HomePortfoliosQDVE75 GLD20 SnP3 EMERG2

QDVE75 GLD20 SnP3 EMERG2

Created byuser-61bnq6
Optimize
None Rebalancing
EUR
Moderate Risk
Multi-currency
2.6yr backtest

Performance Summary

Total Return+106.51%
Annualized Return+32.00%
Volatility+18.54%
Sharpe Ratio1.62
Max Drawdown+23.54%

Holdings

Asset Allocation

Asset Class

Equity 80.0%Precious Metals 20.0%
Holdings Details
Diversified ETF portfolio blending 80% global equities and 20% gold for balanced exposure to US tech, broad markets, and precious metals.
AssetTypeAllocationTER
QDVE.XETRA
iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) • IE00B3WJKG14
ETF
75.0%0.15%
SGLN.LSE
iShares Physical Gold ETC • IE00B4ND3602
ETF
20.0%0.12%
SPYL.XETRA
State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) • IE000XZSV718
ETF
3.0%0.03%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITS • IE00BKM4GZ66
ETF
2.0%0.18%
Total100.0%0.14%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €20,651.4
Histogram of Monthly Returns
The portfolio had a positive return during 21 of the 32 months (66%)
Monthly Returns Heatmap
Best month: +12.7% • Worst month: -8.7% • Best year: 2024 (+42.9%) • Worst year: 2023 (+8.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.9%-1.0%-5.8%+12.6%+12.7%-4.2%------+14.4%
2025+0.4%-3.5%-8.7%-2.1%+8.5%+3.7%+7.8%-1.8%+7.5%+8.0%-3.1%+0.1%+16.1%
2024+4.9%+4.7%+3.9%-1.5%+4.0%+11.1%-3.1%-1.0%+2.4%+3.3%+5.8%+2.6%+42.9%
2023----------+5.8%+2.7%+8.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +23.54% • The longest drawdown period lasted for 5 months and was between February 2025 and July 2025. It reached a trough of -23.5%.

Detailed Metrics

Returns
Total Return
+106.51%
Annualized Return
+32.00%
Avg Monthly Return
+2.42%
Risk
Volatility (Annual)
+18.54%
Max Drawdown
+23.54%
Positive Months
66%
Average Drawdown
-4.2%
Risk-Adjusted
Sharpe Ratio
1.62
Risk-free rate: 2.0%
Sortino Ratio
1.51
Downside risk adjusted
Return/Volatility
1.73
Calmar Ratio
1.36
Return/Max Drawdown
Ulcer Index
5.51
Drawdown depth & duration
Martin Ratio
0.05
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€20,651.4
Backtest Period
2023-11-01 to 2026-06-12
2.6 years
Rebalancing
none
Base Currency
EUR