HomePortfoliosCARTERA PERMANENTE EMU Sin Small Caps

CARTERA PERMANENTE EMU Sin Small Caps

Sin small caps

Optimize
Annual Rebalancing
EUR
Low Risk
13.2yr backtest

Performance Summary

Total Return+99.05%
Annualized Return+5.36%
Volatility+5.94%
Sharpe Ratio0.57
Max Drawdown+13.00%

Holdings

Asset Allocation

Asset Class

Bonds 25.0%Precious Metals 25.0%Money Market 25.0%Equity 25.0%
Holdings Details
Cartera Permanente EMU diversified ETF portfolio with equal-weight allocation to bonds, equities, gold, and cash. Annual rebalancing in EUR.
AssetTypeAllocationTER
SXRQ.XETRA
iShares Euro Government Bond 7-10yr UCITS ETF (Acc)IE00B3VTN290
ETF
25.0%0.15%
PHAU.AS
WisdomTree Physical Gold EURJE00B1VS3770
ETF
25.0%0.39%
PJEU.XETRA
Invesco Euro Cash 3 Months UCITS ETF AccIE00B3BPCH51
ETF
25.0%0.09%
ZPRE.XETRA
State Street SPDR MSCI EMU UCITS ETF EURIE00B910VR50
ETF
25.0%0.08%
Total100.0%0.18%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €19,904.88
Histogram of Monthly Returns
The portfolio had a positive return during 98 of the 160 months (61%)
Monthly Returns Heatmap
Best month: +6.0% • Worst month: -5.6% • Best year: 2025 (+18.4%) • Worst year: 2022 (-6.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.5%+2.9%-5.6%+1.1%--------+2.6%
2025+3.9%+1.5%+0.2%+1.0%+1.3%-1.1%+1.0%+0.6%+3.8%+2.6%+1.5%+0.8%+18.4%
2024+0.7%+0.6%+3.7%+0.4%+0.8%-0.2%+1.5%+0.9%+1.9%+0.8%+0.6%-0.2%+11.9%
2023+4.0%-0.9%+2.4%+0.2%+0.3%-0.3%+0.9%-0.7%-2.1%+1.2%+2.6%+2.0%+9.9%
2022-1.3%-0.3%+0.1%-0.5%-1.7%-2.4%+2.6%-2.9%-2.5%+0.9%+3.1%-1.8%-6.6%
2021-0.8%-1.3%+2.3%+0.6%+2.1%-0.7%+1.5%+0.4%-1.5%+1.1%+0.0%+1.6%+5.5%
2020+1.5%-1.6%-4.1%+3.0%+1.1%+1.8%+1.4%+0.1%-0.6%-1.1%+1.2%+1.6%+4.1%
2019+2.8%+1.0%+0.8%+1.2%-0.8%+3.4%+1.3%+2.3%-0.0%+0.3%-0.1%+0.8%+13.4%
2018+0.4%-0.9%-0.1%+1.4%+0.0%-1.0%+0.1%-1.1%-0.4%-0.6%+0.1%-0.3%-2.4%
2017-0.2%+2.3%+0.8%+0.7%-0.2%-1.6%-0.1%+0.8%+0.5%+0.9%-0.8%-0.2%+3.0%
2016+0.1%+2.3%-0.6%+1.1%-0.1%+1.4%+1.8%-0.6%+0.2%-0.7%-1.8%+1.7%+4.8%
2015+6.0%+0.9%+1.5%-1.9%+0.5%-2.4%+0.3%-2.2%-1.2%+3.7%+0.3%-2.5%+2.7%
2014+1.4%+2.4%-0.3%+0.4%+0.5%+1.5%-0.6%+1.4%-0.3%-1.3%+2.1%+0.6%+8.2%
2013-0.5%-0.4%+1.0%-1.1%-0.5%-4.9%+3.1%+1.1%+0.1%+1.8%-0.6%-1.1%-2.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +13.00% • The longest drawdown period lasted for 2 years and was between November 2021 and December 2023. It reached a trough of -10.5%.

Detailed Metrics

Returns
Total Return
+99.05%
Annualized Return
+5.36%
Avg Monthly Return
+0.45%
Risk
Volatility (Annual)
+5.94%
Max Drawdown
+13.00%
Positive Months
61%
Average Drawdown
-2.5%
Risk-Adjusted
Sharpe Ratio
0.57
Risk-free rate: 2.0%
Sortino Ratio
0.54
Downside risk adjusted
Return/Volatility
0.90
Calmar Ratio
0.41
Return/Max Drawdown
Ulcer Index
3.18
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
19,904.88
Backtest Period
2013-01-28 to 2026-04-02
13.2 years
Rebalancing
annual
Base Currency
EUR