HomePortfoliosRoger Arnau
Optimize
None Rebalancing
EUR
Moderate Risk
7.5yr backtest

Performance Summary

Total Return+127.00%
Annualized Return+11.53%
Volatility+13.41%
Sharpe Ratio0.71
Max Drawdown+27.12%

Holdings

Asset Allocation

Asset Class

Equity 78.4%Bonds 21.6%
Holdings Details
Diversified global portfolio blending 78% equities (World, Tech, Emerging Markets) with 22% bonds for balanced growth and stability.
AssetTypeAllocationTER
IE00BYX5P602
Fidelity MSCI World Index P EUR HGD ACCIE00BYX5P602
FUND
38.2%0.12%
ES0147711032
BBVA Bolsa Tecnolog�a y Telecomunicaciones FIES0147711032
FUND
20.1%2.25%
LU0034353002
DWS Floating Rate Notes LCLU0034353002
FUND
10.8%0.26%
FR0013346079
Groupama Ultra Short Term Bond NFR0013346079
FUND
10.8%0.25%
LU0996177134
Amundi Index Solutions - Amundi Index MSCI Emerging Markets AE-CLU0996177134
FUND
10.5%0.45%
IE00B42W4L06
Vanguard Global Small-Cap Index Fund EUR AccIE00B42W4L06
FUND
9.6%0.29%
Total100.0%0.63%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €22,699.62
Histogram of Monthly Returns
The portfolio had a positive return during 59 of the 91 months (65%)
Monthly Returns Heatmap
Best month: +9.8% • Worst month: -10.9% • Best year: 2021 (+19.9%) • Worst year: 2022 (-17.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.6%+0.0%-5.1%+9.8%+6.7%+0.3%-1.9%-----+11.2%
2025+2.3%-1.6%-6.3%-1.9%+5.6%+2.5%+3.1%+0.6%+3.5%+3.7%-0.5%-0.3%+10.7%
2024+1.9%+3.6%+2.4%-2.5%+3.3%+3.4%-0.3%+0.6%+1.4%-0.3%+4.4%-0.1%+18.9%
2023+5.8%-0.8%+2.1%+0.2%+2.1%+3.4%+2.3%-1.3%-2.6%-2.4%+6.2%+3.4%+19.5%
2022-4.3%-2.6%+2.4%-5.0%-1.1%-6.1%+7.4%-2.7%-7.0%+3.8%+3.5%-5.6%-17.0%
2021+0.4%+2.0%+3.2%+2.5%-0.3%+3.6%+0.7%+2.7%-2.9%+4.3%-0.1%+2.4%+19.9%
2020+0.2%-5.8%-10.9%+9.6%+3.4%+2.6%+2.1%+5.2%-2.2%-1.6%+8.2%+2.6%+12.3%
2019+0.9%+2.6%+1.8%+3.3%-5.3%+4.2%+2.0%-1.8%+1.7%+1.2%+2.9%+1.9%+16.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +27.12% • The longest drawdown period lasted for 2 years and 2 months and was between November 2021 and January 2024. It reached a trough of -18.9%.

Detailed Metrics

Returns
Total Return
+127.00%
Annualized Return
+11.53%
Avg Monthly Return
+0.97%
Risk
Volatility (Annual)
+13.41%
Max Drawdown
+27.12%
Positive Months
65%
Average Drawdown
-5.3%
Risk-Adjusted
Sharpe Ratio
0.71
Risk-free rate: 2.0%
Sortino Ratio
0.64
Downside risk adjusted
Return/Volatility
0.86
Calmar Ratio
0.43
Return/Max Drawdown
Ulcer Index
6.98
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
22,699.62
Backtest Period
2019-01-18 to 2026-07-23
7.5 years
Rebalancing
none
Base Currency
EUR
Roger Arnau | +11.5% CAGR | ETF Backtest