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
3.1yr backtest

Performance Summary

Total Return+43.75%
Annualized Return+12.46%
Volatility+6.64%
Sharpe Ratio1.58
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 €14,374.66
Histogram of Monthly Returns
The portfolio had a positive return during 30 of the 38 months (79%)
Monthly Returns Heatmap
Best month: +4.0% • Worst month: -4.8% • Best year: 2025 (+16.6%) • Worst year: 2026 (+3.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.9%+3.1%-4.8%+1.9%+0.6%-------+3.4%
2025+3.6%+0.4%-0.1%+0.1%+1.0%-0.7%+1.6%+0.7%+4.0%+2.6%+1.3%+1.1%+16.6%
2024+1.0%+0.4%+3.5%+0.7%+0.6%+1.3%+1.5%+0.9%+1.6%+1.4%+1.3%-0.5%+14.5%
2023----0.2%+0.8%-0.6%+0.7%-0.2%-1.6%+0.8%+2.5%+1.7%+4.1%
> +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 -2.8%.

Detailed Metrics

Returns
Total Return
+43.75%
Annualized Return
+12.46%
Avg Monthly Return
+0.97%
Risk
Volatility (Annual)
+6.64%
Max Drawdown
+6.80%
Positive Months
79%
Average Drawdown
-1.0%
Risk-Adjusted
Sharpe Ratio
1.58
Risk-free rate: 2.0%
Sortino Ratio
1.55
Downside risk adjusted
Return/Volatility
1.88
Calmar Ratio
1.83
Return/Max Drawdown
Ulcer Index
1.35
Drawdown depth & duration
Martin Ratio
0.08
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€14,374.66
Backtest Period
2023-04-05 to 2026-05-08
3.1 years
Rebalancing
annual
Base Currency
EUR