HomePortfoliosCARTERA PERMANENTE EMU - JAPON

CARTERA PERMANENTE EMU - JAPON

Permanente Eurozona y Japon

Optimize
Annual Rebalancing
EUR
Low Risk
5.4yr backtest

Performance Summary

Total Return+50.93%
Annualized Return+7.88%
Volatility+6.05%
Sharpe Ratio0.97
Max Drawdown+8.16%

Holdings

Asset Allocation

Asset Class

Bonds 50.0%Precious Metals 25.0%Equity 25.0%
Holdings Details
Comprehensive permanent ETF portfolio for Eurozone and Japan markets, offering annual rebalancing and diversified exposure for EUR-based growth.
AssetTypeAllocationTER
PRAB.XETRA
Amundi Prime Euro Government Bond 0-1Y UCITS ETF AccLU2233156582
ETF
25.0%0.05%
GOLD-EUR.PA
Amundi Physical Gold ETC (C)FR0013416716
ETF
25.0%0.12%
XJSE.XETRA
Xtrackers II Japan Government Bond UCITS ETF 1CLU0952581584
ETF
12.5%0.15%
SXRQ.XETRA
iShares Euro Government Bond 7-10yr UCITS ETF (Acc)IE00B3VTN290
ETF
12.5%0.15%
UFMA.XETRA
UBS Core MSCI Japan UCITS ETF hEUR accLU1169822266
ETF
12.5%0.15%
PRAZ.XETRA
Amundi Prime Eurozone UCITS ETF DR (C)LU2089238112
ETF
8.8%0.05%
SXRJ.XETRA
iShares MSCI EMU Small Cap UCITS ETF (Acc)IE00B3VWMM18
ETF
3.7%0.58%
Total100.0%0.12%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €15,092.53
Histogram of Monthly Returns
The portfolio had a positive return during 47 of the 67 months (70%)
Monthly Returns Heatmap
Best month: +4.5% • Worst month: -5.5% • Best year: 2025 (+16.5%) • Worst year: 2022 (-5.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.5%+3.5%-5.5%+1.0%--------+3.2%
2025+3.2%+0.7%+0.3%+0.7%+0.9%-1.0%+0.9%+1.1%+3.7%+2.9%+1.4%+0.6%+16.5%
2024+1.0%+0.9%+3.5%+0.3%+0.3%+0.3%+1.6%+0.6%+1.4%+1.1%+0.9%-0.1%+12.2%
2023+3.2%-0.7%+2.3%-0.1%+1.1%-0.2%+0.8%-0.5%-1.2%+1.0%+2.1%+1.5%+9.4%
2022-1.5%+0.5%+0.4%-0.2%-1.7%-2.1%+2.4%-1.8%-2.4%+0.1%+2.4%-1.6%-5.4%
2021-0.4%-1.2%+1.9%-0.0%+1.8%-0.6%+1.2%+0.6%-0.3%+0.3%+0.1%+1.4%+4.7%
2020---------+0.1%+1.5%+1.5%+3.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +8.16% • The longest drawdown period lasted for 2 years and was between November 2021 and November 2023. It reached a trough of -8.2%.

Detailed Metrics

Returns
Total Return
+50.93%
Annualized Return
+7.88%
Avg Monthly Return
+0.63%
Risk
Volatility (Annual)
+6.05%
Max Drawdown
+8.16%
Positive Months
70%
Average Drawdown
-1.9%
Risk-Adjusted
Sharpe Ratio
0.97
Risk-free rate: 2.0%
Sortino Ratio
0.94
Downside risk adjusted
Return/Volatility
1.30
Calmar Ratio
0.97
Return/Max Drawdown
Ulcer Index
2.44
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
15,092.53
Backtest Period
2020-10-29 to 2026-04-02
5.4 years
Rebalancing
annual
Base Currency
EUR