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Total Portfolio

Optimize FIRE Projection
Annual Rebalancing
EUR
Low Risk
Multi-currency
11.9yr backtest

Performance Summary

Total Return+138.02%
Annualized Return+7.55%
Volatility+8.64%
Sharpe Ratio0.64
Max Drawdown+20.47%

Holdings

Asset Allocation

Asset Class

Equity 45.0%Bonds 30.0%Commodities 15.0%Precious Metals 10.0%
Holdings Details
Diversified ETF portfolio blending global stocks, bonds, commodities, inflation-linked bonds, and gold for balanced, long-term growth.
AssetTypeAllocationTER
IUSQ.XETRA
iShares MSCI ACWI UCITS ETF USD (Acc)IE00B6R52259
ETF
30.0%0.2%
DBXN.XETRA
Xtrackers II Eurozone Government Bond UCITS ETF 1CLU0290355717
ETF
20.0%0.07%
IWVL.LSE
iShares Edge MSCI World Value Factor UCITS ETFIE00BP3QZB59
ETF
15.0%0.25%
EXXY.XETRA
iShares Diversified Commodity Swap UCITS ETF (DE)DE000A0H0728
ETF
15.0%0.46%
LYQ7.XETRA
Amundi Euro Government Inflation-Linked Bond UCITS ETF AccLU1650491282
ETF
10.0%0.09%
4GLD.XETRA
Xetra-GoldDE000A0S9GB0
ETF
10.0%0%
Total100.0%0.19%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €23,801.84
Histogram of Monthly Returns
The portfolio had a positive return during 94 of the 144 months (65%)
Monthly Returns Heatmap
Best month: +5.7% • Worst month: -7.9% • Best year: 2021 (+19.2%) • Worst year: 2022 (-5.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.8%+2.3%-1.9%+4.6%+3.9%-1.5%-0.3%+3.0%+0.7%---+15.4%
2025+3.4%+0.1%-2.6%-2.5%+2.1%-0.2%+2.1%+0.6%+3.0%+3.6%+1.2%+0.9%+12.1%
2024+1.3%+0.9%+3.6%-0.2%+0.3%+1.7%+0.5%-0.5%+2.0%+0.7%+3.9%-0.7%+14.3%
2023+2.9%-0.9%+0.5%-0.5%+0.9%+1.4%+2.2%-0.3%-1.1%-1.1%+2.4%+2.5%+9.1%
2022-0.1%+0.6%+3.3%+0.4%-1.8%-5.2%+5.7%-1.9%-4.7%+1.6%+1.5%-4.3%-5.4%
2021+1.5%+1.7%+3.5%+0.9%+1.2%+1.6%+1.7%+1.0%+0.4%+2.1%-0.4%+2.6%+19.2%
2020-0.2%-4.6%-7.9%+4.0%+1.1%+1.5%+0.3%+2.5%-0.7%-0.5%+3.8%+1.5%+0.1%
2019+4.9%+1.4%+1.5%+1.3%-2.7%+3.2%+2.6%-0.0%+1.7%-0.0%+1.3%+1.4%+17.5%
2018+0.1%-0.7%-1.5%+2.6%+1.6%-1.0%+0.3%-0.3%+0.6%-1.9%+0.3%-3.9%-3.9%
2017-0.9%+3.2%-0.9%-0.7%-1.5%-1.2%-0.2%+0.1%+1.1%+2.7%-0.4%+0.7%+2.1%
2016-2.7%+1.2%+0.3%+1.3%+2.0%+1.5%+1.5%-0.3%+0.6%+0.0%+2.0%+1.8%+9.5%
2015+4.6%+3.6%+1.9%-1.4%+0.6%-2.9%-0.3%-5.2%-1.8%+5.3%+1.0%-3.6%+1.4%
2014---------+0.3%+1.6%+0.1%+1.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +20.47% • The longest drawdown period lasted for 1 year and 10 months and was between April 2015 and February 2017. It reached a trough of -17.3%.
When could this portfolio get you to financial independence?

Total Portfolio returned +7.55% a year over the 12 years above. Run those same monthly returns forward through 10,000 simulated paths, with your own savings and target retirement age, to see when they could reach your FIRE number.

Detailed Metrics

Returns
Total Return
+138.02%
Annualized Return
+7.55%
Avg Monthly Return
+0.63%
Risk
Volatility (Annual)
+8.64%
Max Drawdown
+20.47%
Positive Months
65%
Average Drawdown
-3.9%
Risk-Adjusted
Sharpe Ratio
0.64
Risk-free rate: 2.0%
Sortino Ratio
0.59
Downside risk adjusted
Return/Volatility
0.87
Calmar Ratio
0.37
Return/Max Drawdown
Ulcer Index
5.11
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
23,801.84
Backtest Period
2014-10-06 to 2026-09-04
11.9 years
Rebalancing
annual
Base Currency
EUR