Optimize
Annual Rebalancing
EUR
Moderate Risk
7.5yr backtest

Performance Summary

Total Return+151.22%
Annualized Return+13.03%
Volatility+12.25%
Sharpe Ratio0.90
Max Drawdown+27.22%

Holdings

Asset Allocation

Asset Class

Equity 70.0%Bonds 23.0%Precious Metals 7.0%
Holdings Details
Diversified ETF portfolio with 70% global equities, 23% bonds, and 7% gold for balanced growth across regions and asset classes.
AssetTypeAllocationTER
IS3R.XETRA
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)IE00BP3QZ825
ETF
36.5%0.25%
IS3S.XETRA
iShares Edge MSCI World Value Factor UCITS ETFIE00BP3QZB59
ETF
12.0%0.25%
ZPRV.XETRA
SPDR MSCI USA Small Cap Value Weighted UCITS ETFIE00BSPLC413
ETF
12.0%0.3%
LU1623762843
CARMIGNAC PTF UNC CRD-AEURCLU1623762843
FUND
9.2%1.2%
SGLD.AS
Invesco Physical Gold ETCIE00B579F325
ETC
7.0%0.12%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
6.5%0.18%
LU1694789451
DNCA Invest Alpha Bonds A EURLU1694789451
FUND
4.6%1.15%
LU1915690595
Nordea 1 - European Covered Bond Opportunities Fund BP EURLU1915690595
FUND
4.6%0.65%
LU1164219682
AXA WORLD-EUR CR TOT RT-ALU1164219682
FUND
4.6%1.1%
XDW0.XETRA
Xtrackers MSCI World Energy UCITS ETF 1C 1CIE00BM67HM91
ETF
3.0%0.25%
Total100.0%0.43%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €25,121.82
Histogram of Monthly Returns
The portfolio had a positive return during 62 of the 92 months (67%)
Monthly Returns Heatmap
Best month: +8.4% • Worst month: -10.7% • Best year: 2024 (+23.9%) • Worst year: 2022 (-6.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.5%+2.5%-4.8%+8.4%+5.7%+3.7%-4.4%+2.1%----+17.1%
2025+4.4%-0.7%-4.7%-2.6%+4.3%+0.4%+2.6%+0.7%+3.2%+2.6%+0.7%+1.0%+12.2%
2024+2.9%+5.5%+4.5%-1.2%+1.3%+3.0%+0.5%-0.8%+1.5%+1.6%+5.0%-1.8%+23.9%
2023+2.3%-0.2%-2.4%+0.2%-0.7%+3.4%+2.3%-0.4%-0.6%-2.6%+3.9%+4.0%+9.4%
2022-3.2%-0.7%+3.4%-2.3%-1.5%-5.7%+5.6%+0.1%-4.6%+5.1%+1.3%-3.5%-6.5%
2021+2.8%+2.0%+3.9%+1.5%-0.2%+2.2%+0.0%+2.0%+0.1%+3.4%-0.8%+2.4%+21.1%
2020+0.3%-6.1%-10.7%+7.6%+2.2%+2.7%+0.5%+4.0%-1.0%-1.0%+6.6%+2.1%+6.0%
2019+1.4%+3.0%+1.6%+2.4%-3.0%+3.6%+3.0%-0.9%+1.6%-0.3%+2.6%+1.7%+17.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +27.22% • The longest drawdown period lasted for 2 years and was between November 2021 and December 2023. It reached a trough of -11.8%.

Detailed Metrics

Returns
Total Return
+151.22%
Annualized Return
+13.03%
Avg Monthly Return
+1.06%
Risk
Volatility (Annual)
+12.25%
Max Drawdown
+27.22%
Positive Months
67%
Average Drawdown
-4.0%
Risk-Adjusted
Sharpe Ratio
0.90
Risk-free rate: 2.0%
Sortino Ratio
0.82
Downside risk adjusted
Return/Volatility
1.06
Calmar Ratio
0.48
Return/Max Drawdown
Ulcer Index
5.22
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
25,121.82
Backtest Period
2019-01-29 to 2026-08-06
7.5 years
Rebalancing
annual
Base Currency
EUR
Riccardo | +13.0% CAGR | ETF Backtest