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Annual Rebalancing
EUR
Moderate Risk
9.4yr backtest

Performance Summary

Total Return+147.35%
Annualized Return+10.08%
Volatility+11.63%
Sharpe Ratio0.69
Max Drawdown+25.21%

Holdings

Asset Allocation

Asset Class

Equity 70.0%Bonds 23.0%Precious Metals 7.0%
Holdings Details
Diversified ETF portfolio blending 70% global equities, 23% bonds, and 7% gold for balanced growth across value, momentum, and inflation protection.
AssetTypeAllocationTER
IS3R.XETRA
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)IE00BP3QZ825
ETF
36.5%0.25%
ZPRV.XETRA
SPDR MSCI USA Small Cap Value Weighted UCITS ETFIE00BSPLC413
ETF
12.0%0.3%
IS3S.XETRA
iShares Edge MSCI World Value Factor UCITS ETFIE00BP3QZB59
ETF
12.0%0.25%
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%
SGLD.AS
Invesco Physical Gold ETCIE00B579F325
ETC
7.0%0.12%
IUST.XETRA
iShares USD TIPS UCITS ETF USD (Acc)IE00B1FZSC47
ETF
7.0%0.1%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
6.5%0.18%
XDW0.XETRA
Xtrackers MSCI World Energy UCITS ETF 1C 1CIE00BM67HM91
ETF
3.0%0.25%
Total100.0%0.23%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €24,734.56
Histogram of Monthly Returns
The portfolio had a positive return during 69 of the 114 months (61%)
Monthly Returns Heatmap
Best month: +8.1% • Worst month: -8.8% • Best year: 2024 (+23.1%) • Worst year: 2022 (-6.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.4%+2.6%-4.1%+8.1%+5.7%+3.9%-4.5%+1.8%----+17.2%
2025+4.4%-0.8%-4.8%-2.9%+4.1%-0.1%+2.9%+0.5%+3.2%+2.7%+0.7%+0.7%+10.6%
2024+2.9%+5.3%+4.4%-1.4%+1.1%+3.2%+0.4%-0.9%+1.4%+1.6%+5.2%-2.0%+23.1%
2023+2.0%-0.0%-2.1%-0.1%-0.6%+3.1%+2.0%-0.4%-0.7%-2.7%+3.7%+3.7%+7.9%
2022-3.2%-0.1%+3.3%-1.8%-1.6%-5.0%+5.8%-0.3%-4.7%+5.1%+0.5%-4.1%-6.6%
2021+2.8%+1.6%+4.2%+1.4%-0.2%+2.4%+0.3%+2.1%+0.1%+3.6%-0.4%+2.2%+21.8%
2020+0.5%-5.7%-8.8%+7.0%+1.2%+2.3%+0.1%+3.5%-0.9%-1.1%+6.0%+1.8%+4.8%
2019+6.2%+2.8%+1.7%+2.1%-3.4%+3.2%+3.1%-0.6%+1.4%-0.6%+2.7%+1.4%+21.7%
2018+0.9%-0.6%-2.7%+3.3%+3.8%-0.6%+0.8%+2.1%+0.4%-4.7%+0.4%-6.1%-3.4%
2017---0.7%-0.6%-1.4%-0.7%-0.5%-0.0%+2.5%+3.4%-0.3%+0.9%+2.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +25.21% • The longest drawdown period lasted for 2 years and 1 month and was between November 2021 and January 2024. It reached a trough of -10.7%.

Detailed Metrics

Returns
Total Return
+147.35%
Annualized Return
+10.08%
Avg Monthly Return
+0.84%
Risk
Volatility (Annual)
+11.63%
Max Drawdown
+25.21%
Positive Months
61%
Average Drawdown
-3.7%
Risk-Adjusted
Sharpe Ratio
0.69
Risk-free rate: 2.0%
Sortino Ratio
0.64
Downside risk adjusted
Return/Volatility
0.87
Calmar Ratio
0.40
Return/Max Drawdown
Ulcer Index
4.81
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
24,734.56
Backtest Period
2017-03-02 to 2026-08-07
9.4 years
Rebalancing
annual
Base Currency
EUR