Optimize
None Rebalancing
EUR
Moderate Risk
7.6yr backtest

Performance Summary

Total Return+150.84%
Annualized Return+12.91%
Volatility+12.91%
Sharpe Ratio0.84
Max Drawdown+27.37%

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 €25,084.12
Histogram of Monthly Returns
The portfolio had a positive return during 61 of the 92 months (66%)
Monthly Returns Heatmap
Best month: +9.1% • Worst month: -10.5% • Best year: 2024 (+24.9%) • Worst year: 2022 (-7.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.9%+2.5%-5.3%+9.1%+6.0%+4.0%-5.0%+2.3%----+17.7%
2025+4.8%-1.1%-5.4%-2.7%+4.9%+0.3%+2.8%+0.6%+3.5%+2.6%+0.7%+1.0%+12.1%
2024+3.2%+5.6%+4.7%-1.5%+1.4%+3.2%+0.5%-0.9%+1.5%+1.7%+5.5%-2.1%+24.9%
2023+2.1%-0.1%-2.6%+0.2%-0.8%+3.7%+2.4%-0.3%-0.7%-2.7%+4.1%+4.2%+9.5%
2022-4.0%-0.7%+3.7%-2.7%-1.9%-5.7%+5.9%+0.1%-4.7%+5.5%+1.0%-3.8%-7.9%
2021+2.6%+1.4%+3.6%+1.9%-0.4%+2.2%+0.3%+2.2%-0.2%+3.6%-0.7%+2.2%+20.4%
2020+0.4%-6.1%-10.5%+7.7%+2.3%+2.8%+0.6%+4.1%-1.0%-1.1%+6.6%+2.1%+6.5%
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: +27.37% • The longest drawdown period lasted for 2 years and 1 month and was between November 2021 and January 2024. It reached a trough of -13.4%.

Detailed Metrics

Returns
Total Return
+150.84%
Annualized Return
+12.91%
Avg Monthly Return
+1.06%
Risk
Volatility (Annual)
+12.91%
Max Drawdown
+27.37%
Positive Months
66%
Average Drawdown
-4.5%
Risk-Adjusted
Sharpe Ratio
0.84
Risk-free rate: 2.0%
Sortino Ratio
0.77
Downside risk adjusted
Return/Volatility
1.00
Calmar Ratio
0.47
Return/Max Drawdown
Ulcer Index
5.75
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
25,084.12
Backtest Period
2019-01-29 to 2026-08-27
7.6 years
Rebalancing
none
Base Currency
EUR