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test

Created byuser-phbmo2
Annual Rebalancing
EUR
Unknown Risk

Performance Summary

No backtest data available

Holdings

Asset Allocation

Asset Class

Equity 30.0%Precious Metals 25.0%Money Market 25.0%Bonds 20.0%
Holdings Details
Diversified ETF portfolio blending global stocks, gold, EUR cash, and Euro government bonds for balanced risk and return.
AssetTypeAllocationTER
SPYY.XETRA
SPDR MSCI All Country World UCITS ETF (Acc) • IE00B44Z5B48
ETF
30.0%0.12%
8PSG.F
Invesco Physical Gold ETC • IE00B579F325
ETF
25.0%0.12%
XEON.XETRA
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C • LU0290358497
ETF
25.0%0.1%
MTB.PA
Amundi Euro Government Bond 3-5Y UCITS ETF Acc • LU1650488494
ETF
20.0%0.15%
Total100.0%0.12%

Performance

Portfolio Value Over Time
Starting with €10,000 investment
Histogram of Monthly Returns
The portfolio had a positive return during 0 of the 0 months (0%)
Monthly Returns Heatmap
Best month: N/A • Worst month: N/A
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Peak-to-trough declines from highs

Detailed Metrics

Returns
Total Return
N/A
Annualized Return
N/A
Avg Monthly Return
N/A
Risk
Volatility (Annual)
N/A
Max Drawdown
N/A
Positive Months
0%
Average Drawdown
0.0%
Risk-Adjusted
Sharpe Ratio
N/A
Risk-free rate: 2.0%
Sortino Ratio
N/A
Downside risk adjusted
Return/Volatility
N/A
Calmar Ratio
N/A
Return/Max Drawdown
Ulcer Index
N/A
Drawdown depth & duration
Martin Ratio
N/A
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€N/A
Backtest Period
N/A
Rebalancing
annual
Base Currency
EUR
test | ETF Backtest