HomePortfoliosCartera Mama
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Monthly Rebalancing
EUR
Low Risk
7.7yr backtest

Performance Summary

Total Return+99.13%
Annualized Return+9.38%
Volatility+9.25%
Sharpe Ratio0.80
Max Drawdown+24.90%

Holdings

Asset Allocation

Asset Class

Equity 60.0%Bonds 40.0%
Holdings Details
Diversified global portfolio with 60% equities and 40% bonds, covering world stocks, emerging markets, and flexible bond funds for balanced growth.
AssetTypeAllocationTER
IE00B03HD191
Vanguard Global Stock Index Fund EUR AccIE00B03HD191
FUND
30.0%0.18%
IE00BFZMJT78
NB ULTRA SHORT TERM EN CASHIE00BFZMJT78
FUND
20.0%0.25%
ES0119207001
Cobas Renta FIES0119207001
FUND
10.0%1%
LU0329355670
Robeco Active Quant Emerging Markets Equities DLU0329355670
FUND
10.0%1.5%
ES0116567035
CARTESIO X ES0116567035
FUND
10.0%1.5%
LU0203975437
Robeco Global Value Equities D LU0203975437
FUND
10.0%1.72%
ES0112611001
AZVALOR INTERNACIONALES0112611001
FUND
5.0%1.85%
ES0146309002
HOROS VALUE INTERNACIONALES0146309002
FUND
5.0%1.8%
Total100.0%0.86%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €19,913.45
Histogram of Monthly Returns
The portfolio had a positive return during 60 of the 93 months (65%)
Monthly Returns Heatmap
Best month: +8.3% • Worst month: -12.0% • Best year: 2021 (+18.6%) • Worst year: 2018 (-5.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.3%+2.4%-3.1%+4.7%+3.3%+0.3%+0.4%-----+10.5%
2025+2.0%+0.5%-3.3%-2.6%+4.0%+1.2%+2.5%+0.7%+1.9%+2.4%-0.2%+0.7%+10.0%
2024+1.0%+2.3%+2.9%-0.4%+2.0%+0.9%+1.0%+0.0%+1.2%-0.1%+3.4%-0.2%+15.0%
2023+4.0%+0.1%-0.7%-0.1%+0.7%+2.3%+2.5%-0.9%-0.2%-2.0%+3.8%+2.8%+12.6%
2022-0.7%-0.8%+2.0%-0.8%-0.2%-5.5%+5.4%-1.5%-5.1%+4.3%+3.4%-3.6%-3.8%
2021+0.9%+3.1%+4.3%+0.8%+1.5%+1.8%-0.4%+1.6%-0.3%+2.5%-0.7%+2.3%+18.6%
2020-1.7%-4.7%-12.0%+7.9%+1.6%+1.5%-0.1%+2.9%-1.6%-0.7%+8.3%+2.0%+1.9%
2019+5.3%+1.8%+1.4%+1.8%-4.1%+2.8%+0.9%-1.4%+2.0%+0.5%+2.0%+1.5%+15.0%
2018-----------0.4%-5.1%-5.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +24.90% • The longest drawdown period lasted for 1 year and 2 months and was between April 2022 and June 2023. It reached a trough of -9.0%.

Detailed Metrics

Returns
Total Return
+99.13%
Annualized Return
+9.38%
Avg Monthly Return
+0.78%
Risk
Volatility (Annual)
+9.25%
Max Drawdown
+24.90%
Positive Months
65%
Average Drawdown
-2.9%
Risk-Adjusted
Sharpe Ratio
0.80
Risk-free rate: 2.0%
Sortino Ratio
0.70
Downside risk adjusted
Return/Volatility
1.01
Calmar Ratio
0.38
Return/Max Drawdown
Ulcer Index
4.26
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
19,913.45
Backtest Period
2018-11-02 to 2026-07-09
7.7 years
Rebalancing
monthly
Base Currency
EUR
Cartera Mama | +9.4% CAGR | ETF Backtest