HomePortfoliosCARTERA PERMANENTE BONOS 20+ TARGETED

CARTERA PERMANENTE BONOS 20+ TARGETED

20+

Created byuser-u6btuh
Annual Rebalancing
EUR
Low Risk
2.0yr backtest

Performance Summary

Total Return+22.50%
Annualized Return+10.94%
Volatility+7.93%
Sharpe Ratio1.13
Max Drawdown+7.17%

Holdings

Asset Allocation

Asset Class

Bonds 25.0%Precious Metals 25.0%Money Market 25.0%Equity 25.0%
Holdings Details
Diversified permanent portfolio with 25% bonds, gold, and cash for stability, plus European equities for growth. Annual rebalancing in EUR.
AssetTypeAllocationTER
CEB1.XETRA
iShares EUR Government Bond 20yr Target Duration UCITS ETF EUR (Acc) • IE000GHXL2Q3
ETF
25.0%0.15%
PHAU.AS
WisdomTree Physical Gold EUR • JE00B1VS3770
ETF
25.0%0.39%
PJEU.XETRA
Invesco Euro Cash 3 Months UCITS ETF Acc • IE00B3BPCH51
ETF
25.0%0.09%
XSX6.XETRA
Xtrackers STOXX Europe 600 UCITS ETF 1C • LU0328475792
ETF
17.5%0.2%
XXSC.XETRA
Xtrackers MSCI Europe Small Cap UCITS ETF 1C • LU0322253906
ETF
7.5%0.3%
Total100.0%0.21%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €12,249.8
Histogram of Monthly Returns
The portfolio had a positive return during 17 of the 25 months (68%)
Monthly Returns Heatmap
Best month: +4.6% • Worst month: -5.3% • Best year: 2025 (+14.0%) • Worst year: 2026 (+2.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.6%+3.3%-5.3%+0.9%-0.8%-------+2.4%
2025+3.2%+1.3%-1.1%+1.3%+1.0%-1.5%+0.8%-0.0%+3.7%+2.7%+1.3%+0.7%+14.0%
2024----+0.0%-0.1%+2.4%+0.5%+1.4%+0.6%+1.6%-1.6%+4.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +7.17% • The longest drawdown period lasted for 3 months and was between June 2025 and September 2025. It reached a trough of -2.0%.

Detailed Metrics

Returns
Total Return
+22.50%
Annualized Return
+10.94%
Avg Monthly Return
+0.83%
Risk
Volatility (Annual)
+7.93%
Max Drawdown
+7.17%
Positive Months
68%
Average Drawdown
-1.6%
Risk-Adjusted
Sharpe Ratio
1.13
Risk-free rate: 2.0%
Sortino Ratio
1.11
Downside risk adjusted
Return/Volatility
1.38
Calmar Ratio
1.53
Return/Max Drawdown
Ulcer Index
1.89
Drawdown depth & duration
Martin Ratio
0.05
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,249.8
Backtest Period
2024-05-31 to 2026-05-15
2.0 years
Rebalancing
annual
Base Currency
EUR
CARTERA PERMANENTE BONOS 20+ TARGETED | 1.13 Sharpe