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fondos agresivos

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None Rebalancing
EUR
Moderate Risk
Multi-currency
4.3yr backtest

Performance Summary

Total Return+80.36%
Annualized Return+14.70%
Volatility+12.48%
Sharpe Ratio1.02
Max Drawdown+16.47%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global equity portfolio blending US, European, and emerging markets growth for a balanced international investment strategy.
AssetTypeAllocationTER
LU1005412207
AB - Emerging Markets Low Volatility Equity Portfolio A USD AccLU1005412207
FUND
20.0%1.9%
LU2207970232
Aperture Investors SICAV - European Innovation Fund DX EUR AccLU2207970232
FUND
20.0%1%
LU0830625769
Goldman Sachs Europe CORE Equity Portfolio R Acc EURLU0830625769
FUND
20.0%1.85%
SPPE.XETRA
State Street SPDR S&P 500 UCITS ETF EUR HedgedIE00BYYW2V44
ETF
20.0%0.05%
LU0232528728
AB FCP I - Emerging Markets Growth Portfolio I EURLU0232528728
FUND
20.0%1.95%
Total100.0%1.35%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €18,036.05
Histogram of Monthly Returns
The portfolio had a positive return during 34 of the 52 months (65%)
Monthly Returns Heatmap
Best month: +9.3% • Worst month: -7.8% • Best year: 2025 (+18.8%) • Worst year: 2022 (-4.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+5.8%+4.3%-7.2%+9.3%+5.7%+0.1%------+18.4%
2025+3.7%+0.3%-3.5%-1.0%+5.8%+1.7%+1.4%+0.8%+3.2%+3.7%-0.7%+2.2%+18.8%
2024+1.6%+5.0%+3.2%-1.5%+2.6%+3.2%-0.7%+0.4%+1.3%-1.9%+2.1%+0.5%+16.6%
2023+6.8%-0.7%+1.0%-0.5%+0.6%+3.1%+2.0%-2.4%-1.8%-3.6%+6.9%+3.3%+15.2%
2022--+8.4%-2.2%-1.6%-6.3%+5.4%-2.4%-7.8%+1.4%+6.0%-4.2%-4.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +16.47% • The longest drawdown period lasted for 1 year and 9 months and was between April 2022 and January 2024. It reached a trough of -16.5%.

Detailed Metrics

Returns
Total Return
+80.36%
Annualized Return
+14.70%
Avg Monthly Return
+1.21%
Risk
Volatility (Annual)
+12.48%
Max Drawdown
+16.47%
Positive Months
65%
Average Drawdown
-4.7%
Risk-Adjusted
Sharpe Ratio
1.02
Risk-free rate: 2.0%
Sortino Ratio
0.94
Downside risk adjusted
Return/Volatility
1.18
Calmar Ratio
0.89
Return/Max Drawdown
Ulcer Index
5.82
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
18,036.05
Backtest Period
2022-03-08 to 2026-06-26
4.3 years
Rebalancing
none
Base Currency
EUR
fondos agresivos | +14.7% CAGR | ETF Backtest