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Total Portfolio

Optimize
Annual Rebalancing
EUR
Low Risk
Multi-currency
11.5yr backtest

Performance Summary

Total Return+121.68%
Annualized Return+7.15%
Volatility+8.68%
Sharpe Ratio0.59
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 €22,168.41
Histogram of Monthly Returns
The portfolio had a positive return during 91 of the 139 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%+3.2%--------+7.5%
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%.

Detailed Metrics

Returns
Total Return
+121.68%
Annualized Return
+7.15%
Avg Monthly Return
+0.60%
Risk
Volatility (Annual)
+8.68%
Max Drawdown
+20.47%
Positive Months
65%
Average Drawdown
-4.0%
Risk-Adjusted
Sharpe Ratio
0.59
Risk-free rate: 2.0%
Sortino Ratio
0.55
Downside risk adjusted
Return/Volatility
0.82
Calmar Ratio
0.35
Return/Max Drawdown
Ulcer Index
5.19
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
22,168.41
Backtest Period
2014-10-06 to 2026-04-17
11.5 years
Rebalancing
annual
Base Currency
EUR
Total Portfolio | +7.1% CAGR | ETF Backtest