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VWCE and chill

Created byuser-7e98oc
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Annual Rebalancing
EUR
Moderate Risk
3.9yr backtest

Performance Summary

Total Return+77.28%
Annualized Return+15.93%
Volatility+11.84%
Sharpe Ratio1.18
Max Drawdown+18.30%

Holdings

Asset Allocation

Asset Class

Equity 90.0%Precious Metals 10.0%
Holdings Details
A simple ETF portfolio for global diversification with 90% VWCE global stocks and 10% IGLD gold for stability and growth.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) Accumulating • IE00BK5BQT80
ETF
90.0%0.19%
IGLD.XETRA
iShares Physical Gold EUR Hedged ETC • IE0009JOT9U1
ETF
10.0%0.25%
Total100.0%0.20%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €17,727.96
Histogram of Monthly Returns
The portfolio had a positive return during 33 of the 47 months (70%)
Monthly Returns Heatmap
Best month: +7.6% • Worst month: -6.1% • Best year: 2024 (+24.4%) • Worst year: 2022 (-3.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.3%+2.1%-6.1%+7.6%+4.2%-------+10.1%
2025+4.5%-1.8%-5.4%-2.8%+5.2%+0.9%+4.1%+0.2%+3.9%+4.3%+0.3%+0.9%+14.6%
2024+2.5%+3.3%+4.0%-1.2%+1.1%+4.3%+0.6%-0.0%+2.1%+1.1%+5.5%-1.1%+24.4%
2023+5.1%-0.6%+1.0%+0.0%+1.9%+2.9%+2.6%-1.0%-1.8%-2.5%+5.3%+3.5%+17.4%
2022------+3.8%-1.6%-5.8%+2.9%+1.9%-4.6%-3.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +18.30% • The longest drawdown period lasted for 11 months and was between August 2022 and July 2023. It reached a trough of -11.5%.

Detailed Metrics

Returns
Total Return
+77.28%
Annualized Return
+15.93%
Avg Monthly Return
+1.27%
Risk
Volatility (Annual)
+11.84%
Max Drawdown
+18.30%
Positive Months
70%
Average Drawdown
-3.5%
Risk-Adjusted
Sharpe Ratio
1.18
Risk-free rate: 2.0%
Sortino Ratio
1.11
Downside risk adjusted
Return/Volatility
1.35
Calmar Ratio
0.87
Return/Max Drawdown
Ulcer Index
4.43
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€17,727.96
Backtest Period
2022-07-07 to 2026-05-22
3.9 years
Rebalancing
annual
Base Currency
EUR