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None Rebalancing
EUR
Low Risk
Multi-currency
4.8yr backtest

Performance Summary

Total Return+74.45%
Annualized Return+12.21%
Volatility+9.16%
Sharpe Ratio1.11
Max Drawdown+10.24%

Holdings

Asset Allocation

Asset Class

Equity 34.0%Precious Metals 33.0%Bonds 33.0%
Holdings Details
A diversified ETF portfolio with equal 1/3 allocations to global stocks, gold, and US Treasury bonds for balanced, long-term growth.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
34.0%0.19%
PPFB.XETRA
iShares Physical Gold ETCIE00B4ND3602
ETF
33.0%0.12%
SXRL.XETRA
iShares USD Treasury Bond 3-7yr UCITS ETF (Acc)IE00B3VWN393
ETF
33.0%0.07%
Total100.0%0.13%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €17,444.97
Histogram of Monthly Returns
The portfolio had a positive return during 42 of the 59 months (71%)
Monthly Returns Heatmap
Best month: +5.8% • Worst month: -6.4% • Best year: 2024 (+23.3%) • Worst year: 2022 (-3.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+5.6%+4.0%-6.4%+1.5%+0.8%-------+5.2%
2025+4.5%+0.2%-1.0%-1.6%+1.3%-1.8%+3.2%+0.9%+5.8%+4.4%+2.3%+1.4%+21.1%
2024+2.2%+0.9%+4.5%+0.9%+0.2%+2.8%+1.4%+0.2%+2.3%+3.0%+3.1%-0.3%+23.3%
2023+3.2%-0.9%+2.2%-0.6%+2.3%-1.7%+1.3%+0.1%-0.8%+1.3%+1.4%+1.5%+9.5%
2022-1.6%+1.0%+2.0%+1.2%-3.2%-1.2%+4.3%-1.1%-2.1%-0.5%+0.0%-2.4%-3.8%
2021------+0.1%+1.0%-0.5%+1.7%+1.5%+1.6%+5.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +10.24% • The longest drawdown period lasted for 1 year and 3 months and was between August 2022 and November 2023. It reached a trough of -7.7%.

Detailed Metrics

Returns
Total Return
+74.45%
Annualized Return
+12.21%
Avg Monthly Return
+0.97%
Risk
Volatility (Annual)
+9.16%
Max Drawdown
+10.24%
Positive Months
71%
Average Drawdown
-2.6%
Risk-Adjusted
Sharpe Ratio
1.11
Risk-free rate: 2.0%
Sortino Ratio
1.07
Downside risk adjusted
Return/Volatility
1.33
Calmar Ratio
1.19
Return/Max Drawdown
Ulcer Index
3.04
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
17,444.97
Backtest Period
2021-07-16 to 2026-05-15
4.8 years
Rebalancing
none
Base Currency
EUR