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mercato globale

globale di riferimento

Created byuser-6mfqg4
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Annual Rebalancing
EUR
Moderate Risk
4.8yr backtest

Performance Summary

Total Return+70.93%
Annualized Return+11.89%
Volatility+12.72%
Sharpe Ratio0.78
Max Drawdown+19.03%

Holdings

Asset Allocation

Asset Class

Equity 90.0%Precious Metals 10.0%
Holdings Details
Build a globally diversified investment portfolio with the Mercato Globale, featuring a 90% ACWI ETF and 10% Gold strategy for long-term growth and stability.
AssetTypeAllocationTER
IUSQ.XETRA
iShares MSCI ACWI UCITS ETF USD (Acc) • IE00B6R52259
ETF
90.0%0.2%
PPFB.BE
iShares Physical Gold ETC • IE00B4ND3602
ETF
10.0%0.12%
Total100.0%0.19%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €17,092.52
Histogram of Monthly Returns
The portfolio had a positive return during 37 of the 58 months (64%)
Monthly Returns Heatmap
Best month: +8.2% • Worst month: -5.9% • Best year: 2024 (+25.4%) • Worst year: 2022 (-11.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.2%+2.1%-5.7%+7.5%--------+5.9%
2025+4.5%-1.9%-5.9%-3.5%+5.4%+0.5%+4.6%+0.0%+3.7%+4.7%+0.0%+0.8%+12.8%
2024+2.6%+3.3%+4.1%-1.0%+0.9%+4.5%+0.4%-0.3%+2.1%+1.6%+5.7%-0.8%+25.4%
2023+5.1%-0.3%+0.7%-0.0%+2.3%+2.7%+2.5%-0.8%-1.5%-2.6%+5.0%+3.7%+17.8%
2022-4.0%-1.1%+3.6%-1.5%-3.5%-5.3%+8.2%-1.6%-5.3%+2.9%+1.4%-5.0%-11.5%
2021------+0.1%+2.6%-1.9%+4.5%+0.6%+3.3%+9.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +19.03% • The longest drawdown period lasted for 1 year and 8 months and was between January 2022 and September 2023. It reached a trough of -13.7%.

Detailed Metrics

Returns
Total Return
+70.93%
Annualized Return
+11.89%
Avg Monthly Return
+0.98%
Risk
Volatility (Annual)
+12.72%
Max Drawdown
+19.03%
Positive Months
64%
Average Drawdown
-4.2%
Risk-Adjusted
Sharpe Ratio
0.78
Risk-free rate: 2.0%
Sortino Ratio
0.73
Downside risk adjusted
Return/Volatility
0.93
Calmar Ratio
0.62
Return/Max Drawdown
Ulcer Index
5.18
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€17,092.52
Backtest Period
2021-07-16 to 2026-04-24
4.8 years
Rebalancing
annual
Base Currency
EUR