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SP500-Gold-EuBonds

SP500 + Euro Bonds

Optimize
None Rebalancing
EUR
Moderate Risk
8.5yr backtest

Performance Summary

Total Return+215.37%
Annualized Return+14.41%
Volatility+13.83%
Sharpe Ratio0.90
Max Drawdown+28.16%

Holdings

Asset Allocation

Asset Class

Equity 80.0%Precious Metals 15.0%Bonds 5.0%
Holdings Details
Diversified ETF portfolio blending 80% US equities (S&P 500), 15% gold, and 5% global bonds for balanced, long-term growth.
AssetTypeAllocationTER
P500.XETRA
Invesco S&P 500 UCITS ETF AccIE00B3YCGJ38
ETF
80.0%0.05%
EGLN.LSE
iShares Physical Gold ETCIE00B4ND3602
ETF
15.0%0.12%
EUNA.XETRA
iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc)IE00BDBRDM35
ETF
5.0%0.1%
Total100.0%0.06%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €31,536.57
Histogram of Monthly Returns
The portfolio had a positive return during 69 of the 103 months (67%)
Monthly Returns Heatmap
Best month: +9.5% • Worst month: -7.3% • Best year: 2021 (+33.7%) • Worst year: 2022 (-11.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.1%+0.8%-5.0%+7.1%+5.1%-1.7%------+8.3%
2025+4.3%-2.9%-6.9%-4.1%+5.4%+0.7%+5.5%-0.5%+4.0%+4.8%+0.4%-0.1%+10.3%
2024+3.7%+3.7%+4.2%-1.3%+1.0%+6.1%+0.0%-0.4%+2.0%+3.1%+7.1%-0.8%+32.0%
2023+4.0%+0.3%+1.1%+0.1%+3.8%+2.8%+2.1%+0.5%-2.1%-1.7%+4.9%+3.4%+20.3%
2022-5.1%-0.9%+5.5%-2.1%-4.1%-4.8%+9.3%-1.3%-4.7%+3.7%-1.3%-5.4%-11.6%
2021+0.8%+1.6%+6.1%+2.3%-0.3%+4.2%+2.4%+3.1%-1.9%+5.2%+2.3%+3.9%+33.7%
2020+1.8%-7.3%-7.0%+9.5%+1.6%+1.2%+1.3%+5.2%-1.7%-2.0%+4.9%+1.4%+7.9%
2019+6.7%+3.4%+2.4%+3.1%-3.8%+4.2%+4.7%+0.0%+1.8%-0.3%+3.9%+1.6%+31.1%
2018+0.8%-0.7%-3.7%+3.1%+4.6%+0.2%+1.8%+3.1%+0.5%-2.9%+0.8%-7.0%-0.2%
2017------------0.3%-0.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +28.16% • The longest drawdown period lasted for 11 months and was between August 2022 and July 2023. It reached a trough of -13.0%.

Detailed Metrics

Returns
Total Return
+215.37%
Annualized Return
+14.41%
Avg Monthly Return
+1.18%
Risk
Volatility (Annual)
+13.83%
Max Drawdown
+28.16%
Positive Months
67%
Average Drawdown
-4.0%
Risk-Adjusted
Sharpe Ratio
0.90
Risk-free rate: 2.0%
Sortino Ratio
0.83
Downside risk adjusted
Return/Volatility
1.04
Calmar Ratio
0.51
Return/Max Drawdown
Ulcer Index
5.35
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
31,536.57
Backtest Period
2017-12-14 to 2026-06-26
8.5 years
Rebalancing
none
Base Currency
EUR
SP500-Gold-EuBonds | +14.4% CAGR | ETF Backtest