HomePortfoliosSP500 optimized

SP500 optimized

Optimization with gold and bonds.

Optimize
Annual Rebalancing
EUR
Low Risk
8.3yr backtest

Performance Summary

Total Return+122.98%
Annualized Return+10.09%
Volatility+8.33%
Sharpe Ratio0.97
Max Drawdown+17.21%

Holdings

Asset Allocation

Asset Class

Equity 45.0%Bonds 35.0%Precious Metals 20.0%
Holdings Details
SP500 optimized diversified ETF portfolio with 45% US stocks, 35% bonds, 20% gold. Annual rebalancing in EUR for balanced growth and risk management.
AssetTypeAllocationTER
SXR8.XETRA
iShares Core S&P 500 UCITS ETF USD (Acc)IE00B5BMR087
ETF
45.0%0.07%
EUNA.XETRA
iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc)IE00BDBRDM35
ETF
35.0%0.1%
EGLN.LSE
iShares Physical Gold ETCIE00B4ND3602
ETF
20.0%0.12%
Total100.0%0.09%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €22,297.71
Histogram of Monthly Returns
The portfolio had a positive return during 68 of the 101 months (67%)
Monthly Returns Heatmap
Best month: +5.9% • Worst month: -4.5% • Best year: 2024 (+21.9%) • Worst year: 2022 (-10.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.6%+1.5%-4.5%+4.5%--------+3.9%
2025+3.4%-1.0%-3.0%-1.7%+2.3%+0.1%+3.2%+0.1%+3.9%+3.5%+1.0%+0.1%+12.3%
2024+2.0%+1.8%+3.6%-0.6%+0.7%+3.8%+0.9%+0.3%+2.0%+2.2%+4.3%-0.8%+21.9%
2023+3.2%-0.8%+2.0%-0.0%+2.2%+0.8%+1.4%+0.1%-2.0%-0.3%+3.5%+2.8%+13.4%
2022-3.3%-0.1%+2.6%-1.7%-3.0%-3.0%+5.7%-1.8%-3.8%+1.4%+0.1%-3.1%-10.0%
2021+0.2%-0.5%+3.7%+1.5%+0.5%+2.1%+2.1%+1.7%-1.5%+3.1%+1.9%+2.4%+18.5%
2020+2.1%-3.6%-3.9%+5.9%+1.0%+1.1%+1.6%+2.3%-1.2%-1.1%+1.8%+1.2%+7.1%
2019+4.4%+1.9%+1.9%+1.7%-1.7%+3.5%+3.3%+1.5%+0.4%-0.2%+2.0%+1.1%+21.4%
2018+0.2%-0.6%-2.0%+1.6%+2.9%-0.3%+0.7%+1.7%-0.0%-1.4%+0.5%-3.4%-0.2%
2017------------0.1%-0.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +17.21% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and November 2023. It reached a trough of -10.2%.

Detailed Metrics

Returns
Total Return
+122.98%
Annualized Return
+10.09%
Avg Monthly Return
+0.82%
Risk
Volatility (Annual)
+8.33%
Max Drawdown
+17.21%
Positive Months
67%
Average Drawdown
-2.7%
Risk-Adjusted
Sharpe Ratio
0.97
Risk-free rate: 2.0%
Sortino Ratio
0.90
Downside risk adjusted
Return/Volatility
1.21
Calmar Ratio
0.59
Return/Max Drawdown
Ulcer Index
3.53
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
22,297.71
Backtest Period
2017-12-14 to 2026-04-17
8.3 years
Rebalancing
annual
Base Currency
EUR