Annual Rebalancing
EUR
Moderate Risk
1.5yr backtest

Performance Summary

Total Return+18.21%
Annualized Return+11.80%
Volatility+17.17%
Sharpe Ratio0.57
Max Drawdown+22.34%

Holdings

Asset Allocation

Asset Class

Equity 85.0%Bonds 10.0%Precious Metals 5.0%
Holdings Details
Global ETF portfolio blending leveraged S&P 500, small-cap value, and gold for aggressive growth, rebalanced annually in EUR.
AssetTypeAllocationTER
IWDA.AS
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
35.0%0.2%
DBPG.XETRA
Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1CLU0411078552
ETF
20.0%0.6%
AVWS.XETRA
Avantis Global Small Cap Value UCITS ETF USD AccIE0003R87OG3
ETF
20.0%0.39%
IS3R.XETRA
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)IE00BP3QZ825
ETF
10.0%0.25%
VAGF.XETRA
Vanguard Global Aggregate Bond UCITS ETF EUR Hedged AccumulatingIE00BG47KH54
ETF
10.0%0.08%
GOLD-EUR.PA
Amundi Physical Gold ETC (C)FR0013416716
ETF
5.0%0.12%
Total100.0%0.31%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €11,821.18
Histogram of Monthly Returns
The portfolio had a positive return during 14 of the 19 months (74%)
Monthly Returns Heatmap
Best month: +8.3% • Worst month: -7.6% • Best year: 2025 (+10.2%) • Worst year: 2026 (+0.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.0%+1.8%-5.7%+2.3%--------+0.2%
2025+4.5%-3.2%-7.6%-4.1%+6.6%+1.4%+4.5%+0.8%+3.0%+3.7%+0.6%+0.5%+10.2%
2024---------+1.2%+8.3%-2.3%+7.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +22.34% • The longest drawdown period lasted for 7 months and was between February 2025 and September 2025. It reached a trough of -22.3%.

Detailed Metrics

Returns
Total Return
+18.21%
Annualized Return
+11.80%
Avg Monthly Return
+0.96%
Risk
Volatility (Annual)
+17.17%
Max Drawdown
+22.34%
Positive Months
74%
Average Drawdown
-4.6%
Risk-Adjusted
Sharpe Ratio
0.57
Risk-free rate: 2.0%
Sortino Ratio
0.53
Downside risk adjusted
Return/Volatility
0.69
Calmar Ratio
0.53
Return/Max Drawdown
Ulcer Index
6.02
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
11,821.18
Backtest Period
2024-10-01 to 2026-04-02
1.5 years
Rebalancing
annual
Base Currency
EUR