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Renta Fija_v1

Prueba de mi cartera renta fija 31/05

Created byuser-akhox3
Optimize
None Rebalancing
EUR
Low Risk
5.0yr backtest

Performance Summary

Total Return+9.11%
Annualized Return+1.76%
Volatility+1.31%
Sharpe Ratio-0.19
Max Drawdown+7.59%

Holdings

Asset Allocation

Asset Class

Bonds 100.0%
Holdings Details
A diversified Euro-focused bond portfolio with short-term, floating rate, and US government exposure for stable income and low volatility.
AssetTypeAllocationTER
IE00BNG2T811
Neuberger Berman Ultra Short Term Euro Bond Fund Class EUR A Accumulating • IE00BNG2T811
FUND
40.0%0.5%
LU1706854152
Amundi S.F. - Diversified Short-Term Bond A EUR ND • LU1706854152
FUND
20.0%0.4%
LU0034353002
DWS Floating Rate Notes LC • LU0034353002
FUND
20.0%0.26%
MTB.PA
Amundi Euro Government Bond 3-5Y UCITS ETF Acc • LU1650488494
ETF
10.0%0.15%
IE0007471471
Vanguard U.S. Government Bond Index Fund EUR Hedged Acc • IE0007471471
FUND
10.0%0.15%
Total100.0%0.36%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €10,910.92
Histogram of Monthly Returns
The portfolio had a positive return during 39 of the 61 months (64%)
Monthly Returns Heatmap
Best month: +1.4% • Worst month: -2.1% • Best year: 2024 (+5.5%) • Worst year: 2022 (-5.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.5%+0.3%-1.4%+0.7%+0.5%-0.1%------+0.6%
2025+0.4%+0.6%-0.1%+0.2%+0.5%+0.5%+0.4%+0.3%+0.3%+0.3%+0.1%+0.1%+3.6%
2024+0.5%-0.1%+0.7%-0.1%+0.6%+0.4%+1.0%+0.6%+0.8%+0.0%+0.7%+0.2%+5.5%
2023+1.2%-0.3%-0.1%+0.4%+0.1%-0.1%+0.8%+0.2%+0.0%+0.3%+1.1%+1.4%+5.2%
2022-0.5%-1.1%-0.4%-1.1%-0.4%-2.1%+1.4%-1.0%-1.8%+0.2%+1.3%-0.1%-5.4%
2021------0.0%+0.2%-0.0%-0.1%-0.3%-0.2%+0.1%-0.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +7.59% • The longest drawdown period lasted for 2 years and 6 months and was between September 2021 and March 2024. It reached a trough of -7.6%.

Detailed Metrics

Returns
Total Return
+9.11%
Annualized Return
+1.76%
Avg Monthly Return
+0.15%
Risk
Volatility (Annual)
+1.31%
Max Drawdown
+7.59%
Positive Months
64%
Average Drawdown
-2.2%
Risk-Adjusted
Sharpe Ratio
-0.19
Risk-free rate: 2.0%
Sortino Ratio
-0.18
Downside risk adjusted
Return/Volatility
1.34
Calmar Ratio
0.23
Return/Max Drawdown
Ulcer Index
2.88
Drawdown depth & duration
Martin Ratio
-0.00
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€10,910.92
Backtest Period
2021-06-10 to 2026-06-11
5.0 years
Rebalancing
none
Base Currency
EUR