HomePortfoliosPropuesta Fran Equiza

Propuesta Fran Equiza

Optimize
None Rebalancing
EUR
Moderate Risk
Multi-currency
13.7yr backtest

Performance Summary

Total Return+336.72%
Annualized Return+11.37%
Volatility+13.24%
Sharpe Ratio0.71
Max Drawdown+31.36%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity portfolio with 70% in developed markets and 30% in high-growth Latin America and Emerging Asia for diversified growth.
AssetTypeAllocationTER
LU0061474960
Threadneedle Lux World Equities Au LU0061474960
FUND
35.0%1.72%
LU0248168428
SCHRODER ISF GLOBAL EQUITY ALPHALU0248168428
FUND
35.0%1.85%
LU0399356780
DWS Invest Latin American Equities LCLU0399356780
FUND
15.0%1.95%
LU0329678410
Fidelity Funds - Emerging Asia Fund A-Acc-EURLU0329678410
FUND
15.0%1.91%
Total100.0%1.83%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €43,672.28
Histogram of Monthly Returns
The portfolio had a positive return during 112 of the 165 months (68%)
Monthly Returns Heatmap
Best month: +11.5% • Worst month: -11.9% • Best year: 2019 (+30.8%) • Worst year: 2022 (-14.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.6%+1.8%-6.8%+9.3%+4.8%-0.7%------+10.7%
2025+4.9%-2.3%-7.8%-3.0%+6.7%+1.0%+3.9%-1.0%+2.9%+4.0%-1.1%-0.3%+7.3%
2024+3.0%+4.9%+3.0%-2.2%+1.0%+4.3%-2.3%+0.2%+0.9%+0.8%+5.4%+0.5%+21.0%
2023+4.9%-0.9%+0.8%+0.0%+3.6%+2.6%+2.0%-0.9%-2.0%-3.1%+6.6%+3.0%+17.3%
2022-4.5%-3.4%+4.1%-3.4%-1.7%-6.7%+9.5%-1.4%-7.0%+3.8%+1.8%-5.4%-14.6%
2021-0.1%+2.5%+4.5%+2.3%+1.0%+5.1%+0.4%+3.5%-2.6%+3.5%+0.5%+2.1%+25.0%
2020+1.5%-7.4%-11.9%+11.5%+1.9%+2.5%+2.0%+4.8%-1.3%-1.0%+6.8%+2.8%+10.6%
2019+7.6%+3.6%+3.3%+3.1%-3.5%+3.9%+4.3%-2.1%+1.0%+0.0%+4.2%+2.2%+30.8%
2018+3.0%-2.0%-3.0%+3.4%+3.2%-1.5%+2.2%+0.2%+0.4%-4.8%+3.9%-6.4%-2.2%
2017+2.6%+4.6%+1.0%+1.2%+0.2%-2.1%+0.3%+0.8%+1.5%+3.6%-0.8%+1.2%+14.8%
2016-6.2%-0.2%+2.8%+1.4%+2.5%+0.4%+4.3%+0.5%-0.4%+0.1%-0.3%+1.0%+5.8%
2015+5.3%+6.1%+3.0%-2.1%+1.6%-3.2%+1.7%-10.4%-2.5%+9.9%+3.2%-4.1%+7.0%
2014-3.5%+3.8%+0.0%-0.9%+4.9%+1.2%+1.5%+3.8%+0.3%+2.4%+3.0%+0.3%+17.5%
2013+2.4%+3.5%+2.7%-0.9%+1.8%-4.5%+1.8%-3.5%+3.5%+4.0%+0.7%+0.7%+12.3%
2012----------1.6%+1.2%+0.5%+0.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +31.36% • 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
+336.72%
Annualized Return
+11.37%
Avg Monthly Return
+0.96%
Risk
Volatility (Annual)
+13.24%
Max Drawdown
+31.36%
Positive Months
68%
Average Drawdown
-5.5%
Risk-Adjusted
Sharpe Ratio
0.71
Risk-free rate: 2.0%
Sortino Ratio
0.65
Downside risk adjusted
Return/Volatility
0.86
Calmar Ratio
0.36
Return/Max Drawdown
Ulcer Index
7.06
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
43,672.28
Backtest Period
2012-10-01 to 2026-06-11
13.7 years
Rebalancing
none
Base Currency
EUR
Propuesta Fran Equiza | +11.4% CAGR | ETF Backtest