Optimize
None Rebalancing
EUR
Moderate Risk
6.2yr backtest

Performance Summary

Total Return+83.74%
Annualized Return+10.38%
Volatility+15.69%
Sharpe Ratio0.53
Max Drawdown+31.49%

Holdings

Asset Allocation

Asset Class

Equity 98.0%Precious Metals 2.0%
Holdings Details
A globally diversified ETF portfolio combining core developed market exposure with targeted momentum and low-volatility factors for EUR-based investors.
AssetTypeAllocationTER
VGVF.XETRA
Vanguard FTSE Developed World UCITS ETF AccIE00BK5BQV03
ETF
56.0%0.12%
IS3R.XETRA
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)IE00BP3QZ825
ETF
28.0%0.25%
IQQ0.XETRA
iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)IE00B8FHGS14
ETF
14.0%0.3%
8PSG.F
Invesco Physical Gold ETCIE00B579F325
ETF
2.0%0.12%
Total100.0%0.18%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €18,373.66
Histogram of Monthly Returns
The portfolio had a positive return during 47 of the 75 months (63%)
Monthly Returns Heatmap
Best month: +8.9% • Worst month: -10.1% • Best year: 2021 (+28.0%) • Worst year: 2022 (-12.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.2%+1.9%-5.6%+2.5%---------0.2%
2025+5.3%-1.8%-7.4%-3.0%+5.9%+0.2%+3.8%-0.6%+2.9%+3.4%-0.1%+0.5%+8.5%
2024+4.3%+4.8%+4.0%-1.9%+1.3%+5.2%-0.3%+0.0%+1.2%+1.5%+6.9%-1.7%+27.6%
2023+2.5%+0.1%-0.2%+0.7%+0.9%+3.3%+1.8%-0.1%-1.4%-2.7%+5.3%+3.6%+14.5%
2022-6.1%-1.4%+5.3%-3.0%-3.5%-5.5%+8.4%-1.4%-5.0%+5.1%+0.4%-5.1%-12.2%
2021+0.9%+1.2%+5.5%+2.4%-1.0%+4.3%+1.8%+3.0%-1.8%+5.2%+0.4%+3.3%+28.0%
2020--10.1%-9.2%+8.9%+2.2%+2.0%+0.1%+5.5%-0.8%-2.7%+7.4%+1.9%+3.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +31.49% • The longest drawdown period lasted for 2 years and 1 month and was between November 2021 and December 2023. It reached a trough of -16.4%.

Detailed Metrics

Returns
Total Return
+83.74%
Annualized Return
+10.38%
Avg Monthly Return
+0.89%
Risk
Volatility (Annual)
+15.69%
Max Drawdown
+31.49%
Positive Months
63%
Average Drawdown
-5.8%
Risk-Adjusted
Sharpe Ratio
0.53
Risk-free rate: 2.0%
Sortino Ratio
0.49
Downside risk adjusted
Return/Volatility
0.66
Calmar Ratio
0.33
Return/Max Drawdown
Ulcer Index
7.19
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
18,373.66
Backtest Period
2020-02-04 to 2026-04-02
6.2 years
Rebalancing
none
Base Currency
EUR