Optimize
None Rebalancing
EUR
Moderate Risk
16.2yr backtest

Performance Summary

Total Return+482.64%
Annualized Return+11.52%
Volatility+12.12%
Sharpe Ratio0.79
Max Drawdown+25.52%

Holdings

Asset Allocation

Asset Class

Equity 60.0%Precious Metals 40.0%
Holdings Details
This EUR-based portfolio diversifies globally with a core MSCI World ETF (60%) and gold bullion (40%) for stability, offering passive long-term growth.
AssetTypeAllocationTER
ACM9.XETRA
Amundi MSCI World Ex EMU UCITS ETF AccFR0010756114
ETF
60.0%0.35%
GBS.PA
Gold Bullion SecuritiesGB00B00FHZ82
ETF
40.0%0.4%
Total100.0%0.37%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €58,263.99
Histogram of Monthly Returns
The portfolio had a positive return during 129 of the 195 months (66%)
Monthly Returns Heatmap
Best month: +9.0% • Worst month: -6.7% • Best year: 2024 (+29.1%) • Worst year: 2022 (-9.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.5%+2.5%-6.3%+5.7%--------+6.1%
2025+5.0%-1.9%-4.8%-2.8%+4.3%-0.3%+4.6%+0.3%+4.9%+4.7%+1.2%+0.5%+16.0%
2024+3.0%+2.9%+4.7%-0.5%+0.8%+4.7%+0.7%-0.1%+2.1%+2.9%+5.8%-1.0%+29.1%
2023+4.5%-0.3%+1.4%-0.2%+2.9%+1.5%+2.2%-0.2%-1.7%-0.9%+3.9%+3.1%+17.3%
2022-4.5%+0.1%+4.9%-1.4%-4.1%-4.5%+7.8%-1.5%-4.4%+2.4%+0.2%-4.5%-9.8%
2021+0.4%+0.5%+4.9%+1.7%+1.2%+2.8%+2.1%+2.2%-1.6%+4.3%+1.4%+3.4%+25.8%
2020+1.8%-6.6%-6.7%+9.0%+1.3%+1.6%+1.2%+3.9%-1.5%-1.8%+3.8%+2.3%+7.7%
2019+6.6%+3.0%+1.8%+2.5%-3.2%+4.3%+3.9%+0.9%+1.3%+0.0%+2.8%+1.5%+28.2%
2018+0.4%-1.1%-3.1%+3.1%+3.9%-0.8%+1.0%+1.6%+0.5%-2.6%+0.5%-5.6%-2.6%
2017+0.0%+5.3%-0.6%-0.8%-1.9%-1.5%-1.1%+0.1%+1.3%+2.7%-0.4%+1.5%+4.5%
2016-3.2%+3.4%-0.6%+1.4%+1.8%+2.2%+3.1%-0.8%+0.1%-0.1%+2.9%+1.3%+11.8%
2015+7.7%+3.1%+2.8%-2.7%+2.3%-3.5%+0.4%-5.5%-2.9%+8.0%+2.1%-3.9%+7.1%
2014+0.6%+3.3%-1.0%+0.0%+2.0%+2.9%+1.0%+3.3%+0.7%+0.2%+2.4%+2.3%+19.1%
2013+0.3%+2.2%+4.0%-4.2%+0.2%-6.7%+3.6%+1.4%-1.5%+1.9%-0.7%-1.4%-1.5%
2012+5.9%-0.0%-0.4%+0.2%-0.5%+0.9%+4.7%+0.4%+1.6%-2.7%-0.1%-2.3%+7.6%
2011-4.4%+4.0%-2.8%+0.7%+1.8%-2.6%+4.7%+1.1%-2.9%+4.1%+2.8%-0.6%+5.4%
2010-+0.2%+4.6%+5.0%+3.2%-0.8%-4.9%+3.5%-0.6%+1.3%+7.5%+2.6%+23.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +25.52% • The longest drawdown period lasted for 1 year and 7 months and was between April 2015 and November 2016. It reached a trough of -16.5%.

Detailed Metrics

Returns
Total Return
+482.64%
Annualized Return
+11.52%
Avg Monthly Return
+0.95%
Risk
Volatility (Annual)
+12.12%
Max Drawdown
+25.52%
Positive Months
66%
Average Drawdown
-3.9%
Risk-Adjusted
Sharpe Ratio
0.79
Risk-free rate: 2.0%
Sortino Ratio
0.73
Downside risk adjusted
Return/Volatility
0.95
Calmar Ratio
0.45
Return/Max Drawdown
Ulcer Index
4.88
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
58,263.99
Backtest Period
2010-02-24 to 2026-04-24
16.2 years
Rebalancing
none
Base Currency
EUR