HomePortfoliosQuality-value-gold

Quality-value-gold

Optimize
Annual Rebalancing
EUR
Moderate Risk
Multi-currency
11.7yr backtest

Performance Summary

Total Return+211.40%
Annualized Return+10.21%
Volatility+10.07%
Sharpe Ratio0.82
Max Drawdown+20.33%

Holdings

Asset Allocation

Asset Class

Equity 64.0%Bonds 21.0%Precious Metals 15.0%
Holdings Details
A diversified ETF portfolio blending global quality/value stocks, US Treasury bonds, and gold for balanced growth and stability.
AssetTypeAllocationTER
IS3Q.XETRA
iShares Edge MSCI World Quality Factor UCITS ETF (Acc)IE00BP3QZ601
ETF
35.0%0.25%
IS3S.XETRA
iShares Edge MSCI World Value Factor UCITS ETFIE00BP3QZB59
ETF
29.0%0.25%
IEF.US
iShares 7-10 Year Treasury Bond ETFUS4642874402
ETF
21.0%0.15%
4GLD.XETRA
Xetra-GoldDE000A0S9GB0
ETF
15.0%0%
Total100.0%0.19%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €31,140.01
Histogram of Monthly Returns
The portfolio had a positive return during 91 of the 141 months (65%)
Monthly Returns Heatmap
Best month: +8.5% • Worst month: -6.0% • Best year: 2019 (+23.6%) • Worst year: 2022 (-7.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.4%+3.7%-5.1%+5.3%+6.1%-0.2%------+13.4%
2025+4.2%+0.8%-3.8%-3.2%+2.4%-1.0%+2.6%+1.4%+3.5%+4.0%+1.9%+1.4%+14.7%
2024+2.7%+1.7%+4.2%-1.4%+1.2%+2.5%+1.1%-0.1%+1.0%+1.0%+4.3%-1.6%+17.9%
2023+3.8%-0.1%+0.7%-0.3%+1.9%+1.1%+1.7%-0.0%-0.9%-1.4%+3.3%+3.1%+13.5%
2022-2.5%-0.2%+2.1%-0.2%-2.4%-3.9%+5.9%-2.0%-4.3%+2.1%+1.7%-3.7%-7.6%
2021+0.6%+1.6%+5.4%+0.2%+1.1%+2.5%+1.8%+1.6%-1.3%+2.8%+0.9%+3.4%+22.4%
2020+1.2%-4.8%-5.5%+5.7%+0.7%+0.1%-2.2%+2.7%-0.5%-2.0%+4.1%+1.1%+0.0%
2019+5.5%+2.7%+2.0%+1.7%-3.0%+3.4%+3.1%+0.4%+2.2%+0.1%+2.7%+0.9%+23.6%
2018-1.1%-0.7%-1.9%+3.0%+3.0%-1.1%+1.0%+0.7%+0.4%-2.0%+0.4%-4.1%-2.6%
2017-0.9%+4.7%-0.3%-0.7%-1.8%-1.7%-1.4%+0.0%+1.7%+2.9%-0.5%+1.1%+3.0%
2016-3.3%+2.4%-1.2%+0.7%+2.2%+0.9%+2.8%-0.4%-0.1%+0.4%+2.7%+1.5%+8.8%
2015+8.5%+3.1%+3.3%-2.5%+2.3%-3.3%+1.4%-6.0%-1.8%+7.1%+2.5%-3.7%+10.3%
2014---------+1.0%+3.4%+1.8%+6.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +20.33% • The longest drawdown period lasted for 1 year and 7 months and was between April 2015 and December 2016. It reached a trough of -15.2%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (21.0% of total allocation)

Total Dividends Received

949.71

140 payments

Dividend Yield

0.48%

(annualized)

Avg Per Payment

6.78

per event

All dividends are automatically reinvested at the payment date. The portfolio value shown includes the compounding effect of dividend reinvestment.

Annual Breakdown
Dividend income per calendar year
YearDividends
202693.34
2025185.02
2024153.73
2023103.93
202273.56
202127.83
202038.41
201961.21
201863.20
201745.73
201642.60
201546.65
201414.52
Total949.71

Detailed Metrics

Returns
Total Return
+211.40%
Annualized Return
+10.21%
Avg Monthly Return
+0.84%
Risk
Volatility (Annual)
+10.07%
Max Drawdown
+20.33%
Positive Months
65%
Average Drawdown
-3.6%
Risk-Adjusted
Sharpe Ratio
0.82
Risk-free rate: 2.0%
Sortino Ratio
0.77
Downside risk adjusted
Return/Volatility
1.01
Calmar Ratio
0.50
Return/Max Drawdown
Ulcer Index
4.58
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
31,140.01
Backtest Period
2014-10-07 to 2026-06-12
11.7 years
Rebalancing
annual
Base Currency
EUR
Quality-value-gold | +10.2% CAGR | ETF Backtest