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fondos combinados

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None Rebalancing
EUR
Low Risk
Multi-currency
5.5yr backtest

Performance Summary

Total Return+66.97%
Annualized Return+9.76%
Volatility+8.51%
Sharpe Ratio0.91
Max Drawdown+16.03%

Holdings

Asset Allocation

Asset Class

Equity 59.0%Bonds 41.0%
Holdings Details
Diversified 59% equity and 36% bond portfolio covering Europe, US, emerging markets, and Eurozone bonds for balanced growth.
AssetTypeAllocationTER
LU0830625769
Goldman Sachs Europe CORE Equity Portfolio R Acc EURLU0830625769
FUND
39.0%1.85%
LU2111936113
DWS Invest ESG Euro High Yield XCLU2111936113
FUND
13.0%0.6%
ES0170156006
Santalucía Renta Fija Corto Plazo Euro A FIES0170156006
FUND
8.0%0.5%
LU0555026250
Ing Euro Credit (Euro Agg. Credit)LU0555026250
FUND
5.0%0.8%
LU0335987698
Eurizon Ef Bond Eur Medium TermLU0335987698
FUND
5.0%0.55%
LU0935222652
EURO INFLATION-I/A EURLU0935222652
FUND
5.0%0.5%
SPPE.XETRA
State Street SPDR S&P 500 UCITS ETF EUR HedgedIE00BYYW2V44
ETF
5.0%0.05%
LU2207970232
Aperture Investors SICAV - European Innovation Fund DX EUR AccLU2207970232
FUND
5.0%1%
LU1005412207
AB - Emerging Markets Low Volatility Equity Portfolio A USD AccLU1005412207
FUND
5.0%1.9%
IE00BXNT0R19
Cullen Emerging Markets High Dividend Fund Class I1 GBP (Unhedged) Institutional DistributingIE00BXNT0R19
FUND
5.0%1.25%
LU1199649895
Bond Short Term EUR T1 Class ZLU1199649895
FUND
5.0%0.3%
Total100.0%1.16%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €16,697.15
Histogram of Monthly Returns
The portfolio had a positive return during 47 of the 67 months (70%)
Monthly Returns Heatmap
Best month: +5.3% • Worst month: -6.6% • Best year: 2025 (+16.2%) • Worst year: 2022 (-10.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.3%+3.1%-5.2%+4.0%+3.5%+0.5%------+10.1%
2025+3.5%+1.7%-2.1%-0.5%+4.7%-0.3%+0.8%+0.6%+2.0%+2.4%+0.3%+2.1%+16.2%
2024+1.8%+2.4%+2.9%-1.0%+2.4%+0.7%+0.6%+1.1%+0.2%-1.9%+1.7%+0.0%+11.4%
2023+4.3%+0.9%+0.1%+0.8%-0.2%+2.0%+1.2%-0.9%-0.8%-2.3%+4.9%+2.9%+13.4%
2022-2.8%-2.5%+1.9%-1.3%-1.3%-6.6%+5.3%-2.9%-5.4%+3.3%+4.2%-2.5%-10.7%
2021+0.3%+1.7%+3.9%+0.8%+1.7%+1.3%+1.3%+1.1%-2.3%+1.9%-0.3%+2.8%+14.9%
2020-----------+0.7%+0.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +16.03% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -16.0%.

Detailed Metrics

Returns
Total Return
+66.97%
Annualized Return
+9.76%
Avg Monthly Return
+0.80%
Risk
Volatility (Annual)
+8.51%
Max Drawdown
+16.03%
Positive Months
70%
Average Drawdown
-3.7%
Risk-Adjusted
Sharpe Ratio
0.91
Risk-free rate: 2.0%
Sortino Ratio
0.82
Downside risk adjusted
Return/Volatility
1.15
Calmar Ratio
0.61
Return/Max Drawdown
Ulcer Index
4.82
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
16,697.15
Backtest Period
2020-12-23 to 2026-06-26
5.5 years
Rebalancing
none
Base Currency
EUR
fondos combinados | +9.8% CAGR | ETF Backtest