HomePortfoliosAlberto Giovannoni

Alberto Giovannoni

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None Rebalancing
EUR
Moderate Risk
2.1yr backtest

Performance Summary

Total Return+37.16%
Annualized Return+15.84%
Volatility+14.02%
Sharpe Ratio0.99
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.
AssetTypeAllocationTER
SXR8.XETRA
iShares Core S&P 500 UCITS ETF USD (Acc)IE00B5BMR087
ETF
59.0%0.07%
EXUS.XETRA
Xtrackers MSCI World ex USA UCITS ETF 1CIE0006WW1TQ4
ETF
25.0%0.15%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
11.0%0.18%
IUSN.XETRA
iShares MSCI World Small Cap UCITS ETFIE00BF4RFH31
ETF
5.0%0.35%
Total100.0%0.12%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €13,715.71
Histogram of Monthly Returns
The portfolio had a positive return during 18 of the 27 months (67%)
Monthly Returns Heatmap
Best month: +8.7% • Worst month: -7.1% • Best year: 2024 (+15.2%) • Worst year: 2026 (+9.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.5%+2.0%-5.5%+8.7%+2.7%-------+9.1%
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
+37.16%
Annualized Return
+15.84%
Avg Monthly Return
+1.24%
Risk
Volatility (Annual)
+14.02%
Max Drawdown
+21.01%
Positive Months
67%
Average Drawdown
-3.3%
Risk-Adjusted
Sharpe Ratio
0.99
Risk-free rate: 2.0%
Sortino Ratio
0.90
Downside risk adjusted
Return/Volatility
1.13
Calmar Ratio
0.75
Return/Max Drawdown
Ulcer Index
4.67
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
13,715.71
Backtest Period
2024-03-14 to 2026-05-08
2.1 years
Rebalancing
none
Base Currency
EUR