HomePortfoliosCartera Permanente Modificada

Cartera Permanente Modificada

modificada

Optimize
Annual Rebalancing
EUR
Low Risk
6.2yr backtest

Performance Summary

Total Return+63.74%
Annualized Return+8.29%
Volatility+8.66%
Sharpe Ratio0.73
Max Drawdown+16.39%

Holdings

Asset Allocation

Asset Class

Equity 48.0%Bonds 20.0%Precious Metals 20.0%Money Market 12.0%
Holdings Details
Maximize long-term stability with the Cartera Permanente Modificada, diversified EUR portfolio using ETFs to balance Eurozone stocks, gold, and government bonds
AssetTypeAllocationTER
PRAZ.XETRA
Amundi Prime Eurozone UCITS ETF DR (C)LU2089238112
ETF
28.0%0.05%
SXRQ.XETRA
iShares Euro Government Bond 7-10yr UCITS ETF (Acc)IE00B3VTN290
ETF
20.0%0.15%
GOLD.PA
Amundi Physical Gold ETC (C)FR0013416716
ETF
20.0%0.12%
PJEU.XETRA
Invesco Euro Cash 3 Months UCITS ETF AccIE00B3BPCH51
ETF
12.0%0.09%
5MVL.XETRA
iShares Edge MSCI EM Value Factor UCITS ETF USD (Acc)IE00BG0SKF03
ETF
12.0%0.4%
SXRJ.XETRA
iShares MSCI EMU Small Cap UCITS ETF (Acc)IE00B3VWMM18
ETF
8.0%0.58%
Total100.0%0.17%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €16,373.5
Histogram of Monthly Returns
The portfolio had a positive return during 50 of the 76 months (66%)
Monthly Returns Heatmap
Best month: +5.7% • Worst month: -9.4% • Best year: 2025 (+22.0%) • Worst year: 2022 (-8.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+5.7%+3.8%-6.9%+1.2%--------+3.4%
2025+4.6%+1.4%-0.3%+0.3%+2.8%-0.2%+1.5%+0.4%+3.9%+3.5%+1.1%+1.3%+22.0%
2024+0.5%+1.4%+3.9%+0.6%+1.5%-0.4%+1.2%+0.6%+2.0%-0.1%+0.7%+0.0%+12.7%
2023+5.5%-0.5%+1.6%+0.3%-0.2%+0.7%+1.8%-1.5%-2.0%-0.3%+4.1%+2.6%+12.4%
2022-1.6%-0.9%+0.0%-0.8%-1.2%-4.8%+3.6%-3.1%-4.3%+1.8%+5.0%-2.3%-8.7%
2021+0.0%+0.6%+3.7%+1.2%+2.1%-0.3%+0.9%+1.2%-2.0%+1.4%-0.7%+2.5%+11.0%
2020-1.5%-1.4%-9.4%+4.2%+1.4%+2.7%+2.7%-0.6%+0.1%-2.8%+4.8%+2.0%+1.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +16.39% • The longest drawdown period lasted for 2 years and was between November 2021 and December 2023. It reached a trough of -14.2%.

Detailed Metrics

Returns
Total Return
+63.74%
Annualized Return
+8.29%
Avg Monthly Return
+0.69%
Risk
Volatility (Annual)
+8.66%
Max Drawdown
+16.39%
Positive Months
66%
Average Drawdown
-3.6%
Risk-Adjusted
Sharpe Ratio
0.73
Risk-free rate: 2.0%
Sortino Ratio
0.66
Downside risk adjusted
Return/Volatility
0.96
Calmar Ratio
0.51
Return/Max Drawdown
Ulcer Index
4.66
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
16,373.5
Backtest Period
2020-01-22 to 2026-04-02
6.2 years
Rebalancing
annual
Base Currency
EUR