HomePortfolios30 % SMALL CAP ZPRX + 30 % value D5BL(ovvero banche e pubblica utilità) + 20 % ETF EX USA EXUS + 20 % Tecnology ANAU

30 % SMALL CAP ZPRX + 30 % value D5BL(ovvero banche e pubblica utilità) + 20 % ETF EX USA EXUS + 20 % Tecnology ANAU

30 % SMALL CAP ZPRX + 30 % value D5BL(ovvero banche e pubblica utilità) + 20 % ETF EX USA EXUS + 20 % Tecnology ANAU

Created byuser-mp66t7
None Rebalancing
EUR
Moderate Risk
1.5yr backtest

Performance Summary

Total Return+20.16%
Annualized Return+12.73%
Volatility+14.20%
Sharpe Ratio0.76
Max Drawdown+17.71%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
European-focused portfolio blending small-cap value, global ex-US, and tech ETFs for targeted diversification. No rebalancing, EUR base.
AssetTypeAllocationTER
ZPRX.XETRA
SPDR MSCI Europe Small Cap Value Weighted UCITS ETF • IE00BSPLC298
ETF
30.0%0.3%
WEXE.XETRA
Amundi MSCI World Ex USA UCITS ETF Acc • IE00085PWS28
ETF
30.0%0.15%
ANAV.XETRA
AXA IM NASDAQ 100 UCITS ETF USD Acc • IE000QDFFK00
ETF
20.0%0.14%
EXUS.XETRA
Xtrackers MSCI World ex USA UCITS ETF 1C • IE0006WW1TQ4
ETF
20.0%0.15%
Total100.0%0.19%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €12,015.93
Histogram of Monthly Returns
The portfolio had a positive return during 14 of the 20 months (70%)
Monthly Returns Heatmap
Best month: +6.6% • Worst month: -7.4% • Best year: 2025 (+17.9%) • Worst year: 2026 (+0.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.6%+2.9%-7.4%+2.3%--------+0.1%
2025+5.0%+0.6%-4.9%-0.9%+6.6%+0.4%+2.4%+0.4%+2.0%+3.5%-0.1%+2.0%+17.9%
2024--------+0.7%-2.2%+3.5%-0.1%+1.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +17.71% • The longest drawdown period lasted for 4 months and was between February 2025 and July 2025. It reached a trough of -17.7%.

Detailed Metrics

Returns
Total Return
+20.16%
Annualized Return
+12.73%
Avg Monthly Return
+0.97%
Risk
Volatility (Annual)
+14.20%
Max Drawdown
+17.71%
Positive Months
70%
Average Drawdown
-2.3%
Risk-Adjusted
Sharpe Ratio
0.76
Risk-free rate: 2.0%
Sortino Ratio
0.70
Downside risk adjusted
Return/Volatility
0.90
Calmar Ratio
0.72
Return/Max Drawdown
Ulcer Index
3.42
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,015.93
Backtest Period
2024-09-19 to 2026-04-02
1.5 years
Rebalancing
none
Base Currency
EUR