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Giuseppe folio

Created byuser-szq3yt
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Quarterly Rebalancing
EUR
Moderate Risk
3.9yr backtest

Performance Summary

Total Return+68.96%
Annualized Return+14.29%
Volatility+15.17%
Sharpe Ratio0.81
Max Drawdown+17.74%

Holdings

Asset Allocation

Asset Class

Equity 80.0%Bonds 20.0%
Holdings Details
Diversified ETF portfolio blending 70% Nasdaq 100 tech growth, 20% EUR short-term bonds, and 10% global energy for balanced exposure.
AssetTypeAllocationTER
CNDX.LSE
iShares Nasdaq 100 UCITS ETF (Acc) • IE00B53SZB19
ETF
70.0%0.3%
ERNX.XETRA
iShares EUR Ultrashort Bond UCITS ETF EUR (Acc) • IE000RHYOR04
ETF
20.0%0.09%
XDW0.XETRA
Xtrackers MSCI World Energy UCITS ETF 1C 1C • IE00BM67HM91
ETF
10.0%0.25%
Total100.0%0.25%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €16,895.57
Histogram of Monthly Returns
The portfolio had a positive return during 31 of the 49 months (63%)
Monthly Returns Heatmap
Best month: +8.6% • Worst month: -7.3% • Best year: 2023 (+39.0%) • Worst year: 2022 (-11.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.8%-0.9%-2.4%+1.2%---------0.3%
2025+2.2%-3.6%-5.1%-0.5%+7.3%+4.8%+3.0%+0.2%+3.4%+3.9%-1.1%+0.1%+14.9%
2024+1.5%+3.1%+2.3%-2.0%+2.2%+6.3%-1.7%-0.1%+1.9%+0.2%+4.3%+0.5%+19.8%
2023+7.7%+0.2%+5.7%+0.6%+5.1%+5.2%+3.1%-0.4%-2.6%-2.7%+7.3%+4.8%+39.0%
2022---+0.0%-2.1%-7.3%+8.6%-2.1%-6.8%+2.6%+0.7%-4.7%-11.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +17.74% • The longest drawdown period lasted for 9 months and was between August 2022 and May 2023. It reached a trough of -14.8%.

Detailed Metrics

Returns
Total Return
+68.96%
Annualized Return
+14.29%
Avg Monthly Return
+1.14%
Risk
Volatility (Annual)
+15.17%
Max Drawdown
+17.74%
Positive Months
63%
Average Drawdown
-3.8%
Risk-Adjusted
Sharpe Ratio
0.81
Risk-free rate: 2.0%
Sortino Ratio
0.76
Downside risk adjusted
Return/Volatility
0.94
Calmar Ratio
0.81
Return/Max Drawdown
Ulcer Index
5.02
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€16,895.57
Backtest Period
2022-04-29 to 2026-04-02
3.9 years
Rebalancing
quarterly
Base Currency
EUR