HomePortfoliosmama 10 az
Optimize
Monthly Rebalancing
EUR
Low Risk
7.7yr backtest

Performance Summary

Total Return+102.21%
Annualized Return+9.59%
Volatility+9.36%
Sharpe Ratio0.81
Max Drawdown+25.00%

Holdings

Asset Allocation

Asset Class

Equity 60.0%Bonds 40.0%
Holdings Details
Diversified 60/40 portfolio blending global stocks, emerging markets, and bonds for balanced growth and stability.
AssetTypeAllocationTER
IE00B03HD191
Vanguard Global Stock Index Fund EUR AccIE00B03HD191
FUND
30.0%0.18%
IE00BFZMJT78
NB ULTRA SHORT TERM EN CASHIE00BFZMJT78
FUND
20.0%0.25%
ES0119207001
Cobas Renta FIES0119207001
FUND
10.0%1%
LU0329355670
Robeco Active Quant Emerging Markets Equities DLU0329355670
FUND
10.0%1.5%
ES0116567035
CARTESIO X ES0116567035
FUND
10.0%1.5%
LU0203975437
Robeco Global Value Equities D LU0203975437
FUND
10.0%1.72%
ES0112611001
AZVALOR INTERNACIONALES0112611001
FUND
10.0%1.85%
Total100.0%0.86%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €20,220.55
Histogram of Monthly Returns
The portfolio had a positive return during 59 of the 94 months (63%)
Monthly Returns Heatmap
Best month: +8.2% • Worst month: -12.0% • Best year: 2021 (+18.6%) • Worst year: 2018 (-4.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.8%+2.8%-2.8%+4.6%+3.1%+0.1%+0.4%-----+11.3%
2025+2.0%+0.3%-3.3%-2.9%+3.9%+1.2%+2.4%+0.7%+2.0%+2.5%+0.0%+0.7%+9.7%
2024+0.7%+2.1%+3.0%-0.4%+2.1%+1.0%+1.1%-0.0%+1.1%-0.0%+3.4%-0.4%+14.4%
2023+3.9%-0.2%-0.6%-0.2%+0.7%+2.1%+2.7%-0.8%-0.2%-2.1%+3.7%+2.8%+12.4%
2022-0.5%-0.1%+2.5%-0.5%-0.3%-5.6%+5.4%-1.4%-4.8%+4.5%+3.3%-3.9%-2.1%
2021+0.8%+3.1%+4.1%+0.8%+1.8%+1.8%-0.5%+1.5%-0.2%+2.7%-0.8%+2.3%+18.6%
2020-2.1%-5.0%-12.0%+8.2%+1.6%+1.7%+0.2%+3.0%-1.7%-0.7%+8.2%+2.1%+1.8%
2019+5.3%+1.7%+1.5%+1.6%-4.1%+3.1%+0.6%-1.1%+1.9%+0.3%+1.7%+1.4%+14.6%
2018---------+0.0%-0.1%-4.7%-4.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +25.00% • The longest drawdown period lasted for 1 year and 1 month and was between April 2022 and June 2023. It reached a trough of -8.8%.

Detailed Metrics

Returns
Total Return
+102.21%
Annualized Return
+9.59%
Avg Monthly Return
+0.79%
Risk
Volatility (Annual)
+9.36%
Max Drawdown
+25.00%
Positive Months
63%
Average Drawdown
-2.8%
Risk-Adjusted
Sharpe Ratio
0.81
Risk-free rate: 2.0%
Sortino Ratio
0.72
Downside risk adjusted
Return/Volatility
1.02
Calmar Ratio
0.38
Return/Max Drawdown
Ulcer Index
4.21
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
20,220.55
Backtest Period
2018-10-31 to 2026-07-09
7.7 years
Rebalancing
monthly
Base Currency
EUR
mama 10 az | +9.6% CAGR | ETF Backtest