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Test_2

Created byuser-rxum1b

Annual Rebalancing

EUR

Moderate Risk

Multi-currency

1.9yr backtest

Performance Summary

Total Return+33.97%

Annualized Return+17.12%

Volatility+12.36%

Sharpe Ratio1.22

Max Drawdown+16.51%

Holdings

Asset Allocation

Asset Class

Equity 87.0%Bonds 8.0%Precious Metals 5.0%

Holdings Details

Diversified global ETF portfolio with 87% equities, 8% bonds, and 5% gold for balanced growth across developed, emerging markets, and defense sectors.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
IWDA.LSE iShares Core MSCI World UCITS ETF USD (Acc) • IE00B4L5Y983	IE00B4L5Y983	Acc	ETF	50.0%	0.2%
FGBL.PA First Trust Global Equity Income UCITS ETF Acc • IE00BYTH6121	IE00BYTH6121	Acc	ETF	20.0%	0.6%
XMME.XETRA Xtrackers MSCI Emerging Markets UCITS ETF 1C • IE00BTJRMP35	IE00BTJRMP35	Acc	ETF	12.0%	0.18%
EUNA.XETRA iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc) • IE00BDBRDM35	IE00BDBRDM35	Acc	ETF	8.0%	0.1%
DFND.PA iShares Global Aerospace & Defence UCITS ETF USD (Acc) • IE000U9ODG19	IE000U9ODG19	Acc	ETF	5.0%	0.35%
EGLN.LSE iShares Physical Gold ETC • IE00B4ND3602	IE00B4ND3602	Acc	ETF	5.0%	0.12%
Total		Total			100.0%	0.27%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €13,396.5

Histogram of Monthly Returns

The portfolio had a positive return during 16 of the 23 months (70%)

Monthly Returns Heatmap

Best month: +6.3% • Worst month: -5.6% • Best year: 2025 (+14.7%) • Worst year: 2024 (+5.8%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+2.8%	+3.5%	-5.6%	+6.3%	+3.5%	-	-	-	-	-	-	-	+10.4%
2025	+3.5%	-0.5%	-3.6%	-3.8%	+5.6%	+0.5%	+3.8%	+1.0%	+2.9%	+3.6%	+0.3%	+0.9%	+14.7%
2024	-	-	-	-	-	-	-0.4%	-0.1%	+0.9%	+1.3%	+4.1%	-0.0%	+5.8%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +16.51% • The longest drawdown period lasted for 5 months and was between February 2025 and July 2025. It reached a trough of -16.5%.

Detailed Metrics

Returns

Total Return

+33.97%

Annualized Return

+17.12%

Avg Monthly Return

+1.32%

Risk

Volatility (Annual)

+12.36%

Max Drawdown

+16.51%

Positive Months

70%

Average Drawdown

-2.3%

Risk-Adjusted

Sharpe Ratio

1.22

Risk-free rate: 2.0%

Sortino Ratio

1.09

Downside risk adjusted

Return/Volatility

1.39

Calmar Ratio

1.04

Return/Max Drawdown

Ulcer Index

3.22

Drawdown depth & duration

Martin Ratio

0.05

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€13,396.5

Backtest Period

2024-07-15 to 2026-05-22
1.9 years

Rebalancing

annual

Base Currency

EUR