Annual Rebalancing
EUR
Low Risk
18.7yr backtest

Performance Summary

Total Return+159.46%
Annualized Return+5.24%
Volatility+9.47%
Sharpe Ratio0.34
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 €25,946.09
Histogram of Monthly Returns
The portfolio had a positive return during 130 of the 225 months (58%)
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%-5.5%+1.3%+4.8%+0.4%---+10.3%
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%.
When could this portfolio get you to financial independence?

Stack returned +5.24% a year over the 19 years above. Run those same monthly returns forward through 10,000 simulated paths, with your own savings and target retirement age, to see when they could reach your FIRE number.

Detailed Metrics

Returns
Total Return
+159.46%
Annualized Return
+5.24%
Avg Monthly Return
+0.46%
Risk
Volatility (Annual)
+9.47%
Max Drawdown
+17.04%
Positive Months
58%
Average Drawdown
-6.7%
Risk-Adjusted
Sharpe Ratio
0.34
Risk-free rate: 2.0%
Sortino Ratio
0.33
Downside risk adjusted
Return/Volatility
0.55
Calmar Ratio
0.31
Return/Max Drawdown
Ulcer Index
7.91
Drawdown depth & duration
Martin Ratio
0.00
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
25,946.09
Backtest Period
2008-01-08 to 2026-09-04
18.7 years
Rebalancing
annual
Base Currency
EUR