HomePortfoliosQuiet hedged
Optimize FIRE Projection
Annual Rebalancing
EUR
Moderate Risk
4.9yr backtest

Performance Summary

Total Return+126.38%
Annualized Return+17.96%
Volatility+10.31%
Sharpe Ratio1.55
Max Drawdown+11.91%

Holdings

Asset Allocation

Asset Class

Money Market 34.0%Commodities 33.0%Equity 33.0%
Holdings Details
Diversified ETF portfolio split evenly across money market, global commodities, and European bank equities for balance, yield, and growth.
AssetTypeAllocationTER
CSH2.PA
Amundi Smart Overnight Return UCITS ETF AccLU1190417599
ETF
34.0%0.1%
EN4C.XETRA
L&G Multi-Strategy Enhanced Commodities UCITS ETF USD AccumulatingIE00BFXR6159
ETF
33.0%0.3%
LYBK.XETRA
Amundi Euro Stoxx Banks UCITS ETF AccLU1829219390
ETF
33.0%0.3%
Total100.0%0.23%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €22,638.07
Histogram of Monthly Returns
The portfolio had a positive return during 47 of the 61 months (77%)
Monthly Returns Heatmap
Best month: +6.4% • Worst month: -7.2% • Best year: 2025 (+30.4%) • Worst year: 2021 (+5.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.8%-0.4%+1.6%+3.8%+1.1%+0.2%+4.0%+2.9%+0.9%---+19.5%
2025+5.5%+4.6%+0.6%-3.0%+4.1%-0.2%+5.3%+0.9%+2.3%+0.7%+2.6%+3.7%+30.4%
2024+1.7%+0.1%+6.4%+2.3%+1.2%-2.1%+0.6%-0.7%+1.0%+1.1%+0.3%+2.2%+14.8%
2023+5.3%+1.9%-5.9%+0.6%-1.5%+3.7%+4.0%+0.1%+1.1%-1.3%+1.7%-0.3%+9.2%
2022+4.3%-1.4%+4.0%+3.8%+3.7%-7.2%+3.1%+0.6%-3.3%+2.9%+1.5%-1.6%+10.2%
2021--------+2.9%+2.4%-3.9%+3.9%+5.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +11.91% • The longest drawdown period lasted for 8 months and was between June 2022 and February 2023. It reached a trough of -11.9%.
When could this portfolio get you to financial independence?

Quiet hedged returned +17.96% a year over the 5 years above. Run those same monthly returns forward through 10,000 simulated paths, with your own savings and target retirement age, to see when they could reach your FIRE number.

Detailed Metrics

Returns
Total Return
+126.38%
Annualized Return
+17.96%
Avg Monthly Return
+1.38%
Risk
Volatility (Annual)
+10.31%
Max Drawdown
+11.91%
Positive Months
77%
Average Drawdown
-2.5%
Risk-Adjusted
Sharpe Ratio
1.55
Risk-free rate: 2.0%
Sortino Ratio
1.40
Downside risk adjusted
Return/Volatility
1.74
Calmar Ratio
1.51
Return/Max Drawdown
Ulcer Index
3.16
Drawdown depth & duration
Martin Ratio
0.05
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
22,638.07
Backtest Period
2021-09-23 to 2026-09-04
4.9 years
Rebalancing
annual
Base Currency
EUR