Fineco 2

ipotesi

Optimize
Quarterly Rebalancing
EUR
Moderate Risk
7.0yr backtest

Performance Summary

Total Return+79.98%
Annualized Return+8.81%
Volatility+12.57%
Sharpe Ratio0.54
Max Drawdown+27.66%

Holdings

Asset Allocation

Asset Class

Equity 80.0%Bonds 20.0%
Holdings Details
Fineco 2: Diversified global ETF portfolio blending world equities, eurozone bonds, and ESG stocks with quarterly rebalancing for balanced EUR-based investing.
AssetTypeAllocationTER
IWDA.AS
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
60.0%0.2%
VGEA.XETRA
Vanguard EUR Eurozone Government Bond UCITS ETF AccumulatingIE00BH04GL39
ETF
20.0%0.07%
EDM6.XETRA
iShares MSCI Europe ESG Enhanced CTB UCITS ETF EUR (Acc)IE00BHZPJ783
ETF
20.0%0.12%
Total100.0%0.16%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €17,998.04
Histogram of Monthly Returns
The portfolio had a positive return during 55 of the 85 months (65%)
Monthly Returns Heatmap
Best month: +8.6% • Worst month: -9.7% • Best year: 2021 (+23.4%) • Worst year: 2022 (-14.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.1%+1.9%-5.2%+1.8%---------0.5%
2025+3.5%-0.8%-6.0%-2.0%+4.7%+0.1%+3.0%-0.1%+1.9%+3.4%-0.0%+0.5%+7.9%
2024+2.4%+2.4%+3.2%-1.7%+1.4%+2.9%+0.8%+0.2%+1.1%-0.2%+5.2%-0.8%+18.0%
2023+4.8%+0.2%+0.6%+0.6%+1.2%+2.6%+1.7%-0.8%-1.8%-2.6%+5.4%+3.8%+16.4%
2022-4.0%-2.4%+2.6%-2.5%-2.7%-5.7%+8.6%-3.4%-5.4%+3.7%+2.2%-5.0%-14.1%
2021-0.0%+2.0%+5.1%+1.5%+0.4%+3.2%+1.9%+2.1%-2.0%+3.9%+0.3%+3.0%+23.4%
2020+0.7%-6.7%-9.7%+7.3%+2.2%+1.9%-0.1%+3.9%-0.7%-2.4%+8.4%+1.7%+5.2%
2019---+1.0%-2.7%+2.5%+2.7%-0.6%+2.4%-0.1%+3.3%+0.8%+9.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +27.66% • The longest drawdown period lasted for 2 years and was between January 2022 and January 2024. It reached a trough of -16.4%.

Detailed Metrics

Returns
Total Return
+79.98%
Annualized Return
+8.81%
Avg Monthly Return
+0.75%
Risk
Volatility (Annual)
+12.57%
Max Drawdown
+27.66%
Positive Months
65%
Average Drawdown
-5.1%
Risk-Adjusted
Sharpe Ratio
0.54
Risk-free rate: 2.0%
Sortino Ratio
0.49
Downside risk adjusted
Return/Volatility
0.70
Calmar Ratio
0.32
Return/Max Drawdown
Ulcer Index
6.53
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
17,998.04
Backtest Period
2019-04-16 to 2026-04-02
7.0 years
Rebalancing
quarterly
Base Currency
EUR
Fineco 2 | +8.8% CAGR | ETF Backtest