HomePortfoliosRiccardo IC
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Annual Rebalancing
EUR
Moderate Risk
9.4yr backtest

Performance Summary

Total Return+153.12%
Annualized Return+10.35%
Volatility+11.98%
Sharpe Ratio0.70
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 €25,311.54
Histogram of Monthly Returns
The portfolio had a positive return during 68 of the 114 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%+1.9%----+14.9%
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%.

Detailed Metrics

Returns
Total Return
+153.12%
Annualized Return
+10.35%
Avg Monthly Return
+0.87%
Risk
Volatility (Annual)
+11.98%
Max Drawdown
+25.47%
Positive Months
60%
Average Drawdown
-4.3%
Risk-Adjusted
Sharpe Ratio
0.70
Risk-free rate: 2.0%
Sortino Ratio
0.65
Downside risk adjusted
Return/Volatility
0.86
Calmar Ratio
0.41
Return/Max Drawdown
Ulcer Index
5.44
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
25,311.54
Backtest Period
2017-03-02 to 2026-08-07
9.4 years
Rebalancing
annual
Base Currency
EUR
Riccardo IC | +10.3% CAGR | ETF Backtest