HomePortfoliosCARTERA PERMANENTE MOMENTUM

CARTERA PERMANENTE MOMENTUM

Momentum strategy with samll caps

Optimize
Annual Rebalancing
EUR
Low Risk
6.8yr backtest

Performance Summary

Total Return+70.54%
Annualized Return+8.11%
Volatility+6.59%
Sharpe Ratio0.93
Max Drawdown+12.49%

Holdings

Asset Allocation

Asset Class

Bonds 25.0%Money Market 25.0%Precious Metals 25.0%Equity 25.0%
Holdings Details
Maximize long term returns with this momentum portfolio, combining European small cap value ETFs, gold, cash and bonds for a resilient and diversified strategy
AssetTypeAllocationTER
SXRQ.XETRA
iShares Euro Government Bond 7-10yr UCITS ETF (Acc)IE00B3VTN290
ETF
25.0%0.15%
PJEU.XETRA
Invesco Euro Cash 3 Months UCITS ETF AccIE00B3BPCH51
ETF
25.0%0.09%
GOLD-EUR.PA
Amundi Physical Gold ETC (C)FR0013416716
ETF
25.0%0.12%
CEMR.XETRA
iShares Edge MSCI Europe Momentum Factor UCITS ETFIE00BQN1K786
ETF
17.5%0.25%
ZPRX.XETRA
SPDR MSCI Europe Small Cap Value Weighted UCITS ETFIE00BSPLC298
ETF
7.5%0.3%
Total100.0%0.16%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €17,054.45
Histogram of Monthly Returns
The portfolio had a positive return during 58 of the 84 months (69%)
Monthly Returns Heatmap
Best month: +5.1% • Worst month: -5.7% • Best year: 2025 (+19.1%) • Worst year: 2022 (-7.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+5.1%+2.4%-5.7%+1.1%--------+2.6%
2025+3.8%+1.5%+0.2%+1.3%+1.4%-0.8%+1.2%+0.5%+3.6%+2.1%+1.6%+1.2%+19.1%
2024+0.6%+0.5%+4.0%+0.7%+1.2%+0.0%+1.9%+0.6%+1.7%+1.0%+1.3%-0.6%+13.5%
2023+2.9%-0.6%+1.7%+0.7%-0.2%-0.7%+0.9%-0.3%-1.6%+1.3%+2.4%+1.9%+8.7%
2022-1.9%+0.1%+0.7%-0.5%-2.1%-2.1%+2.2%-2.7%-2.6%+0.7%+2.5%-1.6%-7.3%
2021-0.4%-1.6%+2.2%+0.9%+1.9%-1.1%+2.0%+0.5%-1.4%+1.2%+0.1%+1.6%+6.1%
2020+2.0%-1.4%-3.5%+3.3%+1.1%+1.3%+1.8%+0.0%-0.2%-0.7%+0.0%+2.2%+5.9%
2019----+0.2%+3.1%+1.3%+2.7%-0.4%+0.3%-0.1%+1.2%+8.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +12.49% • The longest drawdown period lasted for 2 years and 2 months and was between November 2021 and January 2024. It reached a trough of -10.4%.

Detailed Metrics

Returns
Total Return
+70.54%
Annualized Return
+8.11%
Avg Monthly Return
+0.65%
Risk
Volatility (Annual)
+6.59%
Max Drawdown
+12.49%
Positive Months
69%
Average Drawdown
-2.7%
Risk-Adjusted
Sharpe Ratio
0.93
Risk-free rate: 2.0%
Sortino Ratio
0.85
Downside risk adjusted
Return/Volatility
1.23
Calmar Ratio
0.65
Return/Max Drawdown
Ulcer Index
3.43
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
17,054.45
Backtest Period
2019-05-28 to 2026-04-02
6.8 years
Rebalancing
annual
Base Currency
EUR