UDE Turc

Portefeuille Université de l'épargne surnommé Turc - Risqué car non couvert par du JPY - 25% Actions Asie ExJapan 25% Energie Europe & 50% Gold - Re-balancement Trimestriel

Optimize
Quarterly Rebalancing
EUR
Moderate Risk
5.4yr backtest

Performance Summary

Total Return+140.29%
Annualized Return+17.61%
Volatility+12.14%
Sharpe Ratio1.29
Max Drawdown+10.84%

Holdings

Asset Allocation

Asset Class

Precious Metals 50.0%Equity 50.0%
Holdings Details
Diversified ETF portfolio blending 50% gold with 50% Asian and European energy equities, rebalanced quarterly for EUR investors.
AssetTypeAllocationTER
4GLD.XETRA
Xetra-GoldDE000A0S9GB0
ETF
50.0%0%
CEBL.XETRA
iShares MSCI EM Asia UCITS ETF (Acc)IE00B5L8K969
ETF
25.0%0.2%
ESIE.XETRA
iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc)IE00BMW42637
ETF
25.0%0.18%
Total100.0%0.10%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €24,028.56
Histogram of Monthly Returns
The portfolio had a positive return during 42 of the 66 months (64%)
Monthly Returns Heatmap
Best month: +9.3% • Worst month: -4.5% • Best year: 2025 (+32.8%) • Worst year: 2020 (+0.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+9.3%+6.9%-1.6%+1.3%--------+16.6%
2025+6.1%+1.3%+2.9%-4.5%+1.9%-0.1%+3.9%+1.7%+6.7%+5.9%+2.1%+1.4%+32.8%
2024-0.4%+0.9%+7.0%+3.9%-0.0%+1.9%+0.9%-0.3%+2.3%+3.1%-0.1%-0.8%+19.6%
2023+4.2%-1.6%+1.4%-0.7%-0.6%-1.2%+3.1%-0.5%+1.0%+2.3%+0.3%+0.1%+7.9%
2022+3.3%+1.9%+2.7%+2.5%-0.4%-3.1%+1.3%+0.5%-4.0%-0.3%+6.1%-2.5%+7.7%
2021+2.1%-0.5%+1.6%-0.6%+3.8%-0.6%-1.2%+0.8%+2.4%+1.9%-1.0%+2.1%+11.3%
2020-----------2.5%+2.9%+0.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +10.84% • The longest drawdown period lasted for 4 months and was between August 2022 and January 2023. It reached a trough of -8.7%.

Detailed Metrics

Returns
Total Return
+140.29%
Annualized Return
+17.61%
Avg Monthly Return
+1.37%
Risk
Volatility (Annual)
+12.14%
Max Drawdown
+10.84%
Positive Months
64%
Average Drawdown
-2.3%
Risk-Adjusted
Sharpe Ratio
1.29
Risk-free rate: 2.0%
Sortino Ratio
1.22
Downside risk adjusted
Return/Volatility
1.45
Calmar Ratio
1.62
Return/Max Drawdown
Ulcer Index
2.64
Drawdown depth & duration
Martin Ratio
0.06
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
24,028.56
Backtest Period
2020-11-20 to 2026-04-17
5.4 years
Rebalancing
quarterly
Base Currency
EUR