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fondos agresivos

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None Rebalancing
EUR
Moderate Risk
Multi-currency
5.6yr backtest

Performance Summary

Total Return+101.86%
Annualized Return+13.47%
Volatility+11.96%
Sharpe Ratio0.96
Max Drawdown+18.79%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified equity portfolio focused on Europe and Emerging Markets, with a strategic allocation to US equities via an ETF for global growth.
AssetTypeAllocationTER
LU0830625769
Goldman Sachs Europe CORE Equity Portfolio R Acc EURLU0830625769
FUND
57.0%1.85%
IE00BXNT0R19
Cullen Emerging Markets High Dividend Fund Class I1 GBP (Unhedged) Institutional DistributingIE00BXNT0R19
FUND
28.0%1.25%
LU1005412207
AB - Emerging Markets Low Volatility Equity Portfolio A USD AccLU1005412207
FUND
5.0%1.9%
LU2207970232
Aperture Investors SICAV - European Innovation Fund DX EUR AccLU2207970232
FUND
5.0%1%
SPPE.XETRA
State Street SPDR S&P 500 UCITS ETF EUR HedgedIE00BYYW2V44
ETF
5.0%0.05%
Total100.0%1.55%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €20,185.83
Histogram of Monthly Returns
The portfolio had a positive return during 45 of the 68 months (66%)
Monthly Returns Heatmap
Best month: +6.6% • Worst month: -8.6% • Best year: 2021 (+21.8%) • Worst year: 2022 (-12.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+6.6%+4.9%-7.2%+5.6%+4.9%+1.1%-0.5%-----+15.7%
2025+4.1%+1.7%-2.5%-1.8%+6.6%-0.6%+1.4%+0.6%+3.4%+3.6%-0.0%+2.8%+20.7%
2024+2.7%+3.8%+3.8%-1.0%+2.6%+0.9%-0.3%+0.8%+0.2%-2.6%+1.9%+0.6%+14.0%
2023+6.3%+1.3%-0.1%+0.4%+0.0%+3.2%+1.8%-1.7%-0.7%-4.1%+6.6%+3.7%+17.5%
2022-3.7%-3.2%+2.8%-0.9%-1.1%-8.6%+5.9%-2.9%-6.6%+3.4%+5.8%-3.3%-12.7%
2021+0.1%+3.4%+6.0%+1.0%+2.3%+2.1%+0.5%+1.9%-3.2%+2.5%-0.7%+4.1%+21.8%
2020-----------+1.6%+1.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +18.79% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -18.8%.

Detailed Metrics

Returns
Total Return
+101.86%
Annualized Return
+13.47%
Avg Monthly Return
+1.09%
Risk
Volatility (Annual)
+11.96%
Max Drawdown
+18.79%
Positive Months
66%
Average Drawdown
-4.3%
Risk-Adjusted
Sharpe Ratio
0.96
Risk-free rate: 2.0%
Sortino Ratio
0.86
Downside risk adjusted
Return/Volatility
1.13
Calmar Ratio
0.72
Return/Max Drawdown
Ulcer Index
5.61
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
20,185.83
Backtest Period
2020-12-23 to 2026-07-15
5.6 years
Rebalancing
none
Base Currency
EUR
fondos agresivos | +13.5% CAGR | ETF Backtest