HomePortfoliosIndexaCapital Fondo #8

IndexaCapital Fondo #8

Indexa Capital Fondos, de 10 a 100 mil euros, en el perfil #8. Total renta variable: 80% Total renta fija (incluye bonos y monetario): 20%

Optimize
Annual Rebalancing
EUR
Moderate Risk
8.4yr backtest

Performance Summary

Total Return+101.30%
Annualized Return+8.71%
Volatility+11.44%
Sharpe Ratio0.59
Max Drawdown+27.82%

Holdings

Asset Allocation

Asset Class

Equity 80.0%Bonds 20.0%
Holdings Details
IndexaCapital Fondo #8: A diversified EUR portfolio of global ETFs for long-term growth, designed for investments from 10,000 to 100,000 euros.
AssetTypeAllocationTER
IE00BFPM9V94
Vanguard U.S. 500 Stock Index Fund Institutional Plus EUR AccIE00BFPM9V94
FUND
35.0%0.06%
IE00BFPM9L96
Vanguard European Stock Index Fund Institutional Plus EUR AccIE00BFPM9L96
FUND
22.0%0.08%
IE00BFPM9J74
Vanguard Emerging Markets Stock Index Fund Institutional Plus EUR AccIE00BFPM9J74
FUND
9.0%0.16%
IE00BFRTDD83
Vanguard Global Small-Cap Index Fund Institutional Plus EUR AccIE00BFRTDD83
FUND
8.0%0.12%
IE00BFPM9P35
Vanguard Japan Stock Index Fund Institutional Plus EUR AccIE00BFPM9P35
FUND
6.0%0.06%
IE00BFPM9W02
Vanguard Euro Government Bond Index Fund Institutional Plus EURIE00BFPM9W02
FUND
5.0%0.07%
IE00BF6T7R10
Vanguard U.S. Government Bond Index Fund Institutional Plus EUR Hedged AccIE00BF6T7R10
FUND
4.0%0.1%
IE00BFPM9X19
Vanguard Euro Investment Grade Bond Index Fund Institutional Plus EUR AccIE00BFPM9X19
FUND
4.0%0.1%
IE00BZ04LQ92
Vanguard U.S. Investment Grade Credit Index Fund Institutional Plus EUR Hedged AccIE00BZ04LQ92
FUND
4.0%0.1%
IE00BGCZ0719
Vanguard Eurozone Inflation-Linked Bond Index Fund InstitutionalIE00BGCZ0719
FUND
3.0%0.06%
Total100.0%0.08%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €20,130.14
Histogram of Monthly Returns
The portfolio had a positive return during 69 of the 102 months (68%)
Monthly Returns Heatmap
Best month: +8.2% • Worst month: -11.4% • Best year: 2019 (+24.1%) • Worst year: 2022 (-12.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.2%+2.7%-5.2%+5.3%--------+4.8%
2025+2.8%+0.3%-5.3%-2.5%+4.3%+0.6%+2.5%+0.6%+2.4%+3.2%-0.2%+0.3%+8.7%
2024+1.5%+3.2%+3.0%-2.0%+2.2%+2.1%+1.4%+0.2%+1.1%-0.5%+4.7%-0.6%+17.1%
2023+4.9%-0.5%+0.5%+0.2%+1.3%+2.5%+2.1%-1.3%-1.9%-2.6%+5.3%+3.6%+14.6%
2022-3.0%-2.5%+1.6%-2.6%-1.1%-5.6%+8.2%-2.9%-6.6%+4.2%+3.8%-5.8%-12.8%
2021+0.1%+1.8%+5.0%+1.4%+0.3%+3.2%+0.9%+2.4%-2.0%+4.0%+0.1%+2.8%+21.6%
2020+0.1%-5.9%-11.4%+8.1%+2.4%+1.8%-0.0%+3.3%-0.7%-1.5%+7.9%+2.0%+4.7%
2019+6.0%+2.9%+2.3%+3.1%-4.5%+3.7%+2.1%-0.6%+2.5%+0.4%+2.8%+1.4%+24.1%
2018+1.2%-1.8%-2.1%+2.1%+2.7%-0.5%+2.3%+0.9%+0.3%-4.5%+1.1%-6.3%-4.9%
2017-----------0.1%+0.5%+0.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +27.82% • The longest drawdown period lasted for 2 years and was between January 2022 and January 2024. It reached a trough of -15.4%.

Detailed Metrics

Returns
Total Return
+101.30%
Annualized Return
+8.71%
Avg Monthly Return
+0.74%
Risk
Volatility (Annual)
+11.44%
Max Drawdown
+27.82%
Positive Months
68%
Average Drawdown
-4.7%
Risk-Adjusted
Sharpe Ratio
0.59
Risk-free rate: 2.0%
Sortino Ratio
0.52
Downside risk adjusted
Return/Volatility
0.76
Calmar Ratio
0.31
Return/Max Drawdown
Ulcer Index
6.07
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
20,130.14
Backtest Period
2017-11-28 to 2026-04-16
8.4 years
Rebalancing
annual
Base Currency
EUR