Optimize
Annual Rebalancing
EUR
Moderate Risk
6.7yr backtest

Performance Summary

Total Return+136.01%
Annualized Return+13.60%
Volatility+14.04%
Sharpe Ratio0.83
Max Drawdown+34.77%

Holdings

Asset Allocation

Asset Class

Equity 97.0%Cryptocurrencies 2.0%Precious Metals 1.0%
Holdings Details
Diversified global ETF portfolio targeting US, Europe, and emerging markets with small-cap, factor, and a small Bitcoin allocation.
AssetTypeAllocationTER
ESE.PA
BNP Paribas Easy S&P 500 UCITS ETF EURFR0011550185
ETF
52.0%0.14%
ETSZ.F
BNP Paribas Easy STOXX Europe 600 UCITS ETFFR0011550193
ETF
15.0%0.19%
PAEEM.PA
Amundi PEA Emergent (MSCI Emerging) ESG Transition UCITS ETF AccFR0013412020
ETF
8.0%0.3%
RS2K.PA
Amundi Russell 2000 UCITS ETF EUR (C)LU1681038672
ETF
8.0%0.35%
IS3R.F
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)IE00BP3QZ825
ETF
3.0%0.25%
IS3Q.XETRA
iShares Edge MSCI World Quality Factor UCITS ETF (Acc)IE00BP3QZ601
ETF
3.0%0.25%
LQQ.PA
Amundi Nasdaq-100 Daily (2x) Leveraged UCITS ETF AccFR0010342592
ETF
3.0%0.6%
BTC-EUR
Bitcoin EUR Price
CRYPTO
2.0%-
IS3N.F
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)IE00BKM4GZ66
ETF
2.0%0.18%
IUSN.XETRA
iShares MSCI World Small Cap UCITS ETFIE00BF4RFH31
ETF
2.0%0.35%
GLDA.F
Amundi Physical Gold ETC C EURFR0013416716
ETC
1.0%0.12%
CL2.PA
Amundi MSCI USA Daily (2x) Leveraged UCITS ETF AccFR0010755611
ETF
1.0%0.5%
Total100.0%0.20%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €23,601.09
Histogram of Monthly Returns
The portfolio had a positive return during 54 of the 82 months (66%)
Monthly Returns Heatmap
Best month: +11.6% • Worst month: -12.3% • Best year: 2021 (+33.9%) • Worst year: 2022 (-15.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.4%+1.0%-5.4%+2.0%---------1.2%
2025+4.0%-3.1%-7.5%-4.2%+6.6%+1.3%+5.1%-0.6%+3.3%+4.4%-0.9%+0.2%+7.8%
2024+3.1%+4.9%+4.1%-2.4%+1.6%+4.9%+0.5%-1.1%+2.1%+1.8%+7.5%-0.7%+29.2%
2023+5.9%+0.7%+0.5%-0.2%+2.8%+4.2%+2.8%-1.0%-2.1%-2.8%+6.2%+4.7%+23.2%
2022-5.6%-2.0%+4.8%-3.2%-3.9%-6.6%+9.8%-1.5%-6.0%+4.3%+0.1%-5.8%-15.8%
2021+2.1%+3.9%+6.3%+1.9%-1.8%+4.9%+1.3%+3.7%-2.3%+6.4%+0.4%+3.0%+33.9%
2020+1.2%-8.6%-12.3%+11.6%+2.3%+2.5%+1.0%+6.3%-1.7%-1.4%+10.4%+4.5%+14.1%
2019------+1.5%-2.3%+2.7%+0.1%+4.6%+1.5%+8.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +34.77% • The longest drawdown period lasted for 2 years and was between November 2021 and December 2023. It reached a trough of -18.9%.

Detailed Metrics

Returns
Total Return
+136.01%
Annualized Return
+13.60%
Avg Monthly Return
+1.14%
Risk
Volatility (Annual)
+14.04%
Max Drawdown
+34.77%
Positive Months
66%
Average Drawdown
-6.1%
Risk-Adjusted
Sharpe Ratio
0.83
Risk-free rate: 2.0%
Sortino Ratio
0.75
Downside risk adjusted
Return/Volatility
0.97
Calmar Ratio
0.39
Return/Max Drawdown
Ulcer Index
7.90
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
23,601.09
Backtest Period
2019-07-09 to 2026-04-02
6.7 years
Rebalancing
annual
Base Currency
EUR