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Created byuser-4t5pxw
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None Rebalancing
EUR
Low Risk
Multi-currency
4.4yr backtest

Performance Summary

Total Return+54.75%
Annualized Return+10.47%
Volatility+8.11%
Sharpe Ratio1.04
Max Drawdown+10.39%

Holdings

Asset Allocation

Asset Class

Money Market 32.0%Equity 24.5%Precious Metals 16.5%Bonds 15.0%Commodities 9.0%Cryptocurrencies 3.0%
Holdings Details
A diversified ETF portfolio blending government bonds, gold, commodities, tech stocks, and Bitcoin for broad multi-asset exposure.
AssetTypeAllocationTER
C3M.PA
Amundi Euro Government Bond 0-6 M UCITS ETF Acc • FR0010754200
ETF
32.0%0.14%
PPFB.XETRA
iShares Physical Gold ETC • IE00B4ND3602
ETF
16.5%0.12%
IS02.XETRA
iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) • IE00BYXYYK40
ETF
15.0%0.45%
CNDX.LSE
iShares Nasdaq 100 UCITS ETF (Acc) • IE00B53SZB19
ETF
11.5%0.3%
EXXY.XETRA
iShares Diversified Commodity Swap UCITS ETF (DE) • DE000A0H0728
ETF
9.0%0.46%
ISAE.AS
iShares Agribusiness UCITS ETF • IE00B6R52143
ETF
6.5%0.55%
VVSM.XETRA
VanEck Semiconductor UCITS ETF • IE00BMC38736
ETF
6.5%0.35%
WBIT.XETRA
WisdomTree Physical Bitcoin • GB00BJYDH287
ETF
3.0%0.15%
Total100.0%0.27%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €15,475.46
Histogram of Monthly Returns
The portfolio had a positive return during 34 of the 54 months (63%)
Monthly Returns Heatmap
Best month: +5.3% • Worst month: -4.5% • Best year: 2024 (+19.1%) • Worst year: 2022 (-5.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+5.3%+1.5%-2.8%+3.8%--------+7.9%
2025+3.7%-1.8%-1.9%-1.7%+2.6%+0.0%+3.2%-0.3%+4.6%+4.3%+0.4%+0.8%+14.3%
2024+1.4%+2.5%+3.8%+0.1%+0.9%+2.4%-0.7%-0.8%+2.1%+2.1%+3.8%+0.2%+19.1%
2023+2.8%-0.3%+1.5%-1.4%+2.5%+0.3%+1.9%-0.2%-0.7%+0.6%+1.2%+2.0%+10.6%
2022-1.6%+0.9%+3.9%-0.1%-2.3%-4.5%+4.7%-0.8%-2.9%-0.1%+0.5%-3.1%-5.5%
2021----------+0.0%+0.8%+0.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +10.39% • The longest drawdown period lasted for 1 year and 7 months and was between April 2022 and December 2023. It reached a trough of -9.2%.

Detailed Metrics

Returns
Total Return
+54.75%
Annualized Return
+10.47%
Avg Monthly Return
+0.84%
Risk
Volatility (Annual)
+8.11%
Max Drawdown
+10.39%
Positive Months
63%
Average Drawdown
-3.1%
Risk-Adjusted
Sharpe Ratio
1.04
Risk-free rate: 2.0%
Sortino Ratio
0.98
Downside risk adjusted
Return/Volatility
1.29
Calmar Ratio
1.01
Return/Max Drawdown
Ulcer Index
3.71
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€15,475.46
Backtest Period
2021-11-30 to 2026-04-20
4.4 years
Rebalancing
none
Base Currency
EUR