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Test_without_DFND

Created byuser-rxum1b
Optimize
Annual Rebalancing
EUR
Moderate Risk
3.7yr backtest

Performance Summary

Total Return+62.89%
Annualized Return+13.91%
Volatility+10.95%
Sharpe Ratio1.09
Max Drawdown+13.27%

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 €16,289.49
Histogram of Monthly Returns
The portfolio had a positive return during 32 of the 46 months (70%)
Monthly Returns Heatmap
Best month: +7.1% • Worst month: -6.7% • Best year: 2025 (+18.4%) • Worst year: 2022 (-0.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.6%+1.7%-6.7%+5.1%--------+2.3%
2025+3.2%-1.3%-2.9%+0.2%+4.4%+3.1%+1.9%+1.4%+3.3%+2.7%+0.1%+1.1%+18.4%
2024+0.6%+2.4%+3.3%-2.0%+1.8%+3.3%+1.2%+1.2%+2.5%-1.0%+3.0%-1.5%+15.7%
2023+5.5%-2.2%+2.4%+0.9%-0.7%+4.1%+2.8%-2.1%-3.1%-2.6%+7.1%+4.5%+17.2%
2022------+4.2%-2.6%-6.7%+2.4%+4.6%-2.1%-0.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +13.27% • The longest drawdown period lasted for 9 months and was between August 2022 and June 2023. It reached a trough of -13.3%.

Detailed Metrics

Returns
Total Return
+62.89%
Annualized Return
+13.91%
Avg Monthly Return
+1.11%
Risk
Volatility (Annual)
+10.95%
Max Drawdown
+13.27%
Positive Months
70%
Average Drawdown
-2.7%
Risk-Adjusted
Sharpe Ratio
1.09
Risk-free rate: 2.0%
Sortino Ratio
1.06
Downside risk adjusted
Return/Volatility
1.27
Calmar Ratio
1.05
Return/Max Drawdown
Ulcer Index
3.57
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€16,289.49
Backtest Period
2022-07-12 to 2026-04-10
3.7 years
Rebalancing
annual
Base Currency
EUR