HomePortfoliosCARTERA PERMANENTE EMU-USA-JAPON

CARTERA PERMANENTE EMU-USA-JAPON

EUROZONA JAPON USA

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Annual Rebalancing
EUR
Low Risk
3.0yr backtest

Performance Summary

Total Return+41.37%
Annualized Return+12.27%
Volatility+6.36%
Sharpe Ratio1.61
Max Drawdown+6.69%

Holdings

Asset Allocation

Asset Class

Bonds 50.0%Equity 25.0%Precious Metals 25.0%
Holdings Details
Diversified EUR ETF portfolio for EMU, USA, and Japan markets. Annual rebalancing for disciplined, long-term growth in major economies.
AssetTypeAllocationTER
GOLD-EUR.PA
Amundi Physical Gold ETC (C)FR0013416716
ETF
25.0%0.12%
PRAB.XETRA
Amundi Prime Euro Government Bond 0-1Y UCITS ETF AccLU2233156582
ETF
25.0%0.05%
SXRQ.XETRA
iShares Euro Government Bond 7-10yr UCITS ETF (Acc)IE00B3VTN290
ETF
8.4%0.15%
PRAZ.XETRA
Amundi Prime Eurozone UCITS ETF DR (C)LU2089238112
ETF
8.4%0.05%
7USH.XETRA
Amundi US Treasury Bond 7-10Y UCITS ETF EUR Hedged AccLU1407888137
ETF
8.3%0.06%
SXR4.XETRA
iShares MSCI USA UCITS ETF (Acc)IE00B52SFT06
ETF
8.3%0.03%
XJSE.XETRA
Xtrackers II Japan Government Bond UCITS ETF 1CLU0952581584
ETF
8.3%0.15%
UFMA.XETRA
UBS Core MSCI Japan UCITS ETF hEUR accLU1169822266
ETF
8.3%0.15%
Total100.0%0.09%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €14,137.01
Histogram of Monthly Returns
The portfolio had a positive return during 29 of the 37 months (78%)
Monthly Returns Heatmap
Best month: +4.1% • Worst month: -5.1% • Best year: 2025 (+15.9%) • Worst year: 2026 (+2.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.1%+3.0%-5.1%+1.0%--------+2.7%
2025+3.3%+0.4%-0.1%+0.3%+0.9%-0.8%+1.3%+0.9%+3.8%+2.9%+1.5%+0.4%+15.9%
2024+1.1%+1.0%+3.4%+0.1%+0.4%+1.1%+1.4%+0.6%+1.6%+1.3%+1.5%-0.3%+14.0%
2023----0.5%+1.2%-0.3%+0.8%-0.4%-1.4%+0.8%+2.2%+1.6%+4.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +6.69% • The longest drawdown period lasted for 5 months and was between June 2023 and November 2023. It reached a trough of -3.0%.

Detailed Metrics

Returns
Total Return
+41.37%
Annualized Return
+12.27%
Avg Monthly Return
+0.95%
Risk
Volatility (Annual)
+6.36%
Max Drawdown
+6.69%
Positive Months
78%
Average Drawdown
-1.0%
Risk-Adjusted
Sharpe Ratio
1.61
Risk-free rate: 2.0%
Sortino Ratio
1.56
Downside risk adjusted
Return/Volatility
1.93
Calmar Ratio
1.83
Return/Max Drawdown
Ulcer Index
1.23
Drawdown depth & duration
Martin Ratio
0.08
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
14,137.01
Backtest Period
2023-04-05 to 2026-04-02
3.0 years
Rebalancing
annual
Base Currency
EUR