%+2.7%-0.5%+2.7%-0.1%+4.5%+3.6%+0.9%+0.9%+14.2%
2024+2.1%+2.3%+4.2%-0.4%+0.6%+2.9%+0.9%+0.0%+2.1%+2.1%+4.1%-1.1%+21.6%
2023+3.4%-1.2%+1.8%-0.3%+1.7%+0.4%+1.7%-0.4%-2.3%-0.1%+3.7%+3.0%+11.7%
2022-2.8%-0.2%+2.8%-1.8%-3.8%-3.4%+5.5%-2.3%-3.9%+1.5%+2.1%-4.0%-10.2%
2021+0.6%-1.1%+3.2%+1.0%+0.8%+1.6%+1.8%+1.4%-1.4%+3.2%+0.9%+1.6%+14.5%
2020+2.7%-3.7%-5.9%+6.2%+1.0%+1.8%+2.3%+1.8%-0.4%-0.8%+2.1%+1.8%+8.8%
2019+4.7%+1.7%+1.9%+1.7%-1.7%+4.2%+3.2%+2.1%+0.3%-0.3%+1.4%+0.6%+21.6%
2018+1.1%-0.7%-1.4%+1.9%+2.2%-0.9%+0.5%+0.7%+0.2%-2.2%+0.5%-2.7%-1.0%
2017-0.3%+4.1%-0.3%-0.1%-1.0%-1.4%-0.4%+0.4%+1.1%+2.6%-0.4%+0.4%+4.6%
2016-1.4%+2.7%-0.2%+0.4%+1.5%+2.2%+3.6%-1.0%+0.2%-1.0%+0.4%+1.4%+8.9%
2015+7.1%+2.3%+2.8%-2.5%+1.2%-4.1%+0.8%-4.6%-1.6%+6.1%+1.2%-3.1%+5.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +18.90% • The longest drawdown period lasted for 2 years and 2 months and was between November 2021 and January 2024. It reached a trough of -11.6%.

Detailed Metrics

Returns
Total Return
+167.66%
Annualized Return
+8.95%
Avg Monthly Return
+0.74%
Risk
Volatility (Annual)
+9.13%
Max Drawdown
+18.90%
Positive Months
63%
Average Drawdown
-3.6%
Risk-Adjusted
Sharpe Ratio
0.76
Risk-free rate: 2.0%
Sortino Ratio
0.72
Downside risk adjusted
Return/Volatility
0.98
Calmar Ratio
0.47
Return/Max Drawdown
Ulcer Index
4.65
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
26,765.78
Backtest Period
2015-01-02 to 2026-06-26
11.5 years
Rebalancing
annual
Base Currency
EUR
Prueba 1 | +8.9% CAGR | ETF Backtest