HomePortfoliosSlow Pace short duration

Slow Pace short duration

Created byuser-dqaxw8
Optimize
Annual Rebalancing
EUR
Low Risk
14.5yr backtest

Performance Summary

Total Return+132.70%
Annualized Return+5.99%
Volatility+7.01%
Sharpe Ratio0.57
Max Drawdown+16.11%

Holdings

Asset Allocation

Asset Class

Money Market 40.0%Equity 40.0%Commodities 10.0%Precious Metals 10.0%
Holdings Details
Diversified ETF portfolio with 40% global stocks, 40% money market, and 20% commodities/gold for balanced growth and stability.
AssetTypeAllocationTER
XEON.XETRA
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C • LU0290358497
ETF
40.0%0.1%
IUSQ.XETRA
iShares MSCI ACWI UCITS ETF USD (Acc) • IE00B6R52259
ETF
40.0%0.2%
EXXY.XETRA
iShares Diversified Commodity Swap UCITS ETF (DE) • DE000A0H0728
ETF
10.0%0.46%
4GLD.XETRA
Xetra-Gold • DE000A0S9GB0
ETF
10.0%0%
Total100.0%0.17%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €23,270.37
Histogram of Monthly Returns
The portfolio had a positive return during 115 of the 175 months (66%)
Monthly Returns Heatmap
Best month: +4.2% • Worst month: -5.3% • Best year: 2024 (+15.8%) • Worst year: 2018 (-2.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.5%+1.4%-1.5%+3.4%--------+5.8%
2025+3.1%-0.6%-2.2%-2.2%+2.1%+0.0%+2.4%+0.1%+2.7%+2.9%+0.7%+0.7%+9.8%
2024+1.6%+1.5%+2.8%+0.3%+0.5%+2.3%-0.0%-0.1%+1.6%+1.3%+3.2%-0.2%+15.8%
2023+2.2%-0.4%+0.5%-0.3%+1.2%+1.2%+1.8%-0.2%-0.5%-0.6%+1.8%+1.5%+8.5%
2022-0.9%+0.5%+3.1%+0.6%-1.7%-3.4%+4.1%-0.6%-2.8%+0.8%+0.6%-2.8%-2.6%
2021+1.0%+1.2%+2.4%+1.3%+0.7%+1.8%+1.0%+1.3%-0.2%+2.5%-0.2%+2.1%+15.7%
2020-0.4%-3.8%-5.3%+3.9%+0.8%+1.3%+0.7%+2.3%-0.8%-0.8%+2.8%+1.1%+1.6%
2019+4.0%+1.6%+1.1%+1.3%-2.2%+2.3%+1.9%-0.1%+1.1%+0.1%+1.5%+1.5%+14.8%
2018+0.4%-0.8%-1.7%+1.9%+2.1%-0.9%+0.5%+0.3%+0.3%-1.7%+0.3%-3.5%-2.9%
2017-0.2%+2.7%-0.2%-0.7%-1.1%-0.9%-0.4%+0.0%+0.9%+1.9%-0.5%+0.8%+2.1%
2016-2.4%+1.1%+0.1%+1.0%+1.5%+1.1%+1.1%-0.3%+0.4%+0.3%+1.8%+1.1%+6.9%
2015+3.8%+2.6%+1.4%-1.1%+0.9%-2.1%-0.5%-4.0%-1.6%+4.2%+1.1%-2.8%+1.5%
2014-0.3%+2.0%-0.2%+0.3%+1.3%+1.2%+0.1%+1.8%+0.1%+0.0%+1.3%+0.1%+8.0%
2013+0.5%+1.4%+2.0%-1.6%+0.6%-3.1%+1.4%+0.2%+0.0%+1.4%+0.1%-0.3%+2.6%
2012+1.1%-0.4%-0.6%-0.7%-1.2%+0.6%+4.0%-0.1%+0.4%-1.3%+0.2%-0.8%+1.2%
2011---------+0.7%+0.7%-0.7%+0.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +16.11% • The longest drawdown period lasted for 1 year and 10 months and was between April 2015 and February 2017. It reached a trough of -13.8%.

Detailed Metrics

Returns
Total Return
+132.70%
Annualized Return
+5.99%
Avg Monthly Return
+0.50%
Risk
Volatility (Annual)
+7.01%
Max Drawdown
+16.11%
Positive Months
66%
Average Drawdown
-2.6%
Risk-Adjusted
Sharpe Ratio
0.57
Risk-free rate: 2.0%
Sortino Ratio
0.53
Downside risk adjusted
Return/Volatility
0.85
Calmar Ratio
0.37
Return/Max Drawdown
Ulcer Index
3.47
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€23,270.37
Backtest Period
2011-10-21 to 2026-04-30
14.5 years
Rebalancing
annual
Base Currency
EUR