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Test

Created byuser-rxum1b

Annual Rebalancing

EUR

Moderate Risk

Multi-currency

1.8yr backtest

Performance Summary

Total Return+27.49%

Annualized Return+14.06%

Volatility+11.99%

Sharpe Ratio1.01

Max Drawdown+15.89%

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.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
IWDA.LSE iShares Core MSCI World UCITS ETF USD (Acc) • IE00B4L5Y983	IE00B4L5Y983	Acc	ETF	58.0%	0.2%
AEGE.XETRA iShares Global Aggregate Bond ESG SRI UCITS ETF EUR Hedged (Acc) • IE000APK27S2	IE000APK27S2	Acc	ETF	20.0%	0.1%
H4Z3.XETRA HSBC MSCI Emerging Markets UCITS ETF USD (Acc) • IE000KCS7J59	IE000KCS7J59	Acc	ETF	12.0%	0.15%
PPFB.XETRA iShares Physical Gold ETC • IE00B4ND3602	IE00B4ND3602	Acc	ETF	5.0%	0.12%
DFND.PA iShares Global Aerospace & Defence UCITS ETF USD (Acc) • IE000U9ODG19	IE000U9ODG19	Acc	ETF	5.0%	0.35%
Total		Total			100.0%	0.18%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €12,748.52

Histogram of Monthly Returns

The portfolio had a positive return during 17 of the 23 months (74%)

Monthly Returns Heatmap

Best month: +6.6% • Worst month: -5.7% • Best year: 2025 (+11.1%) • Worst year: 2024 (+6.7%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+1.8%	+2.7%	-5.7%	+6.6%	+2.3%	-	-	-	-	-	-	-	+7.5%
2025	+3.5%	-1.1%	-4.8%	-2.4%	+4.3%	+0.7%	+3.2%	+0.7%	+3.3%	+3.5%	-0.4%	+0.6%	+11.1%
2024	-	-	-	-	-	-	+0.1%	+0.0%	+1.8%	+0.4%	+4.9%	-0.6%	+6.7%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +15.89% • The longest drawdown period lasted for 6 months and was between February 2025 and August 2025. It reached a trough of -15.9%.

Detailed Metrics

Returns

Total Return

+27.49%

Annualized Return

+14.06%

Avg Monthly Return

+1.10%

Risk

Volatility (Annual)

+11.99%

Max Drawdown

+15.89%

Positive Months

74%

Average Drawdown

-2.5%

Risk-Adjusted

Sharpe Ratio

1.01

Risk-free rate: 2.0%

Sortino Ratio

0.93

Downside risk adjusted

Return/Volatility

1.17

Calmar Ratio

0.88

Return/Max Drawdown

Ulcer Index

3.41

Drawdown depth & duration

Martin Ratio

0.04

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€12,748.52

Backtest Period

2024-07-10 to 2026-05-15
1.8 years

Rebalancing

annual

Base Currency

EUR