Home PortfoliosAlberto Giovannoni

Alberto Giovannoni

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None Rebalancing

EUR

Moderate Risk

2.3yr backtest

Performance Summary

Total Return+43.45%

Annualized Return+17.28%

Volatility+13.91%

Sharpe Ratio1.10

Max Drawdown+21.01%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

Diversified global ETF portfolio with 59% US S&P 500, 25% developed ex-US, 11% emerging markets, and 5% global small-cap exposure.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
SXR8.XETRA iShares Core S&P 500 UCITS ETF USD (Acc) • IE00B5BMR087	IE00B5BMR087	Acc	ETF	59.0%	0.07%
EXUS.XETRA Xtrackers MSCI World ex USA UCITS ETF 1C • IE0006WW1TQ4	IE0006WW1TQ4	Acc	ETF	25.0%	0.15%
IS3N.XETRA iShares Core MSCI Emerging Markets IMI UCITS • IE00BKM4GZ66	IE00BKM4GZ66	Acc	ETF	11.0%	0.18%
IUSN.XETRA iShares MSCI World Small Cap UCITS ETF • IE00BF4RFH31	IE00BF4RFH31	Acc	ETF	5.0%	0.35%
Total		Total			100.0%	0.12%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €14,345.4

Histogram of Monthly Returns

The portfolio had a positive return during 19 of the 28 months (68%)

Monthly Returns Heatmap

Best month: +8.7% • Worst month: -7.1% • Best year: 2024 (+15.2%) • Worst year: 2025 (+9.2%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+1.5%	+2.0%	-5.5%	+8.7%	+5.8%	+1.5%	-	-	-	-	-	-	+14.1%
2025	+4.1%	-2.2%	-7.1%	-4.1%	+6.1%	+1.1%	+4.6%	-0.2%	+2.8%	+4.4%	-0.3%	+0.4%	+9.2%
2024	-	-	+2.8%	-1.8%	+1.2%	+4.7%	+0.4%	-0.5%	+1.8%	+0.7%	+6.5%	-1.2%	+15.2%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +21.01% • The longest drawdown period lasted for 7 months and was between February 2025 and September 2025. It reached a trough of -21.0%.

Detailed Metrics

Returns

Total Return

+43.45%

Annualized Return

+17.28%

Avg Monthly Return

+1.36%

Risk

Volatility (Annual)

+13.91%

Max Drawdown

+21.01%

Positive Months

68%

Average Drawdown

-3.2%

Risk-Adjusted

Sharpe Ratio

1.10

Risk-free rate: 2.0%

Sortino Ratio

1.01

Downside risk adjusted

Return/Volatility

1.24

Calmar Ratio

0.82

Return/Max Drawdown

Ulcer Index

4.55

Drawdown depth & duration

Martin Ratio

0.03

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€14,345.4

Backtest Period

2024-03-14 to 2026-06-19
2.3 years

Rebalancing

none

Base Currency

EUR