Optimize
None Rebalancing
EUR
Moderate Risk
Multi-currency
7.1yr backtest

Performance Summary

Total Return+118.72%
Annualized Return+11.60%
Volatility+11.99%
Sharpe Ratio0.80
Max Drawdown+25.27%

Holdings

Asset Allocation

Asset Class

Equity 72.0%Bonds 20.0%Precious Metals 8.0%
Holdings Details
A diversified ETF portfolio of 72% global stocks, 20% bonds, and 8% gold for balanced, long-term growth across major asset classes.
AssetTypeAllocationTER
IUSQ.XETRA
iShares MSCI ACWI UCITS ETF USD (Acc)IE00B6R52259
ETF
72.0%0.2%
VAGU.LSE
Vanguard Global Aggregate Bond UCITS ETF USD Hedged AccumulatingIE00BG47KJ78
ETF
20.0%0.08%
IAU.US
iShares Gold TrustUS4642852044
ETF
8.0%0.25%
Total100.0%0.18%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €21,872.43
Histogram of Monthly Returns
The portfolio had a positive return during 57 of the 87 months (66%)
Monthly Returns Heatmap
Best month: +7.9% • Worst month: -8.2% • Best year: 2024 (+23.2%) • Worst year: 2022 (-11.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.0%+2.9%-5.3%+6.1%+4.5%+0.2%-1.3%+3.4%----+12.7%
2025+4.0%-1.5%-5.7%-3.4%+4.5%+0.1%+4.0%+0.1%+3.5%+4.2%+0.2%+0.3%+10.4%
2024+2.5%+2.8%+3.7%-1.0%+0.7%+4.3%+0.6%-0.4%+1.8%+1.4%+5.7%-0.7%+23.2%
2023+4.3%-0.1%+0.6%-0.2%+2.3%+2.0%+2.0%-0.5%-1.2%-2.3%+4.5%+3.3%+15.4%
2022-3.6%-1.2%+2.9%-1.2%-3.2%-4.5%+7.9%-1.5%-4.7%+2.2%+0.7%-4.8%-11.2%
2021+0.7%+1.3%+4.8%+0.8%+0.2%+3.7%+1.0%+2.4%-1.5%+3.7%+0.8%+2.9%+22.6%
2020+0.7%-5.8%-8.2%+7.5%+1.3%+1.6%-0.3%+3.5%-0.6%-1.5%+5.3%+1.8%+4.2%
2019------0.6%+3.4%-0.3%+2.2%-0.3%+3.0%+1.4%+9.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +25.27% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -12.6%.

Detailed Metrics

Returns
Total Return
+118.72%
Annualized Return
+11.60%
Avg Monthly Return
+0.95%
Risk
Volatility (Annual)
+11.99%
Max Drawdown
+25.27%
Positive Months
66%
Average Drawdown
-4.2%
Risk-Adjusted
Sharpe Ratio
0.80
Risk-free rate: 2.0%
Sortino Ratio
0.73
Downside risk adjusted
Return/Volatility
0.97
Calmar Ratio
0.46
Return/Max Drawdown
Ulcer Index
5.35
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
21,872.43
Backtest Period
2019-06-20 to 2026-08-07
7.1 years
Rebalancing
none
Base Currency
EUR
Target | +11.6% CAGR | ETF Backtest