Home PortfoliosAlberto Giovannoni

Alberto Giovannoni

Created byuser-wxpxbs

None Rebalancing

EUR

Moderate Risk

1.5yr backtest

Performance Summary

Total Return+22.80%

Annualized Return+14.25%

Volatility+14.92%

Sharpe Ratio0.82

Max Drawdown+20.99%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

Diversified global equity ETF portfolio covering US, developed ex-US, emerging markets, and global small-cap value for broad 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%
AVWS.XETRA Avantis Global Small Cap Value UCITS ETF USD Acc • IE0003R87OG3	IE0003R87OG3	Acc	ETF	5.0%	0.39%
Total		Total			100.0%	0.12%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €12,279.86

Histogram of Monthly Returns

The portfolio had a positive return during 12 of the 19 months (63%)

Monthly Returns Heatmap

Best month: +8.3% • Worst month: -7.0% • Best year: 2025 (+9.2%) • Worst year: 2024 (+5.8%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+1.5%	+2.1%	-5.3%	+8.3%	-	-	-	-	-	-	-	-	+6.3%
2025	+4.1%	-2.1%	-7.0%	-4.2%	+6.2%	+1.0%	+4.5%	-0.0%	+2.7%	+4.3%	-0.2%	+0.5%	+9.2%
2024	-	-	-	-	-	-	-	-	-	+0.6%	+6.5%	-1.2%	+5.8%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +20.99% • 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

+22.80%

Annualized Return

+14.25%

Avg Monthly Return

+1.16%

Risk

Volatility (Annual)

+14.92%

Max Drawdown

+20.99%

Positive Months

63%

Average Drawdown

-3.9%

Risk-Adjusted

Sharpe Ratio

0.82

Risk-free rate: 2.0%

Sortino Ratio

0.76

Downside risk adjusted

Return/Volatility

0.96

Calmar Ratio

0.68

Return/Max Drawdown

Ulcer Index

5.34

Drawdown depth & duration

Martin Ratio

0.02

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€12,279.86

Backtest Period

2024-10-01 to 2026-04-17
1.5 years

Rebalancing

none

Base Currency

EUR