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Total portfolio

Optimize
None Rebalancing
EUR
Moderate Risk
7.9yr backtest

Performance Summary

Total Return+117.85%
Annualized Return+10.31%
Volatility+10.36%
Sharpe Ratio0.80
Max Drawdown+23.34%

Holdings

Asset Allocation

Asset Class

Equity 53.0%Bonds 25.0%Commodities 12.0%Precious Metals 10.0%
Holdings Details
A diversified ETF portfolio blending global stocks, bonds, commodities, and gold for balanced growth and inflation protection.
AssetTypeAllocationTER
IBCI.XETRA
iShares Euro Inflation Linked Government Bond UCITS ETFIE00B0M62X26
ETF
25.0%0.09%
P500.XETRA
Invesco S&P 500 UCITS ETF AccIE00B3YCGJ38
ETF
20.0%0.05%
SXRS.XETRA
iShares Diversified Commodity Swap UCITS ETFIE00BDFL4P12
ETF
12.0%0.19%
EGLN.LSE
iShares Physical Gold ETCIE00B4ND3602
ETF
10.0%0.12%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
6.0%0.18%
IS3R.XETRA
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)IE00BP3QZ825
ETF
6.0%0.25%
IS3S.F
iShares Edge MSCI World Value Factor UCITS ETFIE00BP3QZB59
ETF
6.0%0.25%
IS3Q.XETRA
iShares Edge MSCI World Quality Factor UCITS ETF (Acc)IE00BP3QZ601
ETF
5.5%0.25%
EUNK.XETRA
iShares Core MSCI Europe UCITS ETF EUR (Acc)IE00B4K48X80
ETF
3.6%0.12%
EUNN.XETRA
iShares Core MSCI Japan IMI UCITS ETFIE00B4L5YX21
ETF
2.5%0.12%
SXR2.XETRA
iShares MSCI Canada UCITS ETF (Acc)IE00B52SF786
ETF
1.9%0.48%
SXR1.XETRA
iShares Core MSCI Pacific ex Japan UCITS ETF (Acc)IE00B52MJY50
ETF
1.5%0.2%
Total100.0%0.14%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €21,785.34
Histogram of Monthly Returns
The portfolio had a positive return during 67 of the 97 months (69%)
Monthly Returns Heatmap
Best month: +6.8% • Worst month: -8.5% • Best year: 2021 (+23.0%) • Worst year: 2022 (-6.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.3%+2.1%-3.7%+1.6%--------+4.1%
2025+4.0%-0.9%-4.2%-3.0%+3.5%+0.0%+3.3%+0.1%+3.6%+4.0%+0.9%+0.5%+11.9%
2024+2.4%+2.4%+3.9%-0.4%+0.8%+3.2%-0.1%-0.4%+2.1%+1.4%+4.8%-0.8%+20.9%
2023+2.6%-0.6%+0.4%-0.2%+1.5%+1.6%+2.3%-0.2%-1.4%-1.1%+2.8%+2.5%+10.6%
2022-2.3%+0.2%+4.8%-0.2%-2.8%-5.3%+6.8%-1.5%-5.1%+2.6%+1.3%-4.7%-6.7%
2021+1.2%+1.1%+4.2%+1.5%+0.6%+2.4%+1.9%+1.7%-0.3%+3.3%+0.4%+2.9%+23.0%
2020+0.3%-5.4%-8.5%+6.1%+1.2%+2.0%+0.9%+3.4%-1.0%-0.9%+4.3%+1.7%+3.3%
2019+5.3%+1.9%+1.8%+1.8%-2.8%+3.4%+3.1%+0.0%+1.4%-0.2%+1.8%+1.7%+20.8%
2018---+1.6%+2.4%-0.9%+0.7%+0.6%+0.6%-2.6%+0.4%-4.8%-2.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +23.34% • The longest drawdown period lasted for 1 year and 9 months and was between April 2022 and January 2024. It reached a trough of -10.1%.

Detailed Metrics

Returns
Total Return
+117.85%
Annualized Return
+10.31%
Avg Monthly Return
+0.84%
Risk
Volatility (Annual)
+10.36%
Max Drawdown
+23.34%
Positive Months
69%
Average Drawdown
-3.7%
Risk-Adjusted
Sharpe Ratio
0.80
Risk-free rate: 2.0%
Sortino Ratio
0.72
Downside risk adjusted
Return/Volatility
1.00
Calmar Ratio
0.44
Return/Max Drawdown
Ulcer Index
4.79
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
21,785.34
Backtest Period
2018-04-25 to 2026-04-02
7.9 years
Rebalancing
none
Base Currency
EUR