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Prova_portafoglio_1

DCA

Created byuser-8nat7y
None Rebalancing
EUR
Moderate Risk
6.8yr backtest

Performance Summary

Total Return+118.84%
Annualized Return+12.19%
Volatility+18.34%
Sharpe Ratio0.56
Max Drawdown+33.72%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Prova_portafoglio_1 is a EUR-based ETF portfolio using dollar-cost averaging strategy for consistent long-term wealth building with minimal management.
AssetTypeAllocationTER
UETW.XETRA
UBS Core MSCI World UCITS ETF USD acc • IE00BD4TXV59
ETF
100.0%0.06%
Total100.0%0.06%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €21,884.41
Histogram of Monthly Returns
The portfolio had a positive return during 54 of the 83 months (65%)
Monthly Returns Heatmap
Best month: +10.2% • Worst month: -11.1% • Best year: 2021 (+32.2%) • Worst year: 2022 (-13.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.6%+1.0%-4.8%+2.1%---------1.2%
2025+4.5%-2.4%-7.9%-4.0%+6.4%+0.8%+4.8%-0.4%+2.5%+4.3%-0.3%+0.3%+8.1%
2024+3.7%+3.8%+3.7%-2.0%+1.3%+5.1%+0.0%-0.2%+1.4%+1.2%+7.4%-1.2%+26.5%
2023+4.8%+0.7%+0.1%+0.4%+2.5%+3.7%+2.4%-0.7%-1.5%-3.5%+5.9%+3.8%+19.7%
2022-5.4%-1.7%+4.6%-2.7%-3.4%-6.3%+10.2%-1.9%-5.8%+4.5%+0.3%-5.7%-13.7%
2021+0.5%+3.2%+6.0%+1.9%-0.4%+4.6%+2.0%+3.0%-2.0%+5.2%+0.7%+3.9%+32.2%
2020+0.3%-8.6%-11.1%+9.7%+2.4%+1.8%-0.4%+5.9%-1.3%-2.7%+9.7%+2.0%+5.5%
2019-----+1.0%+3.7%-1.7%+3.2%-0.1%+4.5%+1.4%+12.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.72% • The longest drawdown period lasted for 1 year and 10 months and was between January 2022 and November 2023. It reached a trough of -16.9%.

Detailed Metrics

Returns
Total Return
+118.84%
Annualized Return
+12.19%
Avg Monthly Return
+1.03%
Risk
Volatility (Annual)
+18.34%
Max Drawdown
+33.72%
Positive Months
65%
Average Drawdown
-5.5%
Risk-Adjusted
Sharpe Ratio
0.56
Risk-free rate: 2.0%
Sortino Ratio
0.52
Downside risk adjusted
Return/Volatility
0.66
Calmar Ratio
0.36
Return/Max Drawdown
Ulcer Index
7.10
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€21,884.41
Backtest Period
2019-06-11 to 2026-04-02
6.8 years
Rebalancing
none
Base Currency
EUR