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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
3.1yr backtest

Performance Summary

Total Return+45.39%
Annualized Return+12.88%
Volatility+8.49%
Sharpe Ratio1.28
Max Drawdown+13.51%

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 €14,539.01
Histogram of Monthly Returns
The portfolio had a positive return during 27 of the 38 months (71%)
Monthly Returns Heatmap
Best month: +4.5% • Worst month: -4.7% • Best year: 2024 (+18.7%) • Worst year: 2026 (+2.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.0%+2.6%-4.7%+2.9%--------+2.6%
2025+3.2%-1.1%-4.1%-2.1%+3.2%+0.3%+3.3%+0.2%+3.1%+3.4%+0.4%+0.4%+10.3%
2024+1.9%+1.8%+3.4%-0.9%+0.7%+3.2%+1.0%-0.0%+1.8%+0.9%+4.5%-0.9%+18.7%
2023--+0.6%-0.3%+1.6%+1.4%+1.5%-0.4%-1.7%-1.7%+4.1%+3.1%+8.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +13.51% • The longest drawdown period lasted for 7 months and was between February 2025 and September 2025. It reached a trough of -13.5%.

Detailed Metrics

Returns
Total Return
+45.39%
Annualized Return
+12.88%
Avg Monthly Return
+1.01%
Risk
Volatility (Annual)
+8.49%
Max Drawdown
+13.51%
Positive Months
71%
Average Drawdown
-1.8%
Risk-Adjusted
Sharpe Ratio
1.28
Risk-free rate: 2.0%
Sortino Ratio
1.23
Downside risk adjusted
Return/Volatility
1.52
Calmar Ratio
0.95
Return/Max Drawdown
Ulcer Index
2.58
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
14,539.01
Backtest Period
2023-03-09 to 2026-04-10
3.1 years
Rebalancing
annual
Base Currency
EUR
Crescita Protetta | +12.9% CAGR | ETF Backtest