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mio portafoglio 4

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Optimize
Annual Rebalancing
EUR
Moderate Risk
4.8yr backtest

Performance Summary

Total Return+78.34%
Annualized Return+12.94%
Volatility+12.08%
Sharpe Ratio0.91
Max Drawdown+17.92%

Holdings

Asset Allocation

Asset Class

Equity 90.0%Precious Metals 10.0%
Holdings Details
Diversified EUR portfolio with global ETFs and gold, annually rebalanced for a balanced long-term investment strategy.
AssetTypeAllocationTER
IUSQ.F
iShares MSCI ACWI UCITS ETF USD (Acc)IE00B6R52259
ETF
30.0%0.2%
SXR8.XETRA
iShares Core S&P 500 UCITS ETF USD (Acc)IE00B5BMR087
ETF
30.0%0.07%
PPFB.BE
iShares Physical Gold ETCIE00B4ND3602
ETF
10.0%0.12%
XDEV.F
Xtrackers MSCI World Value UCITS ETF 1CIE00BL25JM42
ETF
10.0%0.25%
XDEQ.F
Xtrackers MSCI World Quality UCITS ETF 1C 1CIE00BL25JL35
ETF
10.0%0.25%
XDEM.XETRA
Xtrackers MSCI World Momentum UCITS ETF 1CIE00BL25JP72
ETF
10.0%0.25%
Total100.0%0.17%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €17,834.22
Histogram of Monthly Returns
The portfolio had a positive return during 37 of the 58 months (64%)
Monthly Returns Heatmap
Best month: +8.4% • Worst month: -6.8% • Best year: 2024 (+27.8%) • Worst year: 2022 (-11.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.0%+2.1%-5.3%+7.7%--------+6.3%
2025+4.5%-1.7%-6.8%-3.3%+5.5%+0.2%+4.3%+0.4%+3.4%+4.6%+0.6%+0.6%+12.4%
2024+3.3%+3.9%+4.9%-1.5%+0.9%+5.0%-0.0%-0.4%+1.8%+2.2%+6.0%-1.0%+27.8%
2023+4.0%-0.1%+0.3%+0.2%+2.6%+2.7%+2.4%-0.2%-1.7%-1.8%+4.8%+3.8%+18.0%
2022-4.8%-1.2%+5.0%-1.8%-3.4%-5.7%+8.4%-1.3%-5.5%+4.0%+1.0%-5.1%-11.1%
2021------+0.2%+3.0%-1.7%+4.1%+1.7%+3.6%+11.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +17.92% • The longest drawdown period lasted for 1 year and 7 months and was between January 2022 and September 2023. It reached a trough of -13.5%.

Detailed Metrics

Returns
Total Return
+78.34%
Annualized Return
+12.94%
Avg Monthly Return
+1.06%
Risk
Volatility (Annual)
+12.08%
Max Drawdown
+17.92%
Positive Months
64%
Average Drawdown
-4.3%
Risk-Adjusted
Sharpe Ratio
0.91
Risk-free rate: 2.0%
Sortino Ratio
0.83
Downside risk adjusted
Return/Volatility
1.07
Calmar Ratio
0.72
Return/Max Drawdown
Ulcer Index
5.24
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
17,834.22
Backtest Period
2021-07-16 to 2026-04-17
4.8 years
Rebalancing
annual
Base Currency
EUR