Optimize
None Rebalancing
EUR
Moderate Risk
5.0yr backtest

Performance Summary

Total Return+78.43%
Annualized Return+12.37%
Volatility+13.78%
Sharpe Ratio0.75
Max Drawdown+20.11%

Holdings

Asset Allocation

Asset Class

Equity 90.0%Precious Metals 10.0%
Holdings Details
Diversified ETF portfolio blending global equities, emerging markets, and precious metals for a balanced 90/10 asset allocation strategy.
AssetTypeAllocationTER
XDEM.XETRA
Xtrackers MSCI World Momentum UCITS ETF 1CIE00BL25JP72
ETF
30.0%0.25%
XDEQ.XETRA
Xtrackers MSCI World Quality UCITS ETF 1CIE00BL25JL35
ETF
30.0%0.25%
IUSN.XETRA
iShares MSCI World Small Cap UCITS ETFIE00BF4RFH31
ETF
15.0%0.35%
SPYX.XETRA
State Street SPDR MSCI Emerging Markets Small Cap UCITS ETF USDIE00B48X4842
ETF
15.0%0.55%
8PSB.XETRA
Invesco Physical SilverIE00B43VDT70
ETF
5.0%0.19%
GOLD-EUR.PA
Amundi Physical Gold ETC (C)FR0013416716
ETF
5.0%0.12%
Total100.0%0.30%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €17,843.38
Histogram of Monthly Returns
The portfolio had a positive return during 39 of the 61 months (64%)
Monthly Returns Heatmap
Best month: +8.6% • Worst month: -8.1% • Best year: 2024 (+25.1%) • Worst year: 2022 (-11.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+5.3%+2.3%-8.1%+8.6%+5.0%+0.2%------+13.0%
2025+4.4%-2.0%-6.4%-3.1%+5.6%+0.4%+3.4%+0.4%+4.0%+3.2%+1.1%+2.9%+14.1%
2024+3.4%+4.8%+4.2%-1.1%+2.3%+4.2%-0.8%-0.5%+1.7%+1.4%+5.3%-2.1%+25.1%
2023+2.7%-0.5%-0.4%+0.2%+1.1%+2.7%+2.8%+0.1%-1.9%-2.4%+5.3%+3.6%+13.9%
2022-6.4%-0.6%+4.9%-2.6%-4.3%-5.9%+7.6%-1.1%-4.7%+4.1%+1.8%-4.2%-11.8%
2021-----+0.9%+1.3%+2.4%-2.1%+5.1%-0.1%+2.5%+10.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +20.11% • The longest drawdown period lasted for 2 years and 1 month and was between November 2021 and January 2024. It reached a trough of -17.0%.

Detailed Metrics

Returns
Total Return
+78.43%
Annualized Return
+12.37%
Avg Monthly Return
+1.02%
Risk
Volatility (Annual)
+13.78%
Max Drawdown
+20.11%
Positive Months
64%
Average Drawdown
-6.0%
Risk-Adjusted
Sharpe Ratio
0.75
Risk-free rate: 2.0%
Sortino Ratio
0.71
Downside risk adjusted
Return/Volatility
0.90
Calmar Ratio
0.62
Return/Max Drawdown
Ulcer Index
7.09
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
17,843.38
Backtest Period
2021-06-24 to 2026-06-12
5.0 years
Rebalancing
none
Base Currency
EUR
TEST | +12.4% CAGR | ETF Backtest