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Lo que teníamos

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None Rebalancing
EUR
Moderate Risk
5.5yr backtest

Performance Summary

Total Return+70.71%
Annualized Return+10.12%
Volatility+11.12%
Sharpe Ratio0.73
Max Drawdown+21.10%

Holdings

Asset Allocation

Asset Class

Equity 64.9%Bonds 35.1%
Holdings Details
Diversified global portfolio blending 65% equities and 35% bonds, with a focus on sustainable energy and corporate bonds for balanced growth.
AssetTypeAllocationTER
LU2145461757
RobecoSAM Smart Energy Equities D EURLU2145461757
FUND
20.1%1.62%
LU1883334275
Amundi Global Subordinated Bond A in GBLU1883334275
FUND
13.1%1.1%
LU0280435388
Pictet Clean Energy P Eur LU0280435388
FUND
12.1%2.01%
FR0010505578
Edmond De Rothschild Euro Sri-AFR0010505578
FUND
12.1%1.75%
ES0173367048
Miralta Narval A FIES0173367048
FUND
10.4%1.35%
LU0348926287
Nordea 1 - Global Climate and Environment Fund BP EURLU0348926287
FUND
10.2%1.83%
FI0008801097
Evli Corporate BondFI0008801097
FUND
9.1%0.6%
IE00BJ4XDR50
Muzinich Europeyield Fund Hedged Euro Accumulation R UnitsIE00BJ4XDR50
FUND
4.3%1.2%
LU0438373382
BlueBay Funds - BlueBay High Yield ESG Bond Fund M - EURLU0438373382
FUND
4.3%0.75%
LU1313770452
Candriam Sustainable Bond Euro Corporate C - CAP - EURLU1313770452
FUND
4.3%0.7%
Total100.0%1.42%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €17,071.22
Histogram of Monthly Returns
The portfolio had a positive return during 41 of the 68 months (60%)
Monthly Returns Heatmap
Best month: +11.5% • Worst month: -8.6% • Best year: 2026 (+20.1%) • Worst year: 2022 (-15.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.9%+4.4%-3.9%+11.1%+5.7%-1.9%------+20.1%
2025+2.2%-1.2%-5.1%-0.6%+5.5%+2.2%+3.4%-0.2%+2.8%+4.3%-0.7%+0.0%+12.8%
2024-1.2%+4.5%+3.3%-1.9%+3.5%-0.7%+0.3%+0.9%+1.2%-1.0%+3.6%-1.4%+11.3%
2023+6.4%+0.7%-0.5%-2.2%+2.7%+2.6%+1.7%-2.5%-2.9%-4.8%+6.2%+5.3%+12.5%
2022-7.1%-2.5%+2.0%-3.3%-0.3%-8.6%+11.5%-2.8%-7.0%+2.7%+5.5%-5.1%-15.5%
2021+2.2%-0.3%+3.0%+0.4%+0.4%+2.3%+1.1%+2.6%-2.8%+3.8%+1.1%+1.3%+15.8%
2020----------+0.6%+2.2%+2.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +21.10% • The longest drawdown period lasted for 2 years and 5 months and was between November 2021 and May 2024. It reached a trough of -21.1%.

Detailed Metrics

Returns
Total Return
+70.71%
Annualized Return
+10.12%
Avg Monthly Return
+0.86%
Risk
Volatility (Annual)
+11.12%
Max Drawdown
+21.10%
Positive Months
60%
Average Drawdown
-6.5%
Risk-Adjusted
Sharpe Ratio
0.73
Risk-free rate: 2.0%
Sortino Ratio
0.70
Downside risk adjusted
Return/Volatility
0.91
Calmar Ratio
0.48
Return/Max Drawdown
Ulcer Index
8.15
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
17,071.22
Backtest Period
2020-11-23 to 2026-06-11
5.5 years
Rebalancing
none
Base Currency
EUR
Lo que teníamos | +10.1% CAGR | ETF Backtest