HomePortfoliosCartera Minimo Riesgo

Cartera Minimo Riesgo

Created byuser-qaa8hn
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Annual Rebalancing
EUR
Low Risk
4.5yr backtest

Performance Summary

Total Return+11.39%
Annualized Return+2.43%
Volatility+0.53%
Sharpe Ratio0.82
Max Drawdown+2.74%

Holdings

Asset Allocation

Asset Class

Bonds 60.0%Money Market 40.0%
Holdings Details
A diversified portfolio focused on European fixed income, combining short-term treasury, floating rate notes, and cash funds for stability.
AssetTypeAllocationTER
FR0000447823
AXA Trésor Court Terme C • FR0000447823
FUND
40.0%0.1%
LU0034353002
DWS Floating Rate Notes LC • LU0034353002
FUND
25.0%0.26%
ES0124526015
Ábaco Renta Fija R FI • ES0124526015
FUND
20.0%0.5%
IE00BFZMJT78
NB ULTRA SHORT TERM EN CASH • IE00BFZMJT78
FUND
15.0%0.25%
Total100.0%0.24%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €11,139.48
Histogram of Monthly Returns
The portfolio had a positive return during 42 of the 54 months (78%)
Monthly Returns Heatmap
Best month: +0.8% • Worst month: -1.1% • Best year: 2024 (+4.8%) • Worst year: 2022 (-1.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.4%+0.3%-0.3%---------+0.3%
2025+0.3%+0.4%+0.1%+0.0%+0.4%+0.3%+0.3%+0.2%+0.2%+0.2%+0.2%+0.2%+2.9%
2024+0.5%+0.3%+0.4%+0.3%+0.4%+0.4%+0.4%+0.4%+0.4%+0.3%+0.4%+0.3%+4.8%
2023+0.5%+0.2%-0.2%+0.4%+0.4%+0.4%+0.6%+0.3%+0.3%+0.3%+0.6%+0.6%+4.5%
2022-0.1%-0.4%-0.0%-0.3%-0.3%-1.1%+0.5%-0.2%-0.6%+0.1%+0.8%+0.1%-1.5%
2021----------0.1%-0.1%+0.2%-0.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +2.74% • The longest drawdown period lasted for 1 year and 6 months and was between November 2021 and June 2023. It reached a trough of -2.7%.

Detailed Metrics

Returns
Total Return
+11.39%
Annualized Return
+2.43%
Avg Monthly Return
+0.20%
Risk
Volatility (Annual)
+0.53%
Max Drawdown
+2.74%
Positive Months
78%
Average Drawdown
-0.8%
Risk-Adjusted
Sharpe Ratio
0.82
Risk-free rate: 2.0%
Sortino Ratio
0.62
Downside risk adjusted
Return/Volatility
4.58
Calmar Ratio
0.89
Return/Max Drawdown
Ulcer Index
0.80
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€11,139.48
Backtest Period
2021-10-04 to 2026-03-31
4.5 years
Rebalancing
annual
Base Currency
EUR