HomePortfoliosWORLD + HIGGONS + OR

WORLD + HIGGONS + OR

Optimize
Annual Rebalancing
EUR
Moderate Risk
17.0yr backtest

Performance Summary

Total Return+732.62%
Annualized Return+13.32%
Volatility+12.28%
Sharpe Ratio0.92
Max Drawdown+32.23%

Holdings

Asset Allocation

Asset Class

Equity 95.0%Precious Metals 5.0%
Holdings Details
Diversified global equity portfolio with 95% in world & French small-cap stocks and 5% in gold for balanced growth and stability.
AssetTypeAllocationTER
CW8.PA
Amundi MSCI World Swap UCITS ETF EUR AccLU1681043599
ETF
65.0%0.38%
LU0131510165
Indépendance et Expansion SICAV - France Small A (C)LU0131510165
FUND
30.0%1.95%
PHAU.AS
WisdomTree Physical Gold EURJE00B1VS3770
ETF
5.0%0.39%
Total100.0%0.85%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €83,262.31
Histogram of Monthly Returns
The portfolio had a positive return during 136 of the 204 months (67%)
Monthly Returns Heatmap
Best month: +10.7% • Worst month: -13.1% • Best year: 2013 (+33.0%) • Worst year: 2022 (-11.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.9%+1.5%-5.8%+7.3%+4.8%-1.2%+0.5%-----+8.7%
2025+3.9%-0.9%-4.3%-1.9%+6.7%+0.7%+3.6%-0.4%+2.1%+2.2%-0.0%+1.3%+13.4%
2024+2.3%+3.2%+4.5%-0.9%+2.4%-0.2%+0.9%-0.5%+1.0%+0.3%+4.8%-0.1%+18.9%
2023+5.2%+1.3%-0.4%-0.3%+1.7%+3.4%+1.8%-0.8%-2.9%-3.6%+6.1%+4.6%+16.7%
2022-4.0%-2.2%+4.6%-2.2%-3.4%-6.7%+8.4%-2.6%-6.8%+5.0%+2.1%-3.1%-11.5%
2021+0.4%+3.7%+5.8%+2.4%+0.5%+3.3%+2.4%+2.7%-1.9%+4.5%-0.8%+4.7%+31.1%
2020+0.0%-8.3%-13.1%+9.2%+3.7%+2.2%+0.8%+5.0%-0.5%-3.3%+10.7%+3.4%+7.5%
2019+6.8%+2.8%+1.8%+4.1%-5.0%+4.6%+2.6%-1.5%+2.3%-0.3%+4.0%+1.3%+25.5%
2018+2.2%-2.0%-3.1%+3.0%+1.9%-1.0%+0.7%+1.1%-0.9%-6.3%-1.0%-6.3%-11.4%
2017+0.3%+4.4%+1.6%+0.4%+1.5%-0.0%-0.6%-0.5%+3.2%+2.2%-0.7%+0.7%+13.0%
2016-5.8%+0.9%+1.9%+1.2%+3.1%-1.1%+4.2%+0.4%+1.5%+0.8%+3.5%+4.0%+15.0%
2015+6.0%+5.7%+2.5%-0.8%+2.5%-3.5%+4.5%-6.0%-2.8%+8.0%+3.9%-2.1%+18.2%
2014+1.2%+4.3%+1.5%+0.6%+3.3%+0.9%-1.8%+2.9%+0.1%-0.3%+2.9%+1.2%+18.1%
2013+4.3%+3.0%+3.5%+1.0%+2.6%-0.7%+4.1%-0.4%+3.9%+5.5%+2.0%+0.4%+33.0%
2012+5.7%+3.5%+2.0%-2.0%-1.3%+0.7%+4.0%+1.0%+1.0%-1.6%+1.4%+0.2%+15.4%
2011+0.8%+2.5%-2.7%+1.7%+1.4%-2.0%-1.2%-7.0%-4.3%+6.3%-1.5%+1.9%-4.7%
2010+0.8%+1.0%+6.5%+2.8%-2.4%-1.2%+0.4%-1.0%+1.9%+1.8%+2.5%+4.5%+18.7%
2009-------+4.1%+2.7%-2.4%+1.1%+5.5%+11.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +32.23% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -16.3%.

Detailed Metrics

Returns
Total Return
+732.62%
Annualized Return
+13.32%
Avg Monthly Return
+1.10%
Risk
Volatility (Annual)
+12.28%
Max Drawdown
+32.23%
Positive Months
67%
Average Drawdown
-3.8%
Risk-Adjusted
Sharpe Ratio
0.92
Risk-free rate: 2.0%
Sortino Ratio
0.84
Downside risk adjusted
Return/Volatility
1.08
Calmar Ratio
0.41
Return/Max Drawdown
Ulcer Index
5.28
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
83,262.31
Backtest Period
2009-08-17 to 2026-07-30
17.0 years
Rebalancing
annual
Base Currency
EUR