Optimize
Annual Rebalancing
EUR
Low Risk
4.2yr backtest

Performance Summary

Total Return+32.48%
Annualized Return+7.00%
Volatility+9.04%
Sharpe Ratio0.55
Max Drawdown+16.47%

Holdings

Asset Allocation

Asset Class

Commodities 40.0%Bonds 40.0%Precious Metals 20.0%
Holdings Details
Diversified EUR portfolio blending commodities, bonds and gold ETFs with annual rebalancing for inflation protection and portfolio stability.
AssetTypeAllocationTER
CMOE.XETRA
Invesco Bloomberg Commodity UCITS ETF EUR hedged AccIE00BF4J0300
ETF
40.0%0.24%
EUNA.XETRA
iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc)IE00BDBRDM35
ETF
40.0%0.1%
EGLN.LSE
iShares Physical Gold ETCIE00B4ND3602
ETF
20.0%0.12%
Total100.0%0.16%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €13,248.48
Histogram of Monthly Returns
The portfolio had a positive return during 31 of the 51 months (61%)
Monthly Returns Heatmap
Best month: +6.6% • Worst month: -5.5% • Best year: 2025 (+16.3%) • Worst year: 2022 (-4.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+6.6%+1.3%+2.1%-0.7%--------+9.5%
2025+3.2%+0.9%+2.2%-1.3%-1.0%+0.4%+0.3%+1.1%+3.6%+2.4%+2.4%+1.0%+16.3%
2024-0.0%-0.9%+3.3%+1.5%+0.7%+0.1%-0.7%+0.9%+3.1%+0.2%+0.6%-0.1%+8.7%
2023+1.3%-3.3%+1.8%-0.5%-1.7%-0.1%+2.5%-0.4%-1.3%+1.2%-0.1%+0.5%-0.2%
2022-+1.3%+4.0%+0.8%-0.1%-5.5%+2.2%-1.6%-4.7%-0.8%+2.3%-1.5%-4.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +16.47% • The longest drawdown period lasted for 2 years and 11 months and was between March 2022 and February 2025. It reached a trough of -16.5%.

Detailed Metrics

Returns
Total Return
+32.48%
Annualized Return
+7.00%
Avg Monthly Return
+0.57%
Risk
Volatility (Annual)
+9.04%
Max Drawdown
+16.47%
Positive Months
61%
Average Drawdown
-8.4%
Risk-Adjusted
Sharpe Ratio
0.55
Risk-free rate: 2.0%
Sortino Ratio
0.52
Downside risk adjusted
Return/Volatility
0.77
Calmar Ratio
0.43
Return/Max Drawdown
Ulcer Index
9.49
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
13,248.48
Backtest Period
2022-02-18 to 2026-04-17
4.2 years
Rebalancing
annual
Base Currency
EUR