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Patrimonio prudente original

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None Rebalancing
EUR
Low Risk
Multi-currency
4.7yr backtest

Performance Summary

Total Return+61.65%
Annualized Return+10.68%
Volatility+8.91%
Sharpe Ratio0.97
Max Drawdown+10.37%

Holdings

Asset Allocation

Asset Class

Equity 25.0%Precious Metals 25.0%Bonds 25.0%Commodities 12.5%Real Estate 12.5%
Holdings Details
A diversified ETF portfolio with equal 25% allocations to global stocks, gold, bonds, plus commodities and real estate for balanced growth.
AssetTypeAllocationTER
IWDA.AS
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
25.0%0.2%
SGLN.LSE
iShares Physical Gold ETCIE00B4ND3602
ETF
25.0%0.12%
AEGE.XETRA
iShares Global Aggregate Bond ESG ​SRI UCITS ETF EUR Hedged (Acc)IE000APK27S2
ETF
25.0%0.1%
EXXY.XETRA
iShares Diversified Commodity Swap UCITS ETF (DE)DE000A0H0728
ETF
12.5%0.46%
IWDP.AS
iShares Developed Markets Property Yield UCITS ETFIE00B1FZS350
ETF
12.5%0.59%
Total100.0%0.24%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €16,165.05
Histogram of Monthly Returns
The portfolio had a positive return during 40 of the 58 months (69%)
Monthly Returns Heatmap
Best month: +6.9% • Worst month: -4.6% • Best year: 2024 (+19.4%) • Worst year: 2022 (-5.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+6.9%+3.5%-4.6%+2.1%+0.6%-------+8.5%
2025+4.2%+0.3%-1.0%-2.1%+1.3%-1.3%+2.8%+0.7%+5.0%+3.9%+2.2%+0.4%+17.3%
2024+1.3%+0.5%+4.5%+0.6%+0.5%+2.0%+1.1%+0.6%+2.5%+2.2%+3.1%-0.8%+19.4%
2023+3.1%-1.7%+0.9%-0.4%+0.8%-0.4%+2.1%-0.2%-1.5%+0.5%+1.6%+2.0%+7.0%
2022-1.2%+1.4%+3.9%+0.9%-2.9%-4.0%+5.0%-1.8%-3.8%-0.1%+0.9%-3.0%-5.0%
2021-------+0.1%-0.7%+2.7%+0.3%+2.2%+4.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +10.37% • The longest drawdown period lasted for 2 years and was between March 2022 and March 2024. It reached a trough of -10.4%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (12.5% of total allocation)

Total Dividends Received

163.18

18 payments

Dividend Yield

0.29%

(annualized)

Avg Per Payment

9.07

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
20268.35
202536.84
202436.86
202335.11
202239.41
20216.59
Total163.18

Detailed Metrics

Returns
Total Return
+61.65%
Annualized Return
+10.68%
Avg Monthly Return
+0.86%
Risk
Volatility (Annual)
+8.91%
Max Drawdown
+10.37%
Positive Months
69%
Average Drawdown
-4.0%
Risk-Adjusted
Sharpe Ratio
0.97
Risk-free rate: 2.0%
Sortino Ratio
0.90
Downside risk adjusted
Return/Volatility
1.20
Calmar Ratio
1.03
Return/Max Drawdown
Ulcer Index
4.79
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
16,165.05
Backtest Period
2021-08-27 to 2026-05-22
4.7 years
Rebalancing
none
Base Currency
EUR
Patrimonio prudente original | +10.7% CAGR | ETF Backtest