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Annual Rebalancing
EUR
Moderate Risk
Multi-currency
9.6yr backtest

Performance Summary

Total Return+1392.23%
Annualized Return+32.62%
Volatility+18.60%
Sharpe Ratio1.65
Max Drawdown+32.64%

Holdings

Asset Allocation

Asset Class

Equity 65.0%Precious Metals 20.0%Cryptocurrencies 15.0%
Holdings Details
A diversified portfolio blending global momentum stocks (65%), gold (20%), and Bitcoin (15%) for growth and asset class balance.
AssetTypeAllocationTER
IWMO.LSE
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)IE00BP3QZ825
ETF
65.0%0.25%
EGLN.LSE
iShares Physical Gold ETCIE00B4ND3602
ETF
20.0%0.12%
BTC-USD
Bitcoin
CRYPTO
15.0%-
Total100.0%0.19%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €149,223.08
Histogram of Monthly Returns
The portfolio had a positive return during 74 of the 116 months (64%)
Monthly Returns Heatmap
Best month: +25.8% • Worst month: -9.7% • Best year: 2017 (+185.9%) • Worst year: 2022 (-16.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.7%-0.1%-6.7%+11.3%+5.3%+0.8%------+13.1%
2025+6.5%-3.7%-5.4%+0.7%+5.9%-1.3%+3.3%-0.6%+5.9%+2.0%-1.6%+0.2%+11.6%
2024+6.3%+11.8%+7.8%-3.4%+3.0%+3.2%-1.0%-1.9%+2.7%+4.7%+11.7%-0.7%+52.4%
2023+6.0%-0.1%+4.0%+0.8%-1.7%+3.7%+0.1%-2.1%+0.1%+6.3%+4.6%+4.9%+29.4%
2022-7.0%+2.0%+6.2%-5.0%-6.1%-7.6%+6.3%-1.4%-3.2%+4.7%-1.8%-3.2%-16.1%
2021+3.6%+4.5%+9.6%+1.5%-9.7%+1.0%+4.8%+5.0%-2.0%+12.7%-1.5%-3.8%+26.5%
2020+9.3%-6.6%-8.2%+11.0%+3.2%+2.1%+5.1%+4.0%-2.0%+3.4%+9.9%+15.8%+54.7%
2019+3.0%+5.2%+3.2%+6.5%+9.7%+10.0%+1.2%-0.4%-3.6%+1.6%-2.3%-0.9%+37.3%
2018-5.1%+1.3%-7.2%+6.6%+2.4%-1.5%+1.6%+2.0%+1.0%-5.8%-2.2%-4.8%-12.0%
2017+1.0%+7.8%-1.7%+3.3%+11.7%+0.3%+3.3%+19.9%-1.8%+23.1%+25.8%+22.6%+185.9%
2016-----------0.2%+5.8%+5.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +32.64% • The longest drawdown period lasted for 2 years and was between November 2021 and December 2023. It reached a trough of -25.6%.

Detailed Metrics

Returns
Total Return
+1392.23%
Annualized Return
+32.62%
Avg Monthly Return
+2.54%
Risk
Volatility (Annual)
+18.60%
Max Drawdown
+32.64%
Positive Months
64%
Average Drawdown
-10.5%
Risk-Adjusted
Sharpe Ratio
1.65
Risk-free rate: 2.0%
Sortino Ratio
1.70
Downside risk adjusted
Return/Volatility
1.75
Calmar Ratio
1.00
Return/Max Drawdown
Ulcer Index
13.00
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
149,223.08
Backtest Period
2016-11-28 to 2026-06-26
9.6 years
Rebalancing
annual
Base Currency
EUR