HomePortfoliosCARTERA PERMANENTE SIN SMALL CAPS

CARTERA PERMANENTE SIN SMALL CAPS

sin small caps

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Annual Rebalancing
EUR
Low Risk
6.8yr backtest

Performance Summary

Total Return+65.80%
Annualized Return+7.66%
Volatility+6.42%
Sharpe Ratio0.88
Max Drawdown+12.38%

Holdings

Asset Allocation

Asset Class

Equity 25.0%Money Market 25.0%Bonds 25.0%Precious Metals 25.0%
Holdings Details
Diversified EUR portfolio with 25% each in cash, European equities, bonds, and gold. Annual rebalancing, no small caps, balanced risk allocation.
AssetTypeAllocationTER
LYP6.XETRA
Amundi Core Stoxx Europe 600 UCITS ETF AccLU0908500753
ETF
25.0%0.07%
PJEU.XETRA
Invesco Euro Cash 3 Months UCITS ETF AccIE00B3BPCH51
ETF
25.0%0.09%
SXRQ.XETRA
iShares Euro Government Bond 7-10yr UCITS ETF (Acc)IE00B3VTN290
ETF
25.0%0.15%
GOLD-EUR.PA
Amundi Physical Gold ETC (C)FR0013416716
ETF
25.0%0.12%
Total100.0%0.11%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €16,580.26
Histogram of Monthly Returns
The portfolio had a positive return during 58 of the 84 months (69%)
Monthly Returns Heatmap
Best month: +4.6% • Worst month: -5.3% • Best year: 2025 (+17.6%) • Worst year: 2022 (-6.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.6%+2.9%-5.3%+0.9%--------+2.8%
2025+3.7%+1.5%+0.0%+0.8%+1.2%-1.3%+1.0%+0.8%+3.5%+2.6%+1.7%+0.9%+17.6%
2024+0.4%+0.3%+3.6%+0.6%+0.9%+0.2%+1.8%+0.8%+1.6%+0.8%+0.9%-0.7%+11.7%
2023+3.4%-0.9%+2.2%+0.4%+0.2%-0.7%+1.0%-0.4%-1.7%+1.1%+2.3%+2.2%+9.3%
2022-1.4%+0.1%+0.5%-0.2%-2.0%-2.2%+2.8%-2.9%-2.6%+0.7%+2.9%-1.8%-6.2%
2021-0.7%-1.6%+2.3%+0.6%+2.2%-0.5%+1.7%+0.4%-1.5%+1.3%+0.3%+1.8%+6.3%
2020+1.5%-1.8%-3.5%+3.1%+0.8%+1.4%+1.6%-0.0%-0.5%-0.9%+0.7%+1.7%+3.9%
2019----+0.2%+3.1%+1.4%+2.4%-0.2%+0.2%-0.1%+1.0%+8.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +12.38% • The longest drawdown period lasted for 2 years and was between November 2021 and November 2023. It reached a trough of -9.2%.

Detailed Metrics

Returns
Total Return
+65.80%
Annualized Return
+7.66%
Avg Monthly Return
+0.62%
Risk
Volatility (Annual)
+6.42%
Max Drawdown
+12.38%
Positive Months
69%
Average Drawdown
-2.2%
Risk-Adjusted
Sharpe Ratio
0.88
Risk-free rate: 2.0%
Sortino Ratio
0.82
Downside risk adjusted
Return/Volatility
1.19
Calmar Ratio
0.62
Return/Max Drawdown
Ulcer Index
2.77
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
16,580.26
Backtest Period
2019-05-28 to 2026-04-02
6.8 years
Rebalancing
annual
Base Currency
EUR