HomePortfoliosTest

Test

Created byuser-rxum1b
Annual Rebalancing
EUR
Moderate Risk
1.7yr backtest

Performance Summary

Total Return+27.53%
Annualized Return+14.91%
Volatility+11.15%
Sharpe Ratio1.16
Max Drawdown+12.55%

Holdings

Asset Allocation

Asset Class

Equity 75.0%Bonds 20.0%Precious Metals 5.0%
Holdings Details
A diversified ETF portfolio blending global stocks, emerging markets, bonds, gold, and defense for balanced growth and stability.
AssetTypeAllocationTER
IWDA.LSE
iShares Core MSCI World UCITS ETF USD (Acc) • IE00B4L5Y983
ETF
58.0%0.2%
AEGE.XETRA
iShares Global Aggregate Bond ESG ​SRI UCITS ETF EUR Hedged (Acc) • IE000APK27S2
ETF
20.0%0.1%
H4Z3.XETRA
HSBC MSCI Emerging Markets UCITS ETF USD (Acc) • IE000KCS7J59
ETF
12.0%0.15%
PPFB.XETRA
iShares Physical Gold ETC • IE00B4ND3602
ETF
5.0%0.12%
DFND.PA
iShares Global Aerospace & Defence UCITS ETF USD (Acc) • IE000U9ODG19
ETF
5.0%0.35%
Total100.0%0.18%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €12,752.75
Histogram of Monthly Returns
The portfolio had a positive return during 16 of the 22 months (73%)
Monthly Returns Heatmap
Best month: +5.1% • Worst month: -6.8% • Best year: 2025 (+19.2%) • Worst year: 2026 (+2.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.9%+1.9%-6.8%+5.1%--------+2.7%
2025+3.4%-1.1%-2.7%+0.1%+4.7%+3.0%+2.1%+1.2%+3.5%+2.7%-0.2%+1.3%+19.2%
2024------+0.1%+1.2%+2.2%-0.9%+3.1%-1.5%+4.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +12.55% • The longest drawdown period lasted for 2 months and was between February 2025 and May 2025. It reached a trough of -12.6%.

Detailed Metrics

Returns
Total Return
+27.53%
Annualized Return
+14.91%
Avg Monthly Return
+1.15%
Risk
Volatility (Annual)
+11.15%
Max Drawdown
+12.55%
Positive Months
73%
Average Drawdown
-1.8%
Risk-Adjusted
Sharpe Ratio
1.16
Risk-free rate: 2.0%
Sortino Ratio
1.09
Downside risk adjusted
Return/Volatility
1.34
Calmar Ratio
1.19
Return/Max Drawdown
Ulcer Index
2.43
Drawdown depth & duration
Martin Ratio
0.05
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,752.75
Backtest Period
2024-07-10 to 2026-04-10
1.7 years
Rebalancing
annual
Base Currency
EUR