Optimize
None Rebalancing
EUR
Low Risk
Multi-currency
4.8yr backtest

Performance Summary

Total Return+61.03%
Annualized Return+10.55%
Volatility+8.55%
Sharpe Ratio1.00
Max Drawdown+10.39%

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 AccFR0010754200
ETF
31.0%0.14%
PPFB.XETRA
iShares Physical Gold ETCIE00B4ND3602
ETF
18.0%0.12%
VGEA.XETRA
Vanguard EUR Eurozone Government Bond UCITS ETF AccumulatingIE00BH04GL39
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 ETFIE00BMC38736
ETF
7.2%0.35%
WBIT.XETRA
WisdomTree Physical BitcoinGB00BJYDH287
ETF
3.8%0.15%
Total100.0%0.19%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €16,102.98
Histogram of Monthly Returns
The portfolio had a positive return during 38 of the 58 months (66%)
Monthly Returns Heatmap
Best month: +6.1% • Worst month: -3.9% • Best year: 2024 (+17.7%) • Worst year: 2022 (-6.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+6.1%+1.6%-3.5%+4.7%--------+9.1%
2025+3.0%-1.3%-1.9%-1.3%+2.4%+0.5%+2.4%+0.1%+5.3%+5.0%+0.8%+1.1%+17.2%
2024+1.6%+1.7%+3.3%+0.6%+0.9%+3.2%-1.3%-0.5%+2.0%+1.7%+2.4%+0.9%+17.7%
2023+2.9%-0.6%+2.5%-1.3%+3.5%-0.1%+1.7%+0.2%-1.1%+0.9%+1.6%+1.9%+12.6%
2022-1.5%+1.1%+2.8%-0.5%-1.9%-3.4%+4.1%-1.7%-2.8%-0.6%+0.8%-3.0%-6.7%
2021------+1.9%-3.9%-0.3%+1.8%+1.9%+0.7%+1.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +10.39% • The longest drawdown period lasted for 1 year and 9 months and was between March 2022 and December 2023. It reached a trough of -10.4%.

Detailed Metrics

Returns
Total Return
+61.03%
Annualized Return
+10.55%
Avg Monthly Return
+0.85%
Risk
Volatility (Annual)
+8.55%
Max Drawdown
+10.39%
Positive Months
66%
Average Drawdown
-3.4%
Risk-Adjusted
Sharpe Ratio
1.00
Risk-free rate: 2.0%
Sortino Ratio
0.90
Downside risk adjusted
Return/Volatility
1.23
Calmar Ratio
1.02
Return/Max Drawdown
Ulcer Index
3.99
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
16,102.98
Backtest Period
2021-07-20 to 2026-04-20
4.8 years
Rebalancing
none
Base Currency
EUR