HomePortfoliosAdolfo Manuel Costa

Adolfo Manuel Costa

Pension

Optimize
None Rebalancing
EUR
Moderate Risk
3.8yr backtest

Performance Summary

Total Return+131.45%
Annualized Return+24.73%
Volatility+14.40%
Sharpe Ratio1.58
Max Drawdown+17.03%

Holdings

Asset Allocation

Asset Class

Equity 84.0%Precious Metals 16.0%
Holdings Details
EUR pension portfolio with diversified ETF mix: global stocks, sector/thematic funds, and gold/silver for long-term stability and growth.
AssetTypeAllocationTER
SEC0.XETRA
iShares MSCI Global Semiconductors UCITS ETF USD (Acc)IE000I8KRLL9
ETF
15.0%0.35%
ESIF.XETRA
iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc)IE00BMW42306
ETF
15.0%0.18%
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
12.0%0.19%
VGEK.XETRA
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) AccumulatingIE00BK5BQZ41
ETF
12.0%0.15%
IGLD.XETRA
iShares Physical Gold EUR Hedged ETCIE0009JOT9U1
ETF
11.0%0.25%
XDWI.XETRA
Xtrackers MSCI World Industrials UCITS ETF 1CIE00BM67HV82
ETF
10.0%0.25%
IS3S.XETRA
iShares Edge MSCI World Value Factor UCITS ETFIE00BP3QZB59
ETF
10.0%0.25%
CEMR.XETRA
iShares Edge MSCI Europe Momentum Factor UCITS ETFIE00BQN1K786
ETF
10.0%0.25%
8PSB.XETRA
Invesco Physical SilverIE00B43VDT70
ETF
5.0%0.19%
Total100.0%0.23%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €23,145.37
Histogram of Monthly Returns
The portfolio had a positive return during 31 of the 46 months (67%)
Monthly Returns Heatmap
Best month: +13.1% • Worst month: -10.1% • Best year: 2025 (+37.5%) • Worst year: 2022 (+1.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+9.5%+3.3%-10.1%+13.1%--------+15.1%
2025+5.9%+0.3%-3.7%-1.4%+6.0%+2.5%+3.5%+0.9%+6.0%+6.2%+0.9%+5.9%+37.5%
2024+1.3%+4.0%+5.8%-1.3%+3.5%+2.3%-0.2%-0.6%+1.9%-0.3%+2.9%-1.0%+19.7%
2023+6.7%+0.1%+0.5%-0.6%+2.3%+2.5%+3.2%-2.2%-1.8%-2.9%+7.0%+4.7%+20.5%
2022------+4.7%-3.2%-6.1%+3.4%+6.4%-3.1%+1.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +17.03% • The longest drawdown period lasted for 5 months and was between August 2022 and January 2023. It reached a trough of -12.4%.

Detailed Metrics

Returns
Total Return
+131.45%
Annualized Return
+24.73%
Avg Monthly Return
+1.93%
Risk
Volatility (Annual)
+14.40%
Max Drawdown
+17.03%
Positive Months
67%
Average Drawdown
-2.9%
Risk-Adjusted
Sharpe Ratio
1.58
Risk-free rate: 2.0%
Sortino Ratio
1.52
Downside risk adjusted
Return/Volatility
1.72
Calmar Ratio
1.45
Return/Max Drawdown
Ulcer Index
3.70
Drawdown depth & duration
Martin Ratio
0.06
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
23,145.37
Backtest Period
2022-07-07 to 2026-04-24
3.8 years
Rebalancing
none
Base Currency
EUR