HomePortfoliosmio portafoglio 5

mio portafoglio 5

basic

Optimize
Annual Rebalancing
EUR
Moderate Risk
4.8yr backtest

Performance Summary

Total Return+77.33%
Annualized Return+12.75%
Volatility+12.19%
Sharpe Ratio0.88
Max Drawdown+18.28%

Holdings

Asset Allocation

Asset Class

Equity 90.0%Precious Metals 10.0%
Holdings Details
Diversified global ETF portfolio with 40% MSCI ACWI exposure, value and quality factors, plus 10% gold allocation. Annual rebalancing for balanced growth.
AssetTypeAllocationTER
IUSQ.XETRA
iShares MSCI ACWI UCITS ETF USD (Acc)IE00B6R52259
ETF
40.0%0.2%
SXR8.XETRA
iShares Core S&P 500 UCITS ETF USD (Acc)IE00B5BMR087
ETF
20.0%0.07%
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%
PPFB.BE
iShares Physical Gold ETCIE00B4ND3602
ETF
10.0%0.12%
Total100.0%0.18%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €17,733.5
Histogram of Monthly Returns
The portfolio had a positive return during 38 of the 58 months (66%)
Monthly Returns Heatmap
Best month: +8.1% • Worst month: -6.3% • Best year: 2024 (+27.1%) • Worst year: 2022 (-10.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.2%+2.1%-5.5%+8.0%--------+6.5%
2025+4.5%-1.6%-6.3%-3.6%+5.5%+0.3%+4.4%+0.3%+3.4%+4.5%+0.5%+1.0%+12.8%
2024+3.3%+3.9%+4.3%-1.2%+1.2%+4.5%+0.0%-0.4%+2.0%+1.9%+5.9%-0.9%+27.1%
2023+4.0%+0.1%+0.1%+0.3%+2.3%+2.9%+2.2%-0.2%-1.6%-1.9%+4.7%+3.8%+17.4%
2022-4.6%-1.0%+4.5%-1.8%-3.4%-5.6%+8.1%-1.5%-5.3%+4.0%+0.8%-4.8%-10.9%
2021------+0.6%+2.6%-1.7%+4.6%+1.0%+3.5%+10.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +18.28% • The longest drawdown period lasted for 1 year and 7 months and was between January 2022 and September 2023. It reached a trough of -13.3%.

Detailed Metrics

Returns
Total Return
+77.33%
Annualized Return
+12.75%
Avg Monthly Return
+1.05%
Risk
Volatility (Annual)
+12.19%
Max Drawdown
+18.28%
Positive Months
66%
Average Drawdown
-4.2%
Risk-Adjusted
Sharpe Ratio
0.88
Risk-free rate: 2.0%
Sortino Ratio
0.82
Downside risk adjusted
Return/Volatility
1.05
Calmar Ratio
0.70
Return/Max Drawdown
Ulcer Index
5.14
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
17,733.5
Backtest Period
2021-07-16 to 2026-04-24
4.8 years
Rebalancing
annual
Base Currency
EUR