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Crescita Protetta

L'obiettivo è crescita ma con protezione nelle varie fasi macroeconomiche. Il target per il drawdown è 25%

Optimize
Annual Rebalancing
EUR
Low Risk
Multi-currency
3.1yr backtest

Performance Summary

Total Return+46.94%
Annualized Return+13.03%
Volatility+8.62%
Sharpe Ratio1.28
Max Drawdown+14.26%

Holdings

Asset Allocation

Asset Class

Equity 60.0%Bonds 30.0%Precious Metals 10.0%
Holdings Details
Diversified ETF portfolio for growth with protection. Combines global stocks, government bonds, TIPS, and gold to target a 25% max drawdown.
AssetTypeAllocationTER
IMIE.PA
SPDR MSCI All Country World Investable Market UCITS ETF (Acc)IE00B3YLTY66
ETF
60.0%0.17%
VGEA.XETRA
Vanguard EUR Eurozone Government Bond UCITS ETF AccumulatingIE00BH04GL39
ETF
15.0%0.07%
ITPS.SW
iShares USD TIPS UCITS ETF USD (Acc)IE00B1FZSC47
ETF
10.0%0.1%
8PSG.F
Invesco Physical Gold ETCIE00B579F325
ETF
10.0%0.12%
VAGT.XETRA
Vanguard USD Treasury Bond UCITS ETF AccumulatingIE00BGYWFS63
ETF
5.0%0.05%
Total100.0%0.14%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €14,693.73
Histogram of Monthly Returns
The portfolio had a positive return during 26 of the 38 months (68%)
Monthly Returns Heatmap
Best month: +4.9% • Worst month: -4.5% • Best year: 2024 (+19.4%) • Worst year: 2026 (+4.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.8%+2.7%-4.5%+4.9%--------+4.7%
2025+3.2%-1.1%-4.5%-2.6%+3.2%-0.1%+3.5%+0.1%+3.1%+3.5%+0.3%+0.3%+9.0%
2024+2.2%+1.8%+3.4%-0.8%+0.5%+3.3%+0.9%-0.2%+1.7%+1.2%+4.8%-0.7%+19.4%
2023--+0.4%-0.5%+1.9%+1.3%+1.4%-0.3%-1.5%-1.7%+3.8%+3.0%+7.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +14.26% • The longest drawdown period lasted for 7 months and was between February 2025 and September 2025. It reached a trough of -14.3%.

Detailed Metrics

Returns
Total Return
+46.94%
Annualized Return
+13.03%
Avg Monthly Return
+1.04%
Risk
Volatility (Annual)
+8.62%
Max Drawdown
+14.26%
Positive Months
68%
Average Drawdown
-2.0%
Risk-Adjusted
Sharpe Ratio
1.28
Risk-free rate: 2.0%
Sortino Ratio
1.24
Downside risk adjusted
Return/Volatility
1.51
Calmar Ratio
0.91
Return/Max Drawdown
Ulcer Index
2.84
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
14,693.73
Backtest Period
2023-03-09 to 2026-04-30
3.1 years
Rebalancing
annual
Base Currency
EUR