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Mia strategia

Created byuser-szq3yt
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Annual Rebalancing
EUR
Moderate Risk
6.7yr backtest

Performance Summary

Total Return+102.70%
Annualized Return+11.07%
Volatility+13.55%
Sharpe Ratio0.67
Max Drawdown+28.54%

Holdings

Asset Allocation

Asset Class

Equity 80.0%Bonds 15.0%Precious Metals 5.0%
Holdings Details
A diversified ETF portfolio blending US & European equities, bonds, gold, and targeted China & energy exposure for global growth and stability.
AssetTypeAllocationTER
SXR8.XETRA
iShares Core S&P 500 UCITS ETF USD (Acc) • IE00B5BMR087
ETF
50.0%0.07%
LYP6.XETRA
Amundi Core Stoxx Europe 600 UCITS ETF Acc • LU0908500753
ETF
20.0%0.07%
IS3M.XETRA
iShares EUR Ultrashort Bond UCITS ETF EUR (Dist) • IE00BCRY6557
ETF
15.0%0.09%
L4K3.XETRA
Amundi MSCI China UCITS ETF Acc • LU1841731745
ETF
5.0%0.29%
GLDA.F
Amundi Physical Gold ETC C EUR • FR0013416716
ETC
5.0%0.12%
XDW0.XETRA
Xtrackers MSCI World Energy UCITS ETF 1C 1C • IE00BM67HM91
ETF
5.0%0.25%
Total100.0%0.10%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €20,270.17
Histogram of Monthly Returns
The portfolio had a positive return during 55 of the 82 months (67%)
Monthly Returns Heatmap
Best month: +8.3% • Worst month: -9.2% • Best year: 2021 (+27.1%) • Worst year: 2022 (-8.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.7%+1.2%-3.6%+1.3%--------+0.5%
2025+4.3%-1.3%-5.9%-4.1%+5.1%+0.6%+4.4%-0.1%+2.8%+3.8%+0.2%+0.4%+9.7%
2024+2.5%+3.2%+4.0%-0.9%+1.1%+4.0%+0.2%-0.3%+1.6%+1.6%+5.6%-0.9%+23.6%
2023+4.1%+0.3%+0.3%+0.5%+1.2%+3.0%+2.4%-0.3%-1.3%-2.5%+4.4%+3.0%+15.8%
2022-3.6%-1.4%+4.0%-1.5%-2.1%-5.2%+7.8%-1.4%-5.1%+4.1%+0.8%-4.5%-8.8%
2021+1.0%+2.4%+4.9%+1.7%+0.3%+3.5%+0.9%+2.5%-1.6%+4.6%+0.8%+3.4%+27.1%
2020-0.2%-6.8%-9.2%+8.3%+1.3%+1.7%+0.3%+4.5%-1.7%-2.0%+6.8%+1.2%+2.9%
2019------+1.1%-1.1%+2.3%-0.1%+3.4%+2.0%+7.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +28.54% • The longest drawdown period lasted for 11 months and was between August 2022 and July 2023. It reached a trough of -10.0%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (15.0% of total allocation)

Total Dividends Received

€145.67

7 payments

Dividend Yield

0.15%

(annualized)

Avg Per Payment

€20.81

per event

All dividends are automatically reinvested at the payment date. The portfolio value shown includes the compounding effect of dividend reinvestment.

Annual Breakdown
Dividend income per calendar year
YearDividends
2026€9.17
2025€44.26
2024€59.37
2023€32.87
Total€145.67

Detailed Metrics

Returns
Total Return
+102.70%
Annualized Return
+11.07%
Avg Monthly Return
+0.92%
Risk
Volatility (Annual)
+13.55%
Max Drawdown
+28.54%
Positive Months
67%
Average Drawdown
-4.1%
Risk-Adjusted
Sharpe Ratio
0.67
Risk-free rate: 2.0%
Sortino Ratio
0.61
Downside risk adjusted
Return/Volatility
0.82
Calmar Ratio
0.39
Return/Max Drawdown
Ulcer Index
5.45
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€20,270.17
Backtest Period
2019-07-09 to 2026-04-02
6.7 years
Rebalancing
annual
Base Currency
EUR