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saxo autoinvest

Created byuser-nl2mr8
Annual Rebalancing
EUR
Moderate Risk
Multi-currency
1.6yr backtest
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Performance Summary

Total Return+29.59%
Annualized Return+17.22%
Volatility+11.61%
Sharpe Ratio1.31
Max Drawdown+13.64%

Holdings

Asset Allocation

Asset Class

Equity 80.0%Bonds 20.0%
Holdings Details
Diversified ETF portfolio with 80% global equities, 20% US Treasury bonds, plus energy, uranium, mining and gold exposure for balanced growth.
AssetTypeAllocationTER
O4J0.F
iShares S&P 500 Equal Weight UCITS ETF USD (Acc) • IE000MLMNYS0
ETF
25.0%0.15%
CBU3.LSE
iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) • IE00B3VWN179
ETF
20.0%0.07%
EXUS.XETRA
Xtrackers MSCI World ex USA UCITS ETF 1C • IE0006WW1TQ4
ETF
15.0%0.15%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITS • IE00BKM4GZ66
ETF
15.0%0.18%
XDW0.XETRA
Xtrackers MSCI World Energy UCITS ETF 1C 1C • IE00BM67HM91
ETF
10.0%0.25%
NUKL.XETRA
VanEck Uranium and Nuclear Technologies UCITS ETF A • IE000M7V94E1
ETF
5.0%0.55%
WMIN.XETRA
VanEck S&P Global Mining UCITS ETF A • IE00BDFBTQ78
ETF
5.0%0.5%
G2X.XETRA
VanEck Gold Miners UCITS ETF • IE00BQQP9F84
ETF
5.0%0.53%
Total100.0%0.20%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €12,958.85
Histogram of Monthly Returns
The portfolio had a positive return during 14 of the 21 months (67%)
Monthly Returns Heatmap
Best month: +5.5% • Worst month: -4.5% • Best year: 2026 (+15.9%) • Worst year: 2025 (+11.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.5%+5.5%-4.0%+3.0%+2.3%-0.0%-0.4%+4.1%-0.9%+1.2%--+15.9%
2025--0.7%-3.4%-4.5%+4.7%+0.4%+4.0%+1.7%+4.8%+3.1%+0.1%+1.4%+11.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +13.64% • The longest drawdown period lasted for 5 months and was between February 2025 and July 2025. It reached a trough of -13.6%.

Detailed Metrics

Returns
Total Return
+29.59%
Annualized Return
+17.22%
Avg Monthly Return
+1.28%
Risk
Volatility (Annual)
+11.61%
Max Drawdown
+13.64%
Positive Months
67%
Average Drawdown
-2.4%
Risk-Adjusted
Sharpe Ratio
1.31
Risk-free rate: 2.0%
Sortino Ratio
1.24
Downside risk adjusted
Return/Volatility
1.48
Calmar Ratio
1.26
Return/Max Drawdown
Ulcer Index
3.12
Drawdown depth & duration
Martin Ratio
0.05
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,958.85
Backtest Period
2025-02-27 to 2026-10-16
1.6 years
Rebalancing
annual
Base Currency
EUR