Optimize
None Rebalancing
EUR
Moderate Risk
6.8yr backtest

Performance Summary

Total Return+73.32%
Annualized Return+8.45%
Volatility+13.52%
Sharpe Ratio0.48
Max Drawdown+28.00%

Holdings

Asset Allocation

Asset Class

Equity 80.0%Bonds 20.0%
Holdings Details
Caixabank portfolio blending US, European, and emerging market equity funds for a globally diversified investment strategy.
AssetTypeAllocationTER
ES0171963004
CAIXABANK MASTER RENTA VARIABLE USA ADVISED BY FIES0171963004
FUND
45.0%0.75%
ES0145882009
Caixabank Master Renta Variable Europa FIES0145882009
FUND
20.0%0.75%
ES0111223006
CAIXABANK MST R J DEU PU 3 7ES0111223006
FUND
20.0%0.45%
ES0115117006
Caixabank Master Renta Variable Emergente Advised BY FIES0115117006
FUND
15.0%0.75%
Total100.0%0.69%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €17,331.74
Histogram of Monthly Returns
The portfolio had a positive return during 55 of the 83 months (66%)
Monthly Returns Heatmap
Best month: +8.7% • Worst month: -11.4% • Best year: 2021 (+20.9%) • Worst year: 2022 (-12.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.6%+0.7%-5.8%+1.3%---------2.3%
2025+2.4%-0.5%-6.8%-3.1%+5.1%+1.1%+3.8%-0.3%+3.1%+3.1%-0.5%-0.3%+6.7%
2024+2.1%+3.7%+3.2%-2.0%+2.5%+3.5%+0.7%+0.1%+1.5%+0.3%+5.2%-1.6%+20.7%
2023+4.5%+0.1%+0.8%+0.1%+1.8%+2.5%+2.1%-1.1%-2.0%-2.2%+5.3%+3.4%+16.3%
2022-2.9%-2.7%+2.5%-3.0%-1.4%-5.4%+8.3%-2.4%-5.4%+3.8%+2.6%-6.3%-12.6%
2021+0.0%+1.8%+3.6%+2.5%+0.3%+2.1%+0.5%+2.4%-2.5%+5.4%-0.4%+3.6%+20.9%
2020-0.1%-6.1%-11.4%+8.7%+2.5%+2.5%+1.7%+3.6%-1.8%-1.2%+6.6%+2.3%+5.7%
2019-----+0.0%+0.5%-1.6%+1.8%+0.7%+2.8%+1.9%+6.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +28.00% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -15.7%.

Detailed Metrics

Returns
Total Return
+73.32%
Annualized Return
+8.45%
Avg Monthly Return
+0.72%
Risk
Volatility (Annual)
+13.52%
Max Drawdown
+28.00%
Positive Months
66%
Average Drawdown
-4.9%
Risk-Adjusted
Sharpe Ratio
0.48
Risk-free rate: 2.0%
Sortino Ratio
0.43
Downside risk adjusted
Return/Volatility
0.63
Calmar Ratio
0.30
Return/Max Drawdown
Ulcer Index
6.41
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
17,331.74
Backtest Period
2019-06-21 to 2026-04-01
6.8 years
Rebalancing
none
Base Currency
EUR