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Fondos Unicaja

Created byuser-qaa8hn
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Annual Rebalancing
EUR
Low Risk
3.9yr backtest

Performance Summary

Total Return+14.49%
Annualized Return+3.55%
Volatility+1.34%
Sharpe Ratio1.16
Max Drawdown+3.57%

Holdings

Asset Allocation

Asset Class

Bonds 65.0%Money Market 35.0%
Holdings Details
Euro-focused portfolio blending bonds and money market funds for stability and diversified income in global corporate and high yield markets.
AssetTypeAllocationTER
FR0000991390
La Française Trésorerie ISR R • FR0000991390
FUND
35.0%0.15%
LU0201324851
Schroders Isf Glb Corporate Bond (Eurhdg) • LU0201324851
FUND
20.0%1.08%
LU2482630675
European Specialist Investment Funds - M&G Total Return Credit Investment Fund P EUR Acc • LU2482630675
FUND
15.0%0.55%
LU0034353002
DWS Floating Rate Notes LC • LU0034353002
FUND
15.0%0.26%
LU0336084032
CARMIGNAC UNC FIXINC-A EU A • LU0336084032
FUND
7.0%1.2%
LU0941349192
Pictet-Multi Asset Global Opportunities P EUR • LU0941349192
FUND
5.0%1.75%
LU0170291933
CANDR BONDS-GLB HIGH YLD-C-C • LU0170291933
FUND
3.0%1.15%
Total100.0%0.60%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €11,448.96
Histogram of Monthly Returns
The portfolio had a positive return during 32 of the 48 months (67%)
Monthly Returns Heatmap
Best month: +1.9% • Worst month: -1.9% • Best year: 2023 (+5.3%) • Worst year: 2022 (+0.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.3%+0.3%-0.7%+0.6%+0.3%-------+0.7%
2025+0.4%+0.5%-0.1%-0.0%+0.3%+0.5%+0.4%+0.2%+0.4%+0.2%+0.1%+0.1%+3.1%
2024+0.5%+0.1%+0.8%-0.2%+0.6%+0.5%+0.7%+0.6%+0.6%-0.2%+0.5%+0.0%+4.6%
2023+1.5%-0.4%+0.1%+0.4%-0.1%+0.4%+0.7%-0.0%-0.4%-0.2%+1.9%+1.5%+5.3%
2022------0.4%+1.4%-0.6%-1.9%-0.0%+1.7%-0.0%+0.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +3.57% • The longest drawdown period lasted for 5 months and was between February 2023 and July 2023. It reached a trough of -1.5%.

Detailed Metrics

Returns
Total Return
+14.49%
Annualized Return
+3.55%
Avg Monthly Return
+0.28%
Risk
Volatility (Annual)
+1.34%
Max Drawdown
+3.57%
Positive Months
67%
Average Drawdown
-0.5%
Risk-Adjusted
Sharpe Ratio
1.16
Risk-free rate: 2.0%
Sortino Ratio
1.10
Downside risk adjusted
Return/Volatility
2.65
Calmar Ratio
0.99
Return/Max Drawdown
Ulcer Index
0.72
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€11,448.96
Backtest Period
2022-06-21 to 2026-05-07
3.9 years
Rebalancing
annual
Base Currency
EUR
Fondos Unicaja | 1.16 Sharpe