Pasquale

The bull

Optimize
None Rebalancing
EUR
Low Risk
4.7yr backtest

Performance Summary

Total Return+42.51%
Annualized Return+7.84%
Volatility+9.45%
Sharpe Ratio0.62
Max Drawdown+14.26%

Holdings

Asset Allocation

Asset Class

Equity 65.0%Bonds 25.0%Precious Metals 10.0%
Holdings Details
Pasquale diversified ETF portfolio: 50% global equities, bonds, green bonds and gold for balanced EUR-based investing with multi-asset exposure.
AssetTypeAllocationTER
IMIE.PA
SPDR MSCI All Country World Investable Market UCITS ETF (Acc)IE00B3YLTY66
ETF
50.0%0.17%
EUNA.XETRA
iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc)IE00BDBRDM35
ETF
15.0%0.1%
IS3Q.F
iShares Edge MSCI World Quality Factor UCITS ETF (Acc)IE00BP3QZ601
ETF
15.0%0.25%
CB3G.F
Amundi Euro Government tilted Green Bond UCITS ETF AccLU1681046261
ETF
10.0%0.14%
PPFB.BE
iShares Physical Gold ETCIE00B4ND3602
ETF
10.0%0.12%
Total100.0%0.16%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €14,250.57
Histogram of Monthly Returns
The portfolio had a positive return during 37 of the 57 months (65%)
Monthly Returns Heatmap
Best month: +6.7% • Worst month: -6.3% • Best year: 2024 (+20.9%) • Worst year: 2022 (-11.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.1%+2.6%-6.3%----------1.0%
2025+3.4%-1.4%-4.6%-2.6%+3.9%-0.1%+3.7%+0.3%+3.2%+3.9%+0.6%+0.7%+11.1%
2024+2.3%+2.2%+3.8%-0.8%+0.9%+3.5%+0.5%+0.2%+1.8%+1.1%+4.5%-0.8%+20.9%
2023+4.0%-0.7%+0.9%+0.1%+1.6%+1.9%+1.6%-0.1%-2.0%-1.7%+4.4%+3.2%+13.9%
2022-3.9%-1.0%+2.7%-1.8%-2.9%-4.5%+6.7%-2.1%-5.3%+2.8%+1.3%-3.4%-11.6%
2021------+0.3%+1.8%-1.9%+3.3%+0.8%+2.1%+6.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +14.26% • The longest drawdown period lasted for 2 years and was between November 2021 and December 2023. It reached a trough of -13.2%.

Detailed Metrics

Returns
Total Return
+42.51%
Annualized Return
+7.84%
Avg Monthly Return
+0.66%
Risk
Volatility (Annual)
+9.45%
Max Drawdown
+14.26%
Positive Months
65%
Average Drawdown
-4.5%
Risk-Adjusted
Sharpe Ratio
0.62
Risk-free rate: 2.0%
Sortino Ratio
0.56
Downside risk adjusted
Return/Volatility
0.83
Calmar Ratio
0.55
Return/Max Drawdown
Ulcer Index
5.45
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
14,250.57
Backtest Period
2021-07-16 to 2026-03-27
4.7 years
Rebalancing
none
Base Currency
EUR