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Giuseppe folio

Created byuser-szq3yt
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Quarterly Rebalancing
EUR
Moderate Risk
Multi-currency
4.1yr backtest

Performance Summary

Total Return+85.45%
Annualized Return+16.33%
Volatility+15.15%
Sharpe Ratio0.95
Max Drawdown+21.42%

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 €18,544.93
Histogram of Monthly Returns
The portfolio had a positive return during 30 of the 50 months (60%)
Monthly Returns Heatmap
Best month: +10.5% • Worst month: -7.4% • Best year: 2023 (+35.7%) • Worst year: 2022 (-12.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.5%+0.0%-1.1%+9.8%+8.2%-------+18.0%
2025+2.3%-3.6%-7.4%-3.6%+6.9%+1.8%+4.4%-0.4%+3.1%+5.0%-1.3%-0.8%+5.5%
2024+3.1%+3.1%+2.4%-1.2%+1.0%+7.2%-2.4%-1.5%+1.3%+1.9%+6.5%+1.8%+25.1%
2023+6.6%+2.1%+3.8%-0.5%+7.4%+3.7%+2.5%+0.6%-0.9%-2.7%+5.1%+3.7%+35.7%
2022---+0.0%-3.3%-5.8%+10.5%-0.8%-5.3%+2.0%-2.9%-6.4%-12.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +21.42% • The longest drawdown period lasted for 9 months and was between August 2022 and May 2023. It reached a trough of -17.7%.

Detailed Metrics

Returns
Total Return
+85.45%
Annualized Return
+16.33%
Avg Monthly Return
+1.32%
Risk
Volatility (Annual)
+15.15%
Max Drawdown
+21.42%
Positive Months
60%
Average Drawdown
-4.8%
Risk-Adjusted
Sharpe Ratio
0.95
Risk-free rate: 2.0%
Sortino Ratio
0.91
Downside risk adjusted
Return/Volatility
1.08
Calmar Ratio
0.76
Return/Max Drawdown
Ulcer Index
6.11
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€18,544.93
Backtest Period
2022-04-29 to 2026-05-29
4.1 years
Rebalancing
quarterly
Base Currency
EUR