HomePortfoliosProva Pietro Michelangeli

Prova Pietro Michelangeli

Strategy 1

Optimize
Quarterly Rebalancing
EUR
Moderate Risk
4.7yr backtest

Performance Summary

Total Return+41.57%
Annualized Return+7.66%
Volatility+10.09%
Sharpe Ratio0.56
Max Drawdown+15.61%

Holdings

Asset Allocation

Asset Class

Equity 70.0%Bonds 20.0%Precious Metals 10.0%
Holdings Details
Prova Pietro Michelangeli EUR portfolio with quarterly rebalancing. Diversified ETF strategy designed for consistent long-term growth and risk management.
AssetTypeAllocationTER
IWDA.AS
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
55.0%0.2%
EUN3.XETRA
iShares Global Government Bond UCITS ETF USD (Dist)IE00B3F81K65
ETF
20.0%0.2%
CEBL.XETRA
iShares MSCI EM Asia UCITS ETF (Acc)IE00B5L8K969
ETF
15.0%0.2%
PPFB.BE
iShares Physical Gold ETCIE00B4ND3602
ETF
10.0%0.12%
Total100.0%0.19%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €14,156.98
Histogram of Monthly Returns
The portfolio had a positive return during 34 of the 58 months (59%)
Monthly Returns Heatmap
Best month: +6.7% • Worst month: -5.3% • Best year: 2024 (+21.4%) • Worst year: 2022 (-11.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.1%+2.6%-5.3%+1.4%--------+0.5%
2025+3.2%-0.9%-4.8%-3.3%+4.1%+0.2%+3.9%-0.2%+3.5%+4.2%-0.3%+0.3%+10.0%
2024+1.8%+2.6%+3.6%-0.8%+0.7%+4.1%+0.5%-0.2%+2.5%+1.0%+4.4%-0.5%+21.4%
2023+4.7%-0.9%+1.1%-0.8%+1.9%+1.4%+1.9%-1.0%-1.2%-2.0%+3.9%+3.0%+12.4%
2022-2.9%-1.1%+2.0%-1.2%-3.0%-3.7%+6.7%-1.8%-5.1%+0.9%+2.3%-4.5%-11.5%
2021-------0.3%+1.8%-1.5%+3.3%+0.9%+1.6%+6.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +15.61% • The longest drawdown period lasted for 2 years and 2 months and was between November 2021 and January 2024. It reached a trough of -12.6%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (20.0% of total allocation)

Total Dividends Received

172.33

8 payments

Dividend Yield

0.32%

(annualized)

Avg Per Payment

21.54

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
202574.40
202454.64
202329.01
202214.28
Total172.33

Detailed Metrics

Returns
Total Return
+41.57%
Annualized Return
+7.66%
Avg Monthly Return
+0.64%
Risk
Volatility (Annual)
+10.09%
Max Drawdown
+15.61%
Positive Months
59%
Average Drawdown
-4.5%
Risk-Adjusted
Sharpe Ratio
0.56
Risk-free rate: 2.0%
Sortino Ratio
0.52
Downside risk adjusted
Return/Volatility
0.76
Calmar Ratio
0.49
Return/Max Drawdown
Ulcer Index
5.42
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
14,156.98
Backtest Period
2021-07-16 to 2026-04-02
4.7 years
Rebalancing
quarterly
Base Currency
EUR