HomePortfoliosRiccardo IC
Optimize FIRE Projection
Annual Rebalancing
EUR
Moderate Risk
9.5yr backtest

Performance Summary

Total Return+151.10%
Annualized Return+10.15%
Volatility+11.96%
Sharpe Ratio0.68
Max Drawdown+25.47%

Holdings

Asset Allocation

Asset Class

Equity 67.0%Bonds 23.0%Precious Metals 10.0%
Holdings Details
A diversified ETF portfolio blending global momentum stocks, US small-cap value, inflation-linked bonds, and gold for robust asset allocation.
AssetTypeAllocationTER
IS3R.XETRA
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)IE00BP3QZ825
ETF
40.0%0.25%
ZPRV.XETRA
SPDR MSCI USA Small Cap Value Weighted UCITS ETFIE00BSPLC413
ETF
27.0%0.3%
SGLD.AS
Invesco Physical Gold ETCIE00B579F325
ETC
10.0%0.12%
DBZB.XETRA
Xtrackers II Global Government Bond UCITS ETF 1C EUR HedgedLU0378818131
ETF
9.0%0.25%
EUIN.XETRA
Amundi Euro Inflation Expectations 2-10Y UCITS ETF AccLU1390062245
ETF
7.0%0.25%
IUST.XETRA
iShares USD TIPS UCITS ETF USD (Acc)IE00B1FZSC47
ETF
7.0%0.1%
Total100.0%0.24%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €25,110.3
Histogram of Monthly Returns
The portfolio had a positive return during 69 of the 115 months (60%)
Monthly Returns Heatmap
Best month: +7.8% • Worst month: -9.4% • Best year: 2024 (+25.9%) • Worst year: 2022 (-7.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.8%+2.1%-4.3%+7.6%+3.9%+4.9%-4.5%+0.5%+0.6%---+13.9%
2025+4.8%-1.9%-5.7%-2.9%+4.3%-0.3%+3.1%+0.7%+3.1%+2.2%+1.1%+0.4%+8.5%
2024+2.6%+6.1%+4.5%-1.8%+1.5%+3.0%+1.4%-1.0%+1.5%+2.3%+6.3%-2.7%+25.9%
2023+2.2%+0.5%-3.4%-0.3%-0.7%+3.6%+2.2%-0.3%-1.5%-2.8%+4.1%+5.1%+8.7%
2022-4.7%+0.5%+3.4%-2.2%-2.5%-4.6%+6.8%-0.4%-4.3%+5.5%-0.7%-4.4%-7.9%
2021+3.6%+1.4%+4.5%+2.1%-0.3%+2.1%+0.7%+2.4%-0.3%+4.0%-0.2%+1.9%+24.2%
2020+1.0%-5.7%-9.4%+7.8%+1.6%+2.4%+0.6%+3.9%-1.1%-0.4%+6.0%+1.9%+7.7%
2019+6.5%+3.5%+1.3%+2.4%-3.3%+3.3%+3.7%-0.4%+1.1%-0.8%+2.9%+1.2%+23.1%
2018+0.3%-0.4%-2.7%+3.4%+5.1%-0.1%+0.4%+3.0%-0.1%-4.6%+0.3%-6.8%-2.8%
2017---1.1%-0.6%-2.0%-0.5%-1.0%-0.2%+2.8%+3.1%-0.1%+0.5%+0.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +25.47% • The longest drawdown period lasted for 2 years and 2 months and was between November 2021 and January 2024. It reached a trough of -12.9%.
When could this portfolio get you to financial independence?

Riccardo IC returned +10.15% a year over the 10 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
+151.10%
Annualized Return
+10.15%
Avg Monthly Return
+0.85%
Risk
Volatility (Annual)
+11.96%
Max Drawdown
+25.47%
Positive Months
60%
Average Drawdown
-4.2%
Risk-Adjusted
Sharpe Ratio
0.68
Risk-free rate: 2.0%
Sortino Ratio
0.64
Downside risk adjusted
Return/Volatility
0.85
Calmar Ratio
0.40
Return/Max Drawdown
Ulcer Index
5.42
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
25,110.3
Backtest Period
2017-03-02 to 2026-09-11
9.5 years
Rebalancing
annual
Base Currency
EUR