HomePortfoliosTest de Cartera

Test de Cartera

Created byuser-qaa8hn
Annual Rebalancing
EUR
Moderate Risk
0.4yr backtest

Performance Summary

Total Return+10.20%
Annualized Return+26.88%
Volatility+10.35%
Sharpe Ratio2.40
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 €11,019.85
Histogram of Monthly Returns
The portfolio had a positive return during 5 of the 6 months (83%)
Monthly Returns Heatmap
Best month: +6.4% • Worst month: -5.7% • Best year: 2026 (+8.2%) • Worst year: 2025 (+1.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.6%+4.0%-5.7%+6.4%--------+8.2%
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 April 2026. It reached a trough of -6.3%.

Detailed Metrics

Returns
Total Return
+10.20%
Annualized Return
+26.88%
Avg Monthly Return
+1.70%
Risk
Volatility (Annual)
+10.35%
Max Drawdown
+6.33%
Positive Months
83%
Average Drawdown
-1.9%
Risk-Adjusted
Sharpe Ratio
2.40
Risk-free rate: 2.0%
Sortino Ratio
2.37
Downside risk adjusted
Return/Volatility
2.60
Calmar Ratio
4.25
Return/Max Drawdown
Ulcer Index
2.31
Drawdown depth & duration
Martin Ratio
0.11
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€11,019.85
Backtest Period
2025-11-25 to 2026-04-23
0.4 years
Rebalancing
annual
Base Currency
EUR