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testing portfolio

for testing

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None Rebalancing
EUR
Low Risk
4.8yr backtest

Performance Summary

Total Return+50.08%
Annualized Return+8.90%
Volatility+6.84%
Sharpe Ratio1.01
Max Drawdown+9.87%

Holdings

Asset Allocation

Asset Class

Equity 40.0%Bonds 30.0%Money Market 15.0%Precious Metals 15.0%
Holdings Details
Diversified global ETF portfolio with stocks, bonds, gold, and inflation protection for balanced, long-term growth.
AssetTypeAllocationTER
IE00B03HD191
Vanguard Global Stock Index Fund EUR AccIE00B03HD191
FUND
40.0%0.18%
IE00B18GC888
Vanguard Global Bond Index Fund EUR Hedged AccIE00B18GC888
FUND
15.0%0.15%
FR0011210111
Amundi Euro Liquidity Short Term SRI S CFR0011210111
FUND
15.0%0.1%
PPFB.XETRA
iShares Physical Gold ETCIE00B4ND3602
ETF
15.0%0.12%
IE00BGCZ0719
Vanguard Eurozone Inflation-Linked Bond Index Fund InstitutionalIE00BGCZ0719
FUND
8.0%0.06%
IE00BD87Q948
Vanguard U.S. Treasury Inflation-Protected Securities Index Fund Select EUR Hedged IncomeIE00BD87Q948
FUND
7.0%0.12%
Total100.0%0.14%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €15,007.92
Histogram of Monthly Returns
The portfolio had a positive return during 39 of the 58 months (67%)
Monthly Returns Heatmap
Best month: +5.3% • Worst month: -4.7% • Best year: 2024 (+17.9%) • Worst year: 2022 (-8.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.5%+2.5%-4.7%+3.2%--------+4.3%
2025+3.1%+0.2%-2.8%-1.4%+2.4%-0.3%+2.3%+0.7%+3.7%+3.2%+1.1%+0.4%+13.3%
2024+1.4%+1.9%+3.2%-0.7%+1.5%+1.7%+1.3%+0.5%+1.5%+1.4%+3.7%-0.7%+17.9%
2023+3.4%-0.9%+1.8%-0.1%+1.4%+0.5%+1.4%-0.4%-1.8%+0.0%+3.1%+2.2%+11.1%
2022-2.0%-0.5%+1.7%-1.5%-1.8%-3.4%+5.3%-2.4%-4.4%+2.2%+2.2%-3.9%-8.4%
2021------+1.4%+1.1%-1.4%+2.5%+0.8%+1.4%+5.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +9.87% • The longest drawdown period lasted for 2 years and was between November 2021 and December 2023. It reached a trough of -9.7%.

Detailed Metrics

Returns
Total Return
+50.08%
Annualized Return
+8.90%
Avg Monthly Return
+0.73%
Risk
Volatility (Annual)
+6.84%
Max Drawdown
+9.87%
Positive Months
67%
Average Drawdown
-3.1%
Risk-Adjusted
Sharpe Ratio
1.01
Risk-free rate: 2.0%
Sortino Ratio
0.91
Downside risk adjusted
Return/Volatility
1.30
Calmar Ratio
0.90
Return/Max Drawdown
Ulcer Index
3.68
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
15,007.92
Backtest Period
2021-07-19 to 2026-04-23
4.8 years
Rebalancing
none
Base Currency
EUR
testing portfolio | +8.9% CAGR | ETF Backtest