Optimize
Annual Rebalancing
EUR
Low Risk
18.4yr backtest

Performance Summary

Total Return+147.81%
Annualized Return+5.05%
Volatility+9.48%
Sharpe Ratio0.32
Max Drawdown+17.04%

Holdings

Asset Allocation

Asset Class

Precious Metals 34.0%Bonds 33.0%Commodities 33.0%
Holdings Details
Diversified ETF portfolio blending gold, European government bonds, and broad commodities for balanced, multi-asset class exposure.
AssetTypeAllocationTER
4GLD.XETRA
Xetra-GoldDE000A0S9GB0
ETF
34.0%0%
LYQ6.XETRA
Amundi Euro Government Bond 10-15Y UCITS ETF AccLU1650489385
ETF
33.0%0.15%
EXXY.XETRA
iShares Diversified Commodity Swap UCITS ETF (DE)DE000A0H0728
ETF
33.0%0.46%
Total100.0%0.20%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €24,781.34
Histogram of Monthly Returns
The portfolio had a positive return during 127 of the 222 months (57%)
Monthly Returns Heatmap
Best month: +7.0% • Worst month: -7.6% • Best year: 2010 (+20.3%) • Worst year: 2013 (-13.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+7.0%+2.7%+0.2%+0.1%-0.7%-3.7%------+5.4%
2025+4.0%+1.0%+1.1%-1.7%-0.5%-1.7%+1.6%+0.3%+5.2%+4.0%+2.8%+1.2%+18.2%
2024+0.7%-0.8%+4.4%+2.4%-0.3%+0.6%+0.2%-0.0%+3.3%+2.4%+2.0%-0.4%+15.4%
2023+1.8%-2.8%+2.3%-1.2%+0.6%-1.4%+1.8%+0.5%-1.5%+2.8%-0.7%+0.8%+3.0%
2022+2.7%+3.2%+4.3%+2.9%-2.0%-4.1%+3.8%-1.9%-3.2%-1.3%+1.4%-3.9%+1.2%
2021+1.6%-0.9%+0.8%+1.9%+2.6%-0.2%+3.1%-0.3%+1.8%+1.3%-0.7%+1.1%+12.6%
2020+0.9%-1.1%-4.3%+2.0%+0.5%+1.7%+2.9%+0.4%-0.6%+0.9%-2.5%+1.2%+1.8%
2019+3.2%+0.1%+1.4%-0.4%+0.4%+3.4%+2.3%+3.6%-0.7%-0.3%-1.5%+1.5%+13.7%
2018-0.7%+0.3%-0.0%+1.8%+1.9%-2.4%-1.8%-1.1%+0.3%+1.5%-0.0%-0.5%-0.7%
2017-1.1%+2.9%-1.9%-0.9%-2.1%-2.1%-0.4%+1.2%-0.6%+1.9%-1.3%+0.1%-4.5%
2016+2.4%+3.6%-1.6%+2.6%+0.7%+5.3%-0.9%-1.6%+0.8%-0.6%-1.2%+1.0%+10.7%
2015+7.0%+0.3%+1.3%-2.2%-0.2%-2.8%-3.5%-1.4%-0.0%+1.8%-1.4%-3.6%-5.0%
2014+3.1%+3.2%-0.4%+1.2%-0.5%+2.7%-0.6%+1.7%-1.1%-1.3%+1.2%-0.2%+9.4%
2013-1.2%-0.6%+2.1%-3.6%-1.9%-6.6%+1.3%+3.6%-3.7%+0.1%-1.8%-1.5%-13.4%
2012+4.6%-0.1%-1.8%-0.3%+0.4%-0.1%+5.9%+0.0%+1.8%-2.0%+0.4%-2.5%+6.1%
2011-3.7%+2.3%-1.2%+0.7%+0.9%-3.3%+4.0%+5.3%-4.2%+0.3%+0.9%-1.4%+0.2%
2010-0.7%+3.8%+0.5%+3.0%+5.2%+0.4%-3.9%+4.5%-1.9%+1.5%+4.3%+2.2%+20.3%
2009+5.8%+0.8%-3.1%+0.0%+2.7%-1.8%+1.2%+0.6%+0.6%+2.1%+4.5%+1.1%+15.2%
2008+2.0%+4.2%-6.1%-1.1%+1.1%+3.4%-4.1%+0.0%+0.3%-7.6%+4.5%-4.9%-8.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +17.04% • The longest drawdown period lasted for 4 years and 3 months and was between April 2015 and August 2019. It reached a trough of -15.4%.

Detailed Metrics

Returns
Total Return
+147.81%
Annualized Return
+5.05%
Avg Monthly Return
+0.44%
Risk
Volatility (Annual)
+9.48%
Max Drawdown
+17.04%
Positive Months
57%
Average Drawdown
-6.7%
Risk-Adjusted
Sharpe Ratio
0.32
Risk-free rate: 2.0%
Sortino Ratio
0.31
Downside risk adjusted
Return/Volatility
0.53
Calmar Ratio
0.30
Return/Max Drawdown
Ulcer Index
7.92
Drawdown depth & duration
Martin Ratio
0.00
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
24,781.34
Backtest Period
2008-01-08 to 2026-06-12
18.4 years
Rebalancing
annual
Base Currency
EUR
Stack | 18-Year Backtest