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fondos conservadores

Created byuser-eols0j
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None Rebalancing
EUR
Low Risk
6.6yr backtest

Performance Summary

Total Return+0.04%
Annualized Return+0.01%
Volatility+5.39%
Sharpe Ratio-0.37
Max Drawdown+16.42%

Holdings

Asset Allocation

Asset Class

Bonds 80.0%Equity 20.0%
Holdings Details
A diversified 80% bond & 20% equity portfolio with global low-volatility stocks and Eurozone, inflation-linked, and corporate bonds.
AssetTypeAllocationTER
FI4000411152
Evli Corporate Bond IA TR in GB • FI4000411152
FUND
20.0%0.5%
IE00BZCNTX72
AEGON-EUR GOVRNM BD-EUR IACC • IE00BZCNTX72
FUND
20.0%0.35%
LU0251661244
AXA World Funds - Euro 10 + LT A Distribution EUR • LU0251661244
FUND
20.0%0.85%
FR0011153378
CM-AM Inflation RC • FR0011153378
FUND
20.0%1.2%
IQQ0.XETRA
iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) • IE00B8FHGS14
ETF
20.0%0.3%
Total100.0%0.64%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €10,003.68
Histogram of Monthly Returns
The portfolio had a positive return during 48 of the 80 months (60%)
Monthly Returns Heatmap
Best month: +5.2% • Worst month: -6.3% • Best year: 2023 (+5.8%) • Worst year: 2022 (-14.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.4%+2.2%-3.1%+0.3%+1.1%+0.8%------+1.7%
2025+1.3%+1.0%-2.8%-0.1%+0.5%-0.8%+0.4%-0.5%+0.3%+0.6%+0.5%-1.2%-0.7%
2024+0.8%-0.5%+0.8%-1.5%-0.1%+0.8%+2.6%+0.6%+0.8%-0.3%+3.3%-2.4%+4.9%
2023+1.6%-1.4%+1.0%+0.4%+0.2%+0.1%+0.3%+0.2%-2.1%-0.2%+2.9%+2.8%+5.8%
2022-1.9%-1.8%-0.2%-2.4%-2.6%-3.1%+5.2%-3.9%-4.5%+1.7%+2.5%-4.0%-14.5%
2021-0.3%-1.5%+1.2%-0.5%+0.1%+1.2%+2.1%+0.1%-1.2%+0.3%+1.2%+0.3%+2.9%
2020+2.4%-1.5%-6.3%+2.7%+0.5%+0.9%+0.9%-0.0%+0.9%+0.3%+1.4%+0.2%+2.1%
2019----------+0.0%-0.6%-0.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +16.42% • The longest drawdown period lasted for 4 years and 6 months and was between December 2021 and June 2026. It reached a trough of -16.4%.

Detailed Metrics

Returns
Total Return
+0.04%
Annualized Return
+0.01%
Avg Monthly Return
+0.02%
Risk
Volatility (Annual)
+5.39%
Max Drawdown
+16.42%
Positive Months
60%
Average Drawdown
-7.1%
Risk-Adjusted
Sharpe Ratio
-0.37
Risk-free rate: 2.0%
Sortino Ratio
-0.34
Downside risk adjusted
Return/Volatility
0.00
Calmar Ratio
0.00
Return/Max Drawdown
Ulcer Index
8.24
Drawdown depth & duration
Martin Ratio
-0.00
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€10,003.68
Backtest Period
2019-11-29 to 2026-06-26
6.6 years
Rebalancing
none
Base Currency
EUR
fondos conservadores | ETF Backtest