Optimize
None Rebalancing
EUR
Moderate Risk
12.4yr backtest

Performance Summary

Total Return+354.05%
Annualized Return+12.95%
Volatility+11.21%
Sharpe Ratio0.98
Max Drawdown+20.28%

Holdings

Asset Allocation

Asset Class

Precious Metals 60.0%Equity 40.0%
Holdings Details
Explore a diversified investment portfolio combining gold bullion (GBS) and a S&P 500 ETF (ESEE), denominated in EUR for strategic asset allocation.
AssetTypeAllocationTER
GBS.PA
Gold Bullion SecuritiesGB00B00FHZ82
ETF
60.0%0.4%
ESEE.XETRA
BNP Paribas Easy S&P 500 UCITS ETF EURFR0011550185
ETF
40.0%0.14%
Total100.0%0.30%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €45,404.9
Histogram of Monthly Returns
The portfolio had a positive return during 100 of the 151 months (66%)
Monthly Returns Heatmap
Best month: +9.3% • Worst month: -7.0% • Best year: 2024 (+32.9%) • Worst year: 2022 (-6.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+6.6%+2.7%-7.0%+1.5%--------+3.4%
2025+5.2%-1.6%-2.9%-2.4%+3.2%-0.8%+4.7%+0.3%+6.5%+5.1%+2.1%+0.4%+21.0%
2024+2.9%+2.7%+5.5%+0.5%+0.6%+4.6%+0.9%+0.0%+2.8%+4.4%+4.8%-0.7%+32.9%
2023+4.2%-0.7%+2.6%-0.4%+3.5%+0.2%+2.0%+0.4%-2.1%+1.1%+3.0%+2.3%+17.0%
2022-3.7%+1.0%+5.1%-0.5%-4.5%-3.2%+6.4%-1.2%-3.4%+1.6%-0.1%-3.9%-6.8%
2021+0.3%-1.3%+4.8%+1.9%+1.8%+1.4%+2.7%+2.1%-1.6%+4.1%+2.4%+3.3%+24.0%
2020+3.1%-5.0%-3.8%+8.6%+1.1%+1.4%+2.8%+2.7%-1.8%-1.4%+0.2%+2.2%+9.9%
2019+5.6%+2.4%+1.6%+1.9%-2.1%+5.0%+4.4%+2.9%+0.0%+0.1%+2.0%+1.7%+28.2%
2018+0.4%-0.5%-2.7%+2.5%+4.0%-1.3%+0.3%+1.8%+0.1%-0.6%+0.7%-3.6%+0.8%
2017+0.3%+5.9%-1.0%-0.7%-2.5%-2.0%-1.2%+1.1%+0.4%+2.2%-0.5%+1.3%+3.0%
2016-0.1%+6.1%-2.0%+1.9%+0.3%+4.5%+2.6%-1.5%-0.1%-0.2%+1.3%+0.8%+14.2%
2015+9.3%+0.6%+2.4%-3.8%+2.6%-3.2%-1.2%-3.1%-1.9%+7.0%+0.8%-3.9%+4.9%
2014+2.6%+3.5%-1.3%-0.2%+0.6%+3.9%+0.5%+3.3%+0.4%-0.5%+2.9%+3.4%+20.5%
2013----------0.6%-3.8%+0.1%-4.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +20.28% • The longest drawdown period lasted for 1 year and 2 months and was between March 2017 and May 2018. It reached a trough of -8.5%.

Detailed Metrics

Returns
Total Return
+354.05%
Annualized Return
+12.95%
Avg Monthly Return
+1.05%
Risk
Volatility (Annual)
+11.21%
Max Drawdown
+20.28%
Positive Months
66%
Average Drawdown
-3.3%
Risk-Adjusted
Sharpe Ratio
0.98
Risk-free rate: 2.0%
Sortino Ratio
0.94
Downside risk adjusted
Return/Volatility
1.16
Calmar Ratio
0.64
Return/Max Drawdown
Ulcer Index
4.20
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
45,404.9
Backtest Period
2013-10-28 to 2026-04-02
12.4 years
Rebalancing
none
Base Currency
EUR