HomePortfoliosNiccolò Guarducci

Niccolò Guarducci

Created byuser-w9cpfn
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Annual Rebalancing
EUR
Moderate Risk
4.7yr backtest

Performance Summary

Total Return+62.81%
Annualized Return+10.90%
Volatility+12.57%
Sharpe Ratio0.71
Max Drawdown+17.82%

Holdings

Asset Allocation

Asset Class

Equity 93.7%Precious Metals 6.3%
Holdings Details
Global ETF portfolio diversified across all-world equities, ESG, Europe, dividends, gold, and consumer staples for balanced growth.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) Accumulating • IE00BK5BQT80
ETF
40.5%0.19%
IQSA.XETRA
Invesco Global Active ESG Equity UCITS ETF Acc • IE00BJQRDN15
ETF
25.3%0.3%
LYP6.XETRA
Amundi Core Stoxx Europe 600 UCITS ETF Acc • LU0908500753
ETF
12.6%0.07%
VGWE.XETRA
Vanguard FTSE All-World High Dividend Yield UCITS ETF Acc • IE00BK5BR626
ETF
6.3%0.29%
PPFB.XETRA
iShares Physical Gold ETC • IE00B4ND3602
ETF
6.3%0.12%
XDWS.XETRA
Xtrackers MSCI World Consumer Staples UCITS ETF 1C • IE00BM67HN09
ETF
6.3%0.25%
XBAS.XETRA
Xtrackers MSCI Singapore UCITS ETF 1C • LU0659578842
ETF
2.7%0.5%
Total100.0%0.22%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €16,280.81
Histogram of Monthly Returns
The portfolio had a positive return during 37 of the 58 months (64%)
Monthly Returns Heatmap
Best month: +7.7% • Worst month: -5.9% • Best year: 2024 (+23.3%) • Worst year: 2022 (-8.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.5%+3.2%-5.8%+2.0%--------+1.6%
2025+4.8%-0.6%-5.5%-3.0%+5.3%-0.4%+3.7%+0.1%+2.8%+3.6%+0.8%+1.1%+12.9%
2024+3.1%+3.2%+4.5%-1.3%+1.2%+3.1%+0.8%+0.3%+1.7%+0.4%+6.0%-1.6%+23.3%
2023+4.8%+0.3%-0.2%+0.1%+0.9%+3.2%+2.3%-1.3%-1.2%-3.0%+5.0%+4.0%+15.5%
2022-3.3%-1.4%+3.3%-0.4%-3.2%-5.9%+7.7%-1.8%-5.5%+4.3%+2.6%-4.5%-8.8%
2021------+0.4%+2.4%-2.0%+3.8%-0.0%+4.5%+9.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +17.82% • The longest drawdown period lasted for 1 year and 6 months and was between January 2022 and July 2023. It reached a trough of -12.9%.

Detailed Metrics

Returns
Total Return
+62.81%
Annualized Return
+10.90%
Avg Monthly Return
+0.89%
Risk
Volatility (Annual)
+12.57%
Max Drawdown
+17.82%
Positive Months
64%
Average Drawdown
-3.6%
Risk-Adjusted
Sharpe Ratio
0.71
Risk-free rate: 2.0%
Sortino Ratio
0.67
Downside risk adjusted
Return/Volatility
0.87
Calmar Ratio
0.61
Return/Max Drawdown
Ulcer Index
4.46
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€16,280.81
Backtest Period
2021-07-16 to 2026-04-02
4.7 years
Rebalancing
annual
Base Currency
EUR