HomePortfoliosTest de Cartera

Test de Cartera

Created byuser-qaa8hn
Annual Rebalancing
EUR
Moderate Risk
0.3yr backtest

Performance Summary

Total Return+3.56%
Annualized Return+10.67%
Volatility+10.00%
Sharpe Ratio0.87
Max Drawdown+6.33%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global equity portfolio blending US, European, emerging markets, and Japan for broad international growth exposure.
AssetTypeAllocationTER
IE0032126645
Vanguard U.S. 500 Stock Index Fund EUR Acc • IE0032126645
FUND
38.0%0.1%
LU0261952682
Fidelity Funds - Euro STOXX 50� Fund A-Acc-EUR • LU0261952682
FUND
17.0%1.05%
IE0031786696
Vanguard Emerging Markets Stock Index Fund EUR Acc • IE0031786696
FUND
13.0%0.08%
IE0007286036
Vanguard Japan Stock Index Fund EUR Acc • IE0007286036
FUND
12.0%0.15%
LU3038481936
Hamco SICAV - Global Value R EUR Acc • LU3038481936
FUND
10.0%1.85%
ES0112611001
AZVALOR INTERNACIONAL • ES0112611001
FUND
10.0%1.85%
Total100.0%0.61%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €10,355.81
Histogram of Monthly Returns
The portfolio had a positive return during 4 of the 5 months (80%)
Monthly Returns Heatmap
Best month: +4.0% • Worst month: -5.7% • Best year: 2025 (+1.8%) • Worst year: 2026 (+1.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.6%+4.0%-5.7%---------+1.7%
2025----------+1.3%+0.5%+1.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +6.33% • The longest drawdown period lasted for 1 month and was between February 2026 and March 2026. It reached a trough of -6.3%.

Detailed Metrics

Returns
Total Return
+3.56%
Annualized Return
+10.67%
Avg Monthly Return
+0.76%
Risk
Volatility (Annual)
+10.00%
Max Drawdown
+6.33%
Positive Months
80%
Average Drawdown
-1.8%
Risk-Adjusted
Sharpe Ratio
0.87
Risk-free rate: 2.0%
Sortino Ratio
0.76
Downside risk adjusted
Return/Volatility
1.07
Calmar Ratio
1.69
Return/Max Drawdown
Ulcer Index
2.23
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€10,355.81
Backtest Period
2025-11-25 to 2026-03-31
0.3 years
Rebalancing
annual
Base Currency
EUR