Annual Rebalancing
EUR
Low Risk
13.8yr backtest

Performance Summary

Total Return+132.16%
Annualized Return+6.31%
Volatility+6.55%
Sharpe Ratio0.66
Max Drawdown+12.28%

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 ETCIE00B579F325
ETF
25.0%0.12%
XEON.XETRA
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1CLU0290358497
ETF
25.0%0.1%
MTB.PA
Amundi Euro Government Bond 3-5Y UCITS ETF AccLU1650488494
ETF
20.0%0.15%
Total100.0%0.12%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €23,215.93
Histogram of Monthly Returns
The portfolio had a positive return during 107 of the 167 months (64%)
Monthly Returns Heatmap
Best month: +5.0% • Worst month: -4.6% • Best year: 2024 (+17.5%) • Worst year: 2022 (-4.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.0%+2.9%-4.6%+2.5%+1.4%-1.6%-0.9%+2.9%+0.4%---+5.8%
2025+3.5%-0.5%-0.5%-0.5%+1.4%-0.5%+2.3%+0.5%+4.2%+2.9%+1.1%+1.0%+15.8%
2024+1.3%+0.9%+3.4%+1.1%+0.2%+1.9%+1.1%+0.5%+1.9%+2.3%+1.9%-0.3%+17.5%
2023+2.7%-1.1%+2.0%-0.2%+1.5%-0.3%+1.1%-0.1%-1.1%+1.0%+2.1%+1.4%+9.4%
2022-1.3%+0.9%+1.3%+0.2%-2.2%-2.0%+3.0%-1.4%-2.4%+0.1%+1.3%-1.8%-4.3%
2021+0.2%-0.8%+2.1%+0.9%+1.2%+0.4%+1.1%+1.0%-1.4%+1.9%+1.1%+1.2%+9.3%
2020+1.1%-2.1%-3.3%+4.4%+0.5%+1.4%+1.6%+1.0%-0.9%-0.7%+0.4%+1.5%+4.9%
2019+3.1%+1.1%+0.6%+1.3%-1.4%+3.1%+1.7%+1.7%+0.3%+0.1%+0.6%+1.1%+14.2%
2018-0.0%-0.5%-1.2%+1.6%+1.3%-0.9%-0.2%+0.2%-0.3%-0.5%+0.4%-1.1%-1.2%
2017+0.3%+2.8%-0.2%-0.5%-0.9%-1.5%-0.2%+0.7%+0.3%+1.0%-0.3%+0.6%+2.1%
2016-0.8%+3.1%-0.7%+1.1%+0.0%+2.2%+1.6%-0.3%-0.3%-0.0%+0.2%+0.5%+6.8%
2015+5.0%+1.4%+1.1%-1.3%+1.4%-2.8%-0.4%-2.4%-1.8%+4.8%+0.3%-2.2%+2.7%
2014+0.5%+1.8%-0.5%+0.3%+1.1%+1.7%+0.3%+1.6%-0.1%-0.1%+1.4%+1.1%+9.4%
2013+0.8%-1.6%+2.2%-2.1%-0.3%-4.1%+2.2%+0.5%-0.4%+0.6%+0.2%-0.9%-3.1%
2012----------+0.3%+0.1%+0.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +12.28% • The longest drawdown period lasted for 1 year and 6 months and was between April 2022 and November 2023. It reached a trough of -6.5%.
When could this portfolio get you to financial independence?

test returned +6.31% a year over the 14 years above. Run those same monthly returns forward through 10,000 simulated paths, with your own savings and target retirement age, to see when they could reach your FIRE number.

Detailed Metrics

Returns
Total Return
+132.16%
Annualized Return
+6.31%
Avg Monthly Return
+0.52%
Risk
Volatility (Annual)
+6.55%
Max Drawdown
+12.28%
Positive Months
64%
Average Drawdown
-2.2%
Risk-Adjusted
Sharpe Ratio
0.66
Risk-free rate: 2.0%
Sortino Ratio
0.63
Downside risk adjusted
Return/Volatility
0.96
Calmar Ratio
0.51
Return/Max Drawdown
Ulcer Index
2.80
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
23,215.93
Backtest Period
2012-11-26 to 2026-09-04
13.8 years
Rebalancing
annual
Base Currency
EUR