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Curvo Growth Portfolio

To compare and backtesting of the Curvo.eu Growth Portfolio

Optimize
None Rebalancing
EUR
Moderate Risk
5.9yr backtest

Performance Summary

Total Return+94.36%
Annualized Return+12.03%
Volatility+13.33%
Sharpe Ratio0.75
Max Drawdown+20.44%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Curvo Growth Portfolio: A diversified ESG ETF portfolio with 80% developed and 20% emerging markets for long-term growth in EUR.
AssetTypeAllocationTER
IE00B5456744
Vanguard ESG Developed World All Cap Equity Index Fund EUR AccIE00B5456744
FUND
80.0%0.2%
IE00BKV0W243
Vanguard ESG Emerging Markets All Cap Equity Index Fund EUR AccIE00BKV0W243
FUND
20.0%0.25%
Total100.0%0.21%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €19,436.09
Histogram of Monthly Returns
The portfolio had a positive return during 44 of the 71 months (62%)
Monthly Returns Heatmap
Best month: +9.2% • Worst month: -8.1% • Best year: 2024 (+24.8%) • Worst year: 2022 (-17.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.3%+1.4%-5.9%+7.9%--------+4.3%
2025+2.7%-1.3%-8.1%-3.8%+6.0%+1.2%+3.9%+0.4%+3.3%+4.0%-0.9%-0.1%+6.7%
2024+1.8%+4.8%+2.8%-2.6%+2.4%+4.2%+0.6%+0.0%+1.9%+0.5%+6.5%-0.0%+24.8%
2023+6.0%-0.6%+0.3%-0.6%+3.4%+3.0%+2.8%-1.5%-1.9%-3.2%+6.3%+4.0%+18.8%
2022-4.6%-3.1%+2.5%-3.5%-2.1%-5.6%+9.2%-2.3%-7.5%+3.5%+3.6%-7.5%-17.1%
2021+0.9%+2.2%+5.1%+2.0%-0.5%+4.7%-0.0%+3.2%-2.6%+5.0%+0.4%+2.4%+24.7%
2020------1.0%+0.7%+4.7%-0.9%-0.9%+8.4%+2.6%+14.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +20.44% • The longest drawdown period lasted for 2 years and 2 months and was between November 2021 and January 2024. It reached a trough of -18.8%.

Detailed Metrics

Returns
Total Return
+94.36%
Annualized Return
+12.03%
Avg Monthly Return
+1.01%
Risk
Volatility (Annual)
+13.33%
Max Drawdown
+20.44%
Positive Months
62%
Average Drawdown
-6.0%
Risk-Adjusted
Sharpe Ratio
0.75
Risk-free rate: 2.0%
Sortino Ratio
0.71
Downside risk adjusted
Return/Volatility
0.90
Calmar Ratio
0.59
Return/Max Drawdown
Ulcer Index
7.56
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
19,436.09
Backtest Period
2020-06-09 to 2026-04-16
5.9 years
Rebalancing
none
Base Currency
EUR