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Test_without_DFND

Created byuser-rxum1b
Optimize
Annual Rebalancing
EUR
Moderate Risk
Multi-currency
3.8yr backtest

Performance Summary

Total Return+51.63%
Annualized Return+11.58%
Volatility+10.92%
Sharpe Ratio0.88
Max Drawdown+16.48%

Holdings

Asset Allocation

Asset Class

Equity 75.0%Bonds 20.0%Precious Metals 5.0%
Holdings Details
A diversified ETF portfolio blending global stocks, bonds, emerging markets, and gold for balanced growth and risk management.
AssetTypeAllocationTER
IWDA.LSE
iShares Core MSCI World UCITS ETF USD (Acc) • IE00B4L5Y983
ETF
63.0%0.2%
AEGE.XETRA
iShares Global Aggregate Bond ESG ​SRI UCITS ETF EUR Hedged (Acc) • IE000APK27S2
ETF
20.0%0.1%
H4Z3.XETRA
HSBC MSCI Emerging Markets UCITS ETF USD (Acc) • IE000KCS7J59
ETF
12.0%0.15%
PPFB.XETRA
iShares Physical Gold ETC • IE00B4ND3602
ETF
5.0%0.12%
Total100.0%0.17%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €15,162.76
Histogram of Monthly Returns
The portfolio had a positive return during 30 of the 46 months (65%)
Monthly Returns Heatmap
Best month: +7.1% • Worst month: -5.5% • Best year: 2024 (+20.2%) • Worst year: 2022 (-4.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.4%+2.6%-5.5%+7.1%--------+5.2%
2025+3.3%-1.3%-5.1%-2.5%+4.0%+0.6%+3.1%+0.8%+3.0%+3.6%-0.0%+0.3%+9.7%
2024+2.0%+2.4%+3.4%-1.2%+0.7%+4.1%+0.5%-0.1%+1.9%+0.5%+5.0%-0.5%+20.2%
2023+4.5%-0.5%+0.8%-0.1%+1.3%+2.7%+2.3%-1.2%-1.5%-2.6%+5.1%+3.6%+14.8%
2022------+2.9%-1.5%-5.3%+1.9%+1.1%-3.8%-4.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +16.48% • The longest drawdown period lasted for 1 year and 3 months and was between August 2022 and December 2023. It reached a trough of -10.7%.

Detailed Metrics

Returns
Total Return
+51.63%
Annualized Return
+11.58%
Avg Monthly Return
+0.95%
Risk
Volatility (Annual)
+10.92%
Max Drawdown
+16.48%
Positive Months
65%
Average Drawdown
-3.5%
Risk-Adjusted
Sharpe Ratio
0.88
Risk-free rate: 2.0%
Sortino Ratio
0.83
Downside risk adjusted
Return/Volatility
1.06
Calmar Ratio
0.70
Return/Max Drawdown
Ulcer Index
4.33
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€15,162.76
Backtest Period
2022-07-12 to 2026-04-30
3.8 years
Rebalancing
annual
Base Currency
EUR