Optimize
None Rebalancing
EUR
Moderate Risk
16.5yr backtest

Performance Summary

Total Return+486.26%
Annualized Return+11.35%
Volatility+11.43%
Sharpe Ratio0.82
Max Drawdown+22.56%

Holdings

Asset Allocation

Asset Class

Precious Metals 50.0%Equity 50.0%
Holdings Details
Test portfolio balancing gold bullion securities with global equity ETF exposure for diversified EUR-based investment strategy with 50/50 allocation
AssetTypeAllocationTER
GBS.PA
Gold Bullion SecuritiesGB00B00FHZ82
ETF
50.0%0.4%
IWDA.AS
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
50.0%0.2%
Total100.0%0.30%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €58,626.38
Histogram of Monthly Returns
The portfolio had a positive return during 129 of the 199 months (65%)
Monthly Returns Heatmap
Best month: +9.0% • Worst month: -8.0% • Best year: 2024 (+29.6%) • Worst year: 2013 (-7.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+6.5%+3.2%-7.1%+1.7%--------+3.7%
2025+5.1%-1.1%-2.9%-1.9%+3.4%-0.8%+4.1%+0.6%+5.9%+4.8%+1.9%+0.5%+20.8%
2024+2.9%+2.5%+5.3%+0.3%+0.7%+3.6%+1.1%+0.2%+2.4%+3.3%+4.6%-0.5%+29.6%
2023+4.9%-0.7%+2.1%-0.2%+2.5%+0.5%+2.1%-0.3%-1.8%+0.4%+3.3%+2.3%+16.1%
2022-3.5%+0.6%+4.4%-0.6%-4.0%-3.8%+6.4%-1.7%-3.6%+1.7%+1.1%-3.9%-7.5%
2021+0.1%-0.7%+4.7%+1.7%+1.8%+1.5%+2.4%+1.8%-1.5%+3.9%+1.3%+3.0%+21.6%
2020+2.7%-5.4%-5.7%+8.1%+1.5%+1.8%+2.0%+2.7%-1.5%-1.7%+2.4%+2.4%+8.8%
2019+5.7%+2.5%+1.5%+2.1%-2.5%+4.8%+3.5%+2.0%+0.8%+0.2%+2.0%+1.1%+26.1%
2018+0.8%-1.2%-2.4%+2.8%+3.2%-1.3%+0.7%+0.9%+0.2%-1.7%+0.4%-3.8%-1.6%
2017+0.6%+5.1%-0.3%-0.5%-1.9%-1.9%-1.0%+0.7%+1.0%+2.3%-0.8%+0.9%+4.1%
2016-1.5%+4.3%-1.2%+1.9%+0.7%+3.0%+2.9%-1.1%+0.1%-0.2%+1.3%+1.0%+11.6%
2015+9.0%+1.9%+2.6%-2.9%+2.1%-3.3%-0.4%-4.4%-2.6%+7.1%+1.3%-4.3%+5.1%
2014+1.3%+3.6%-1.1%+0.1%+1.1%+3.2%+0.4%+2.9%+0.2%-0.6%+2.5%+2.4%+17.1%
2013-0.1%+1.0%+3.6%-5.4%-0.6%-8.0%+4.3%+2.5%-2.3%+1.5%-1.8%-2.0%-7.8%
2012+6.9%-0.6%-1.0%-0.0%-0.5%+0.7%+4.5%+0.9%+2.1%-2.7%-0.3%-2.8%+6.8%
2011-4.5%+4.1%-2.5%+1.4%+1.9%-2.6%+4.7%+3.7%-3.6%+4.0%+2.9%-2.2%+6.8%
2010+0.3%+3.9%+3.7%+5.4%+4.4%-0.0%-5.9%+4.3%-0.8%+1.5%+7.0%+1.9%+28.0%
2009----------1.8%+6.5%+1.7%+6.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +22.56% • The longest drawdown period lasted for 2 years and 1 month and was between October 2012 and November 2014. It reached a trough of -15.0%.

Detailed Metrics

Returns
Total Return
+486.26%
Annualized Return
+11.35%
Avg Monthly Return
+0.94%
Risk
Volatility (Annual)
+11.43%
Max Drawdown
+22.56%
Positive Months
65%
Average Drawdown
-4.0%
Risk-Adjusted
Sharpe Ratio
0.82
Risk-free rate: 2.0%
Sortino Ratio
0.77
Downside risk adjusted
Return/Volatility
0.99
Calmar Ratio
0.50
Return/Max Drawdown
Ulcer Index
5.02
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
58,626.38
Backtest Period
2009-10-19 to 2026-04-02
16.5 years
Rebalancing
none
Base Currency
EUR