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Finanzas con Luis Portafolio Youtube 3 variante

Optimize
None Rebalancing
EUR
Moderate Risk
8.0yr backtest

Performance Summary

Total Return+159.65%
Annualized Return+12.61%
Volatility+17.55%
Sharpe Ratio0.60
Max Drawdown+33.23%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global ETF portfolio blending MSCI World, Nasdaq 100, and emerging markets for balanced, long-term growth potential.
AssetTypeAllocationTER
XDWD.LSE
Xtrackers MSCI World UCITS ETF 1CIE00BJ0KDQ92
ETF
40.0%0.12%
IWVL.LSE
iShares Edge MSCI World Value Factor UCITS ETFIE00BP3QZB59
ETF
30.0%0.25%
CNDX.LSE
iShares Nasdaq 100 UCITS ETF (Acc)IE00B53SZB19
ETF
20.0%0.3%
EIMI.LSE
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)IE00BKM4GZ66
ETF
5.0%0.18%
WSML.LSE
iShares MSCI World Small Cap UCITS ETFIE00BF4RFH31
ETF
5.0%0.35%
Total100.0%0.21%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €25,965.15
Histogram of Monthly Returns
The portfolio had a positive return during 67 of the 98 months (68%)
Monthly Returns Heatmap
Best month: +12.5% • Worst month: -10.6% • Best year: 2023 (+30.7%) • Worst year: 2022 (-21.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.9%+0.7%-7.5%+7.4%--------+3.0%
2025+3.4%-2.5%-4.4%+1.0%+7.2%+5.1%+2.0%+2.1%+3.6%+3.6%+0.0%+1.7%+24.7%
2024+1.0%+3.0%+3.5%-3.3%+3.0%+3.9%+0.7%+1.0%+2.4%-1.5%+3.9%-1.1%+17.5%
2023+7.9%-1.2%+3.3%+1.1%+1.1%+6.6%+3.8%-2.1%-3.7%-3.9%+9.4%+6.0%+30.7%
2022-6.2%-1.6%+2.9%-8.3%-1.5%-8.8%+6.9%-3.1%-8.5%+4.4%+4.7%-2.7%-21.1%
2021+0.9%+2.4%+3.0%+3.9%+1.3%+1.7%+1.3%+2.6%-3.3%+4.0%-1.0%+3.7%+22.1%
2020-0.5%-9.1%-10.6%+9.4%+3.9%+3.8%+4.0%+7.7%-3.2%-3.2%+12.5%+5.1%+18.4%
2019+8.0%+2.6%+0.9%+3.3%-6.5%+6.3%+1.6%-3.9%+2.9%+3.1%+3.1%+3.0%+26.3%
2018--+0.0%+2.1%+0.1%-0.4%+2.5%+1.2%+0.8%-7.8%+0.3%-7.0%-8.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.23% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -27.9%.

Detailed Metrics

Returns
Total Return
+159.65%
Annualized Return
+12.61%
Avg Monthly Return
+1.08%
Risk
Volatility (Annual)
+17.55%
Max Drawdown
+33.23%
Positive Months
68%
Average Drawdown
-6.3%
Risk-Adjusted
Sharpe Ratio
0.60
Risk-free rate: 2.0%
Sortino Ratio
0.56
Downside risk adjusted
Return/Volatility
0.72
Calmar Ratio
0.38
Return/Max Drawdown
Ulcer Index
8.65
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
25,965.15
Backtest Period
2018-03-29 to 2026-04-10
8.0 years
Rebalancing
none
Base Currency
EUR
Finanzas con Luis Portafolio Youtube 3 variante