HomePortfoliosPerfecta III de Alex Morian

Perfecta III de Alex Morian

Revisando la Distribución "Perfecta III" Portfolio de Alex Morian

Optimize
Annual Rebalancing
EUR
Moderate Risk
5.8yr backtest

Performance Summary

Total Return+138.63%
Annualized Return+16.21%
Volatility+13.92%
Sharpe Ratio1.02
Max Drawdown+19.91%

Holdings

Asset Allocation

Asset Class

Equity 90.0%Precious Metals 5.0%Cryptocurrencies 5.0%
Holdings Details
Explore the Perfecta III portfolio: A diversified global ETF strategy with annual rebalancing, blending stocks, gold, and Bitcoin for EUR investors.
AssetTypeAllocationTER
XDWD.XETRA
Xtrackers MSCI World UCITS ETF 1CIE00BJ0KDQ92
ETF
45.0%0.12%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
30.0%0.18%
IUSN.XETRA
iShares MSCI World Small Cap UCITS ETFIE00BF4RFH31
ETF
15.0%0.35%
GOLD.PA
Amundi Physical Gold ETC (C)FR0013416716
ETF
5.0%0.12%
2BTC.XETRA
21shares Bitcoin ETPCH0454664001
ETF
5.0%1.49%
Total100.0%0.24%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €23,862.84
Histogram of Monthly Returns
The portfolio had a positive return during 43 of the 70 months (61%)
Monthly Returns Heatmap
Best month: +10.8% • Worst month: -6.8% • Best year: 2024 (+26.1%) • Worst year: 2022 (-15.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.2%+2.3%-6.4%+9.5%--------+8.2%
2025+4.5%-3.0%-5.4%-3.2%+5.6%+1.3%+4.8%-0.3%+3.9%+4.2%-1.0%+0.3%+11.5%
2024+1.6%+5.2%+4.5%-1.8%+1.1%+3.2%+1.5%-1.7%+3.0%+1.2%+7.7%-1.7%+26.1%
2023+7.3%-0.7%+0.9%-0.8%+1.2%+3.5%+2.8%-2.2%-1.2%-1.3%+5.4%+4.9%+21.0%
2022-4.5%-1.1%+3.0%-1.9%-4.0%-6.8%+7.8%-1.0%-6.3%+1.8%+2.4%-4.9%-15.5%
2021+4.3%+4.1%+6.0%+0.4%-2.8%+3.3%+0.1%+3.5%-1.8%+6.0%-0.9%+1.3%+25.8%
2020-------0.3%+4.0%-0.6%+0.7%+10.8%+6.1%+22.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +19.91% • The longest drawdown period lasted for 2 years and 2 months and was between November 2021 and January 2024. It reached a trough of -18.5%.

Detailed Metrics

Returns
Total Return
+138.63%
Annualized Return
+16.21%
Avg Monthly Return
+1.32%
Risk
Volatility (Annual)
+13.92%
Max Drawdown
+19.91%
Positive Months
61%
Average Drawdown
-5.8%
Risk-Adjusted
Sharpe Ratio
1.02
Risk-free rate: 2.0%
Sortino Ratio
0.96
Downside risk adjusted
Return/Volatility
1.16
Calmar Ratio
0.81
Return/Max Drawdown
Ulcer Index
7.35
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
23,862.84
Backtest Period
2020-07-02 to 2026-04-17
5.8 years
Rebalancing
annual
Base Currency
EUR