Optimize
Annual Rebalancing
EUR
Low Risk
10.3yr backtest

Performance Summary

Total Return+153.20%
Annualized Return+9.48%
Volatility+9.72%
Sharpe Ratio0.77
Max Drawdown+22.64%

Holdings

Asset Allocation

Asset Class

Equity 70.0%Precious Metals 10.0%Money Market 10.0%Bonds 10.0%
Holdings Details
Diversified ETF portfolio blending global equities, gold, money markets, and bonds for balanced, long-term growth across major asset classes.
AssetTypeAllocationTER
ACWI.PA
Amundi MSCI All Country World UCITS ETF EUR AccLU1829220216
ETF
40.0%0.45%
4GLD.XETRA
Xetra-GoldDE000A0S9GB0
ETF
10.0%0%
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%
HLTW.PA
Amundi MSCI World Health Care UCITS ETF EUR AccLU0533033238
ETF
10.0%0.3%
XDWS.XETRA
Xtrackers MSCI World Consumer Staples UCITS ETF 1CIE00BM67HN09
ETF
10.0%0.25%
IBCI.XETRA
iShares Euro Inflation Linked Government Bond UCITS ETFIE00B0M62X26
ETF
8.0%0.09%
DBXG.XETRA
Xtrackers Eurozone Government Bond 25+ UCITS ETF 1CLU0290357846
ETF
2.0%0.15%
Total100.0%0.28%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €25,319.51
Histogram of Monthly Returns
The portfolio had a positive return during 81 of the 124 months (65%)
Monthly Returns Heatmap
Best month: +6.9% • Worst month: -6.0% • Best year: 2019 (+22.5%) • Worst year: 2022 (-7.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.2%+2.9%-5.3%+4.7%+3.4%+1.2%------+9.1%
2025+3.9%-0.6%-4.4%-2.2%+2.8%-0.7%+2.6%-0.1%+2.8%+3.4%+1.3%+0.3%+9.0%
2024+2.9%+2.7%+3.5%-1.0%+0.8%+3.3%+0.6%+0.4%+1.1%+1.0%+4.4%-1.4%+19.8%
2023+2.1%-0.4%+1.0%+0.3%+0.9%+1.1%+1.9%-0.4%-1.7%-1.6%+3.5%+2.7%+9.7%
2022-3.6%-0.6%+3.6%-0.7%-3.6%-3.3%+6.0%-1.8%-3.8%+2.9%+1.3%-3.9%-7.9%
2021+0.7%-0.3%+4.5%+1.2%+0.4%+2.9%+1.7%+2.0%-1.5%+3.5%+0.4%+3.1%+20.0%
2020+1.6%-5.7%-6.0%+6.9%+1.1%+1.2%+1.3%+2.7%-0.4%-1.7%+4.3%+1.5%+6.1%
2019+5.0%+2.4%+2.3%+1.7%-2.5%+3.5%+3.0%+0.7%+1.1%-0.2%+2.7%+0.9%+22.5%
2018+1.0%-1.4%-2.2%+2.3%+2.5%-0.1%+1.6%+1.3%+0.5%-3.0%+1.0%-4.9%-1.7%
2017-0.3%+4.6%+0.1%-0.3%-0.6%-1.1%-0.8%-0.3%+1.7%+2.5%-0.2%+0.6%+5.8%
2016---0.7%+0.2%+2.6%+0.4%+3.7%-0.9%+0.0%-0.8%+1.8%+1.8%+8.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +22.64% • The longest drawdown period lasted for 1 year and 8 months and was between April 2022 and December 2023. It reached a trough of -10.5%.

Detailed Metrics

Returns
Total Return
+153.20%
Annualized Return
+9.48%
Avg Monthly Return
+0.78%
Risk
Volatility (Annual)
+9.72%
Max Drawdown
+22.64%
Positive Months
65%
Average Drawdown
-2.9%
Risk-Adjusted
Sharpe Ratio
0.77
Risk-free rate: 2.0%
Sortino Ratio
0.71
Downside risk adjusted
Return/Volatility
0.98
Calmar Ratio
0.42
Return/Max Drawdown
Ulcer Index
3.79
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
25,319.51
Backtest Period
2016-03-22 to 2026-06-26
10.3 years
Rebalancing
annual
Base Currency
EUR
Prueba 2 | +9.5% CAGR | ETF Backtest