HomePortfoliosCARTERA PERMANENTE EU-USA Sin Small Caps

CARTERA PERMANENTE EU-USA Sin Small Caps

No small caps

Created byuser-u6btuh
Optimize
Annual Rebalancing
EUR
Low Risk
3.0yr backtest

Performance Summary

Total Return+40.81%
Annualized Return+12.12%
Volatility+7.25%
Sharpe Ratio1.40
Max Drawdown+6.80%

Holdings

Asset Allocation

Asset Class

Money Market 25.0%Precious Metals 25.0%Bonds 25.0%Equity 25.0%
Holdings Details
Diversified EU-USA ETF portfolio with gold, bonds and equities. Annual rebalancing strategy for balanced long-term wealth building without small caps.
AssetTypeAllocationTER
PJEU.XETRA
Invesco Euro Cash 3 Months UCITS ETF Acc • IE00B3BPCH51
ETF
25.0%0.09%
8PSG.F
Invesco Physical Gold ETC • IE00B579F325
ETF
25.0%0.12%
SXRQ.XETRA
iShares Euro Government Bond 7-10yr UCITS ETF (Acc) • IE00B3VTN290
ETF
12.5%0.15%
LYP6.XETRA
Amundi Core Stoxx Europe 600 UCITS ETF Acc • LU0908500753
ETF
12.5%0.07%
7USH.XETRA
Amundi US Treasury Bond 7-10Y UCITS ETF EUR Hedged Acc • LU1407888137
ETF
12.5%0.06%
SXR4.XETRA
iShares MSCI USA UCITS ETF (Acc) • IE00B52SFT06
ETF
12.5%0.03%
Total100.0%0.09%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €14,081.23
Histogram of Monthly Returns
The portfolio had a positive return during 30 of the 37 months (81%)
Monthly Returns Heatmap
Best month: +3.9% • Worst month: -4.8% • Best year: 2025 (+16.7%) • Worst year: 2026 (+1.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.8%+3.1%-4.8%+0.5%--------+1.5%
2025+3.9%+0.6%-0.7%+0.4%+0.9%-0.5%+1.6%+0.6%+3.5%+3.0%+1.3%+1.1%+16.7%
2024+1.0%+0.6%+3.2%+0.3%+0.8%+1.3%+1.3%+1.3%+1.5%+1.3%+1.6%-0.7%+14.4%
2023----0.6%+1.0%-0.5%+0.6%+0.2%-1.7%+0.5%+2.4%+2.0%+3.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +6.80% • The longest drawdown period lasted for 5 months and was between June 2023 and November 2023. It reached a trough of -2.9%.

Detailed Metrics

Returns
Total Return
+40.81%
Annualized Return
+12.12%
Avg Monthly Return
+0.94%
Risk
Volatility (Annual)
+7.25%
Max Drawdown
+6.80%
Positive Months
81%
Average Drawdown
-1.0%
Risk-Adjusted
Sharpe Ratio
1.40
Risk-free rate: 2.0%
Sortino Ratio
1.34
Downside risk adjusted
Return/Volatility
1.67
Calmar Ratio
1.78
Return/Max Drawdown
Ulcer Index
1.22
Drawdown depth & duration
Martin Ratio
0.08
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€14,081.23
Backtest Period
2023-04-05 to 2026-04-02
3.0 years
Rebalancing
annual
Base Currency
EUR