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Created byuser-4t5pxw
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None Rebalancing
EUR
Low Risk
Multi-currency
5.0yr backtest

Performance Summary

Total Return+72.93%
Annualized Return+11.60%
Volatility+9.40%
Sharpe Ratio1.02
Max Drawdown+12.48%

Holdings

Asset Allocation

Asset Class

Money Market 31.0%Equity 19.7%Precious Metals 18.0%Bonds 17.0%Commodities 10.5%Cryptocurrencies 3.8%
Holdings Details
Diversified ETF portfolio blending short-term bonds, gold, Nasdaq 100, commodities, semiconductors, and Bitcoin for balanced growth.
AssetTypeAllocationTER
C3M.PA
Amundi Euro Government Bond 0-6 M UCITS ETF Acc • FR0010754200
ETF
31.0%0.14%
PPFB.XETRA
iShares Physical Gold ETC • IE00B4ND3602
ETF
18.0%0.12%
VGEA.XETRA
Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating • IE00BH04GL39
ETF
17.0%0.07%
CNDX.LSE
iShares Nasdaq 100 UCITS ETF (Acc) • IE00B53SZB19
ETF
12.5%0.3%
EXXY.XETRA
iShares Diversified Commodity Swap UCITS ETF (DE) • DE000A0H0728
ETF
10.5%0.46%
VVSM.XETRA
VanEck Semiconductor UCITS ETF • IE00BMC38736
ETF
7.2%0.35%
WBIT.XETRA
WisdomTree Physical Bitcoin • GB00BJYDH287
ETF
3.8%0.15%
Total100.0%0.19%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €17,292.7
Histogram of Monthly Returns
The portfolio had a positive return during 36 of the 61 months (59%)
Monthly Returns Heatmap
Best month: +6.8% • Worst month: -4.8% • Best year: 2024 (+23.2%) • Worst year: 2022 (-9.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+5.3%+0.3%-3.1%+6.8%+5.1%-1.2%-3.7%-----+9.3%
2025+3.9%-3.1%-2.1%-0.6%+3.2%+0.3%+3.4%-0.9%+5.2%+4.5%-0.7%+0.7%+14.1%
2024+1.7%+3.8%+4.0%-0.5%+1.4%+2.4%-0.7%-1.5%+2.4%+2.5%+5.3%+0.4%+23.2%
2023+3.7%-0.5%+3.0%-1.2%+3.2%+0.3%+1.5%-0.1%-1.0%+1.8%+1.8%+2.4%+15.7%
2022-2.5%+1.5%+3.4%-1.1%-2.8%-4.8%+4.7%-2.1%-2.6%-0.6%+0.2%-3.1%-9.9%
2021------+1.9%+1.8%-0.6%+4.0%+1.3%-0.5%+8.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +12.48% • The longest drawdown period lasted for 1 year and 9 months and was between March 2022 and December 2023. It reached a trough of -12.5%.

Detailed Metrics

Returns
Total Return
+72.93%
Annualized Return
+11.60%
Avg Monthly Return
+0.94%
Risk
Volatility (Annual)
+9.40%
Max Drawdown
+12.48%
Positive Months
59%
Average Drawdown
-3.8%
Risk-Adjusted
Sharpe Ratio
1.02
Risk-free rate: 2.0%
Sortino Ratio
0.97
Downside risk adjusted
Return/Volatility
1.23
Calmar Ratio
0.93
Return/Max Drawdown
Ulcer Index
4.59
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€17,292.7
Backtest Period
2021-07-20 to 2026-07-17
5.0 years
Rebalancing
none
Base Currency
EUR