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Low Risk
16.5yr backtest

Performance Summary

Total Return+55.45%
Annualized Return+2.71%
Volatility+3.99%
Sharpe Ratio0.18
Max Drawdown+9.50%

Holdings

Asset Allocation

Asset Class

Money Market 60.0%Precious Metals 15.0%Commodities 15.0%Bonds 10.0%
Holdings Details
Diversified ETF portfolio blending money markets, gold, commodities, and European bonds for a balanced, multi-asset defensive strategy.
AssetTypeAllocationTER
XEON.XETRA
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1CLU0290358497
ETF
60.0%0.1%
4GLD.XETRA
Xetra-GoldDE000A0S9GB0
ETF
15.0%0%
EXXY.XETRA
iShares Diversified Commodity Swap UCITS ETF (DE)DE000A0H0728
ETF
15.0%0.46%
SXRQ.XETRA
iShares Euro Government Bond 7-10yr UCITS ETF (Acc)IE00B3VTN290
ETF
10.0%0.15%
Total100.0%0.14%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €15,544.78
Histogram of Monthly Returns
The portfolio had a positive return during 114 of the 199 months (57%)
Monthly Returns Heatmap
Best month: +3.1% • Worst month: -2.6% • Best year: 2025 (+9.5%) • Worst year: 2013 (-6.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.1%+1.2%+0.5%+0.1%+0.0%-------+5.1%
2025+2.0%+0.5%+0.8%-0.8%-0.2%-0.6%+0.8%+0.3%+2.3%+1.8%+1.4%+0.7%+9.5%
2024+0.6%-0.1%+2.1%+1.4%+0.1%+0.4%+0.1%+0.2%+1.6%+1.3%+0.9%+0.2%+9.0%
2023+0.7%-1.0%+0.9%-0.4%+0.4%-0.5%+1.1%+0.4%-0.1%+1.4%-0.5%+0.1%+2.6%
2022+1.3%+1.7%+2.1%+1.7%-0.8%-1.8%+1.5%-0.5%-1.2%-0.6%+0.4%-1.4%+2.3%
2021+0.8%-0.2%+0.3%+0.9%+1.2%-0.2%+1.2%-0.1%+0.9%+0.6%-0.5%+0.6%+5.6%
2020+0.1%-0.6%-1.7%+0.8%+0.1%+0.7%+1.1%+0.3%-0.5%+0.3%-1.2%+0.5%-0.1%
2019+1.3%+0.1%+0.4%-0.2%+0.1%+1.2%+0.8%+1.4%-0.4%-0.1%-0.6%+0.8%+4.8%
2018-0.4%+0.1%-0.2%+0.8%+1.1%-1.1%-0.8%-0.4%+0.1%+0.7%-0.1%-0.4%-0.6%
2017-0.2%+1.1%-0.8%-0.5%-1.0%-0.9%-0.2%+0.4%-0.2%+0.7%-0.6%+0.1%-2.3%
2016+0.8%+1.5%-0.8%+1.3%+0.2%+2.2%-0.6%-0.7%+0.3%-0.0%-0.4%+0.4%+4.2%
2015+2.7%+0.1%+0.4%-0.9%+0.1%-0.9%-1.9%-0.5%-0.2%+0.7%-0.7%-1.5%-2.6%
2014+1.1%+1.3%-0.3%+0.4%-0.3%+1.1%-0.4%+0.5%-0.5%-0.7%+0.3%-0.3%+2.3%
2013-0.6%-0.2%+0.9%-2.0%-0.7%-2.6%+0.5%+1.6%-1.6%-0.1%-0.8%-0.5%-6.2%
2012+1.9%-0.3%-0.9%-0.0%+0.1%+0.1%+2.5%-0.0%+0.7%-1.1%-0.1%-1.3%+1.4%
2011-1.7%+1.1%-0.5%+0.3%+0.5%-1.4%+1.9%+2.5%-1.7%+0.3%+0.8%-0.8%+1.2%
2010-0.3%+1.6%+0.2%+1.6%+2.1%+0.4%-2.0%+2.0%-0.8%+0.8%+2.4%+1.1%+9.4%
2009-----------0.1%+0.7%+0.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +9.50% • The longest drawdown period lasted for 8 years and 9 months and was between October 2012 and July 2021. It reached a trough of -9.5%.

Detailed Metrics

Returns
Total Return
+55.45%
Annualized Return
+2.71%
Avg Monthly Return
+0.23%
Risk
Volatility (Annual)
+3.99%
Max Drawdown
+9.50%
Positive Months
57%
Average Drawdown
-3.9%
Risk-Adjusted
Sharpe Ratio
0.18
Risk-free rate: 2.0%
Sortino Ratio
0.17
Downside risk adjusted
Return/Volatility
0.68
Calmar Ratio
0.29
Return/Max Drawdown
Ulcer Index
4.52
Drawdown depth & duration
Martin Ratio
0.00
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
15,544.78
Backtest Period
2009-11-25 to 2026-05-22
16.5 years
Rebalancing
annual
Base Currency
EUR
Stabilizer | 16-Year Backtest