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Annual Rebalancing
EUR
Moderate Risk
Multi-currency
9.5yr backtest

Performance Summary

Total Return+1122.78%
Annualized Return+30.09%
Volatility+17.48%
Sharpe Ratio1.61
Max Drawdown+35.91%

Holdings

Asset Allocation

Asset Class

Equity 65.0%Precious Metals 20.0%Cryptocurrencies 15.0%
Holdings Details
Diversified portfolio blending a global equity ETF (65%), physical gold (20%), and Bitcoin (15%) for growth and asset class balance.
AssetTypeAllocationTER
IMIE.PA
SPDR MSCI All Country World Investable Market UCITS ETF (Acc)IE00B3YLTY66
ETF
65.0%0.17%
EGLN.LSE
iShares Physical Gold ETCIE00B4ND3602
ETF
20.0%0.12%
BTC-USD
Bitcoin
CRYPTO
15.0%-
Total100.0%0.13%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €122,277.8
Histogram of Monthly Returns
The portfolio had a positive return during 71 of the 116 months (61%)
Monthly Returns Heatmap
Best month: +26.7% • Worst month: -11.4% • Best year: 2017 (+180.4%) • Worst year: 2018 (-16.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.2%+0.7%-5.3%+6.5%+3.5%-2.9%------+4.3%
2025+5.6%-4.0%-4.5%-1.1%+5.1%-0.3%+5.2%-0.7%+5.0%+3.6%-1.4%+0.0%+12.3%
2024+3.2%+8.6%+7.1%-3.2%+2.4%+1.8%+1.3%-2.1%+3.0%+4.2%+11.9%-0.9%+43.0%
2023+9.6%+0.0%+4.7%-0.1%+0.9%+3.3%+0.7%-2.6%-0.1%+4.9%+4.5%+5.0%+34.7%
2022-5.1%+1.5%+4.4%-2.7%-5.4%-8.1%+7.8%-2.5%-4.1%+2.2%-0.4%-3.6%-15.9%
2021+3.2%+6.5%+11.3%-0.1%-8.3%+1.3%+4.1%+4.3%-2.4%+11.2%-1.0%-2.1%+29.8%
2020+6.2%-6.4%-11.4%+12.6%+2.4%+0.8%+4.3%+3.4%-2.2%+4.3%+12.8%+15.8%+47.3%
2019+4.2%+4.0%+2.6%+6.6%+7.9%+9.7%+0.9%-1.1%-2.4%+2.2%-2.3%-0.3%+35.9%
2018-6.0%-0.8%-6.3%+5.7%+1.0%-2.2%+2.6%+0.0%-0.2%-3.3%-2.3%-5.2%-16.4%
2017+0.4%+7.9%-1.7%+3.1%+10.1%+0.8%+2.9%+19.6%-2.0%+22.2%+26.7%+23.2%+180.4%
2016----------+0.1%+5.7%+5.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +35.91% • The longest drawdown period lasted for 2 years and 1 month and was between December 2017 and February 2020. It reached a trough of -35.9%.

Detailed Metrics

Returns
Total Return
+1122.78%
Annualized Return
+30.09%
Avg Monthly Return
+2.36%
Risk
Volatility (Annual)
+17.48%
Max Drawdown
+35.91%
Positive Months
61%
Average Drawdown
-10.2%
Risk-Adjusted
Sharpe Ratio
1.61
Risk-free rate: 2.0%
Sortino Ratio
1.66
Downside risk adjusted
Return/Volatility
1.72
Calmar Ratio
0.84
Return/Max Drawdown
Ulcer Index
13.28
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
122,277.8
Backtest Period
2016-11-28 to 2026-06-05
9.5 years
Rebalancing
annual
Base Currency
EUR
roa originale | +30.1% CAGR | ETF Backtest