Optimize
Annual Rebalancing
EUR
Moderate Risk
5.7yr backtest

Performance Summary

Total Return+111.56%
Annualized Return+14.17%
Volatility+10.26%
Sharpe Ratio1.19
Max Drawdown+11.76%

Holdings

Asset Allocation

Asset Class

Equity 57.5%Precious Metals 32.5%Bonds 10.0%
Holdings Details
Diversified ETF portfolio blending global stocks, European small caps, gold, and bonds for balanced growth across key asset classes.
AssetTypeAllocationTER
SPYI.XETRA
SPDR MSCI All Country World Investable Market UCITS ETF (Acc)IE00B3YLTY66
ETF
40.6%0.17%
8PSG.F
Invesco Physical Gold ETCIE00B579F325
ETF
32.5%0.12%
ZPRX.XETRA
SPDR MSCI Europe Small Cap Value Weighted UCITS ETFIE00BSPLC298
ETF
16.9%0.3%
LYXF.XETRA
Amundi Euro Government Bond 15+Y UCITS ETF AccLU1287023268
ETF
5.0%0.15%
PRAB.XETRA
Amundi Prime Euro Government Bond 0-1Y UCITS ETF AccLU2233156582
ETF
5.0%0.05%
Total100.0%0.17%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €21,156.1
Histogram of Monthly Returns
The portfolio had a positive return during 48 of the 69 months (70%)
Monthly Returns Heatmap
Best month: +5.4% • Worst month: -7.3% • Best year: 2025 (+23.5%) • Worst year: 2022 (-6.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.6%+4.2%-7.3%+4.5%+2.6%-2.5%------+5.6%
2025+5.2%-0.3%-1.4%-0.8%+3.2%-0.5%+3.2%+0.6%+5.4%+3.7%+1.5%+1.8%+23.5%
2024+1.4%+1.0%+5.2%+1.3%+1.1%+1.3%+2.0%+0.3%+2.2%+2.1%+2.5%-0.6%+21.5%
2023+5.0%-0.8%+1.2%-0.1%+1.1%+0.3%+1.8%-0.6%-2.0%-0.1%+3.8%+2.8%+13.0%
2022-1.8%+0.6%+1.9%+0.4%-2.9%-4.9%+5.1%-2.3%-4.6%+1.5%+3.0%-2.6%-6.9%
2021+0.1%+0.3%+4.1%+1.7%+2.0%-0.1%+1.9%+2.1%-2.3%+3.2%+0.4%+2.3%+16.6%
2020----------0.0%+5.3%+3.4%+8.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +11.76% • The longest drawdown period lasted for 1 year and 7 months and was between April 2022 and November 2023. It reached a trough of -11.3%.

Detailed Metrics

Returns
Total Return
+111.56%
Annualized Return
+14.17%
Avg Monthly Return
+1.12%
Risk
Volatility (Annual)
+10.26%
Max Drawdown
+11.76%
Positive Months
70%
Average Drawdown
-2.8%
Risk-Adjusted
Sharpe Ratio
1.19
Risk-free rate: 2.0%
Sortino Ratio
1.13
Downside risk adjusted
Return/Volatility
1.38
Calmar Ratio
1.20
Return/Max Drawdown
Ulcer Index
3.50
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
21,156.1
Backtest Period
2020-10-29 to 2026-06-26
5.7 years
Rebalancing
annual
Base Currency
EUR
test | +14.2% CAGR | ETF Backtest