HomePortfoliosCARTERA PERMANENTE EMU

CARTERA PERMANENTE EMU

Bonos 7-10y

Optimize
Annual Rebalancing
EUR
Low Risk
13.2yr backtest

Performance Summary

Total Return+101.58%
Annualized Return+5.47%
Volatility+5.84%
Sharpe Ratio0.59
Max Drawdown+13.12%

Holdings

Asset Allocation

Asset Class

Bonds 25.0%Money Market 25.0%Precious Metals 25.0%Equity 25.0%
Holdings Details
Cartera Permanente EMU: Diversified EUR portfolio balancing cash, bonds, gold, and European equities with annual rebalancing for stability and growth.
AssetTypeAllocationTER
SXRQ.XETRA
iShares Euro Government Bond 7-10yr UCITS ETF (Acc)IE00B3VTN290
ETF
25.0%0.15%
PJEU.XETRA
Invesco Euro Cash 3 Months UCITS ETF AccIE00B3BPCH51
ETF
25.0%0.09%
PHAU.AS
WisdomTree Physical Gold EURJE00B1VS3770
ETF
25.0%0.39%
ZPRE.XETRA
State Street SPDR MSCI EMU UCITS ETF EURIE00B910VR50
ETF
17.5%0.08%
SXRJ.XETRA
iShares MSCI EMU Small Cap UCITS ETF (Acc)IE00B3VWMM18
ETF
7.5%0.58%
Total100.0%0.21%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €20,158.27
Histogram of Monthly Returns
The portfolio had a positive return during 97 of the 160 months (61%)
Monthly Returns Heatmap
Best month: +6.0% • Worst month: -5.6% • Best year: 2025 (+18.5%) • Worst year: 2022 (-6.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.6%+2.8%-5.6%+1.0%--------+2.6%
2025+3.7%+1.4%+0.4%+1.1%+1.5%-0.9%+1.0%+0.6%+3.6%+2.5%+1.6%+0.8%+18.5%
2024+0.4%+0.3%+3.7%+0.5%+0.9%-0.5%+1.7%+0.7%+1.8%+0.8%+0.6%-0.3%+11.2%
2023+4.0%-0.8%+2.0%+0.1%+0.2%-0.4%+1.0%-0.6%-2.1%+1.1%+2.7%+2.1%+9.5%
2022-1.3%-0.2%+0.1%-0.4%-1.8%-2.6%+2.5%-2.9%-2.7%+0.9%+2.9%-1.6%-6.9%
2021-0.5%-1.3%+2.2%+0.6%+2.2%-0.8%+1.6%+0.5%-1.5%+1.0%-0.0%+1.5%+5.6%
2020+1.5%-1.6%-4.4%+3.2%+1.1%+1.6%+1.5%+0.2%-0.5%-1.1%+1.3%+1.8%+4.5%
2019+2.9%+0.9%+0.9%+1.1%-0.9%+3.3%+1.4%+2.3%-0.1%+0.3%-0.0%+0.9%+13.6%
2018+0.4%-0.9%-0.1%+1.3%-0.0%-1.0%+0.0%-1.0%-0.5%-0.7%+0.0%-0.4%-2.8%
2017-0.0%+2.3%+0.8%+0.9%-0.1%-1.6%-0.1%+0.9%+0.6%+0.9%-0.7%+0.0%+3.8%
2016+0.1%+2.4%-0.5%+1.1%-0.1%+1.3%+1.9%-0.6%+0.3%-0.8%-1.9%+1.7%+4.7%
2015+6.0%+1.0%+1.5%-1.8%+0.6%-2.3%+0.4%-2.0%-1.1%+3.6%+0.3%-2.2%+3.8%
2014+1.7%+2.6%-0.3%+0.3%+0.4%+1.4%-0.7%+1.4%-0.4%-1.3%+2.1%+0.8%+8.2%
2013-0.5%-0.2%+0.9%-1.2%-0.4%-4.8%+3.1%+1.2%+0.2%+1.9%-0.6%-1.1%-1.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +13.12% • The longest drawdown period lasted for 2 years and was between November 2021 and December 2023. It reached a trough of -10.8%.

Detailed Metrics

Returns
Total Return
+101.58%
Annualized Return
+5.47%
Avg Monthly Return
+0.45%
Risk
Volatility (Annual)
+5.84%
Max Drawdown
+13.12%
Positive Months
61%
Average Drawdown
-2.4%
Risk-Adjusted
Sharpe Ratio
0.59
Risk-free rate: 2.0%
Sortino Ratio
0.56
Downside risk adjusted
Return/Volatility
0.94
Calmar Ratio
0.42
Return/Max Drawdown
Ulcer Index
3.13
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
20,158.27
Backtest Period
2013-01-28 to 2026-04-02
13.2 years
Rebalancing
annual
Base Currency
EUR