Optimize
Annual Rebalancing
EUR
Moderate Risk
4.8yr backtest

Performance Summary

Total Return+79.14%
Annualized Return+12.95%
Volatility+16.16%
Sharpe Ratio0.68
Max Drawdown+21.97%

Holdings

Asset Allocation

Asset Class

Equity 85.0%Precious Metals 10.0%Cryptocurrencies 5.0%
Holdings Details
Diversified ETF portfolio with 85% global equities in tech and healthcare, plus 10% gold and 5% Bitcoin for balanced growth and hedging.
AssetTypeAllocationTER
AYEW.XETRA
iShares MSCI World Information Technology Sector Advanced UCITS ETF USD (Dist)IE00BJ5JNY98
ETF
55.0%0.18%
XDWH.XETRA
Xtrackers MSCI World Health Care UCITS ETF 1CIE00BM67HK77
ETF
30.0%0.25%
PPFB.XETRA
iShares Physical Gold ETCIE00B4ND3602
ETF
10.0%0.12%
WBIT.XETRA
WisdomTree Physical BitcoinGB00BJYDH287
ETF
5.0%0.15%
Total100.0%0.19%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €17,914.14
Histogram of Monthly Returns
The portfolio had a positive return during 32 of the 58 months (55%)
Monthly Returns Heatmap
Best month: +9.3% • Worst month: -8.4% • Best year: 2023 (+38.7%) • Worst year: 2022 (-18.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.9%-0.9%-5.3%+8.5%--------+0.8%
2025+5.2%-4.1%-7.7%-2.9%+4.9%+1.3%+5.2%-1.8%+5.1%+7.0%-1.1%-0.2%+10.1%
2024+5.9%+6.6%+4.2%-4.5%+2.3%+7.7%-1.7%-1.3%+0.5%+2.1%+8.1%-1.9%+30.6%
2023+6.4%+0.9%+5.7%-0.6%+7.5%+2.3%+1.4%+0.8%-2.7%+0.4%+7.4%+4.3%+38.7%
2022-8.4%-0.9%+5.8%-3.9%-4.7%-5.8%+9.3%-4.1%-4.4%+3.7%-0.4%-5.2%-18.7%
2021------+2.3%-2.2%-3.0%+4.9%+3.3%+4.2%+9.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +21.97% • The longest drawdown period lasted for 1 year and 5 months and was between January 2022 and June 2023. It reached a trough of -20.1%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (55.0% of total allocation)

Total Dividends Received

122.11

7 payments

Dividend Yield

0.20%

(annualized)

Avg Per Payment

17.44

per event

All dividends are automatically reinvested at the payment date. The portfolio value shown includes the compounding effect of dividend reinvestment.

Annual Breakdown
Dividend income per calendar year
YearDividends
202518.37
202434.96
202334.30
202234.47
Total122.11

Detailed Metrics

Returns
Total Return
+79.14%
Annualized Return
+12.95%
Avg Monthly Return
+1.11%
Risk
Volatility (Annual)
+16.16%
Max Drawdown
+21.97%
Positive Months
55%
Average Drawdown
-6.5%
Risk-Adjusted
Sharpe Ratio
0.68
Risk-free rate: 2.0%
Sortino Ratio
0.63
Downside risk adjusted
Return/Volatility
0.80
Calmar Ratio
0.59
Return/Max Drawdown
Ulcer Index
7.89
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
17,914.14
Backtest Period
2021-07-16 to 2026-04-30
4.8 years
Rebalancing
annual
Base Currency
EUR
Test | +13.0% CAGR | ETF Backtest