Optimize
None Rebalancing
EUR
Low Risk
4.3yr backtest

Performance Summary

Total Return+51.17%
Annualized Return+10.00%
Volatility+7.97%
Sharpe Ratio1.00
Max Drawdown+9.63%

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 AccFR0010754200
ETF
32.0%0.14%
PPFB.XETRA
iShares Physical Gold ETCIE00B4ND3602
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 ETFIE00B6R52143
ETF
6.5%0.55%
VVSM.XETRA
VanEck Semiconductor UCITS ETFIE00BMC38736
ETF
6.5%0.35%
WBIT.XETRA
WisdomTree Physical BitcoinGB00BJYDH287
ETF
3.0%0.15%
Total100.0%0.27%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €15,116.52
Histogram of Monthly Returns
The portfolio had a positive return during 32 of the 54 months (59%)
Monthly Returns Heatmap
Best month: +5.6% • Worst month: -4.7% • Best year: 2024 (+18.2%) • Worst year: 2022 (-6.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+5.6%+1.3%-3.0%+1.2%--------+4.9%
2025+3.7%-1.8%-1.5%-1.1%+2.6%+0.5%+2.9%-0.2%+4.7%+4.1%+0.4%+0.9%+16.1%
2024+1.1%+2.5%+3.7%-0.1%+1.1%+2.2%-0.5%-0.6%+2.2%+1.8%+3.4%-0.0%+18.2%
2023+2.9%-0.5%+1.8%-1.3%+2.2%+0.5%+1.9%-0.3%-1.0%+0.6%+1.5%+2.1%+10.8%
2022-1.8%+0.9%+3.8%-0.5%-2.1%-4.7%+4.4%-0.9%-3.1%+0.0%+1.0%-2.9%-6.0%
2021----------+0.0%+0.9%+0.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +9.63% • 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
+51.17%
Annualized Return
+10.00%
Avg Monthly Return
+0.79%
Risk
Volatility (Annual)
+7.97%
Max Drawdown
+9.63%
Positive Months
59%
Average Drawdown
-3.1%
Risk-Adjusted
Sharpe Ratio
1.00
Risk-free rate: 2.0%
Sortino Ratio
0.92
Downside risk adjusted
Return/Volatility
1.25
Calmar Ratio
1.04
Return/Max Drawdown
Ulcer Index
3.73
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
15,116.52
Backtest Period
2021-11-30 to 2026-04-02
4.3 years
Rebalancing
none
Base Currency
EUR