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strategia 1 anno

Created byuser-szq3yt
Monthly Rebalancing
EUR
Low Risk
1.0yr backtest

Performance Summary

Total Return+5.68%
Annualized Return+5.44%
Volatility+2.07%
Sharpe Ratio1.66
Max Drawdown+1.57%

Holdings

Asset Allocation

Asset Class

Money Market 50.0%Bonds 35.0%Equity 10.0%Precious Metals 5.0%
Holdings Details
A diversified ETF portfolio blending short-term bonds, global stocks, and gold for a balanced one-year investment strategy.
AssetTypeAllocationTER
LYOR.XETRA
Amundi Smart Overnight Return UCITS ETF Acc • LU1190417599
ETF
50.0%0.1%
ERNX.XETRA
iShares EUR Ultrashort Bond UCITS ETF EUR (Acc) • IE000RHYOR04
ETF
35.0%0.09%
SCWX.XETRA
Scalable MSCI AC World Xtrackers UCITS ETF 1C • LU2903252349
ETF
10.0%-
XGDU.XETRA
Xtrackers IE Physical Gold ETC • DE000A2T0VU5
ETC
5.0%0.25%
Total100.0%0.09%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €10,568.17
Histogram of Monthly Returns
The portfolio had a positive return during 12 of the 14 months (86%)
Monthly Returns Heatmap
Best month: +1.0% • Worst month: -0.9% • Best year: 2025 (+4.7%) • Worst year: 2026 (+0.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.9%+0.6%-0.9%+0.3%--------+0.9%
2025--+0.3%-0.1%+0.8%+0.1%+0.8%+0.2%+1.0%+0.9%+0.3%+0.4%+4.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +1.57% • The longest drawdown period lasted for 1 month and was between March 2025 and May 2025. It reached a trough of -1.6%.

Detailed Metrics

Returns
Total Return
+5.68%
Annualized Return
+5.44%
Avg Monthly Return
+0.40%
Risk
Volatility (Annual)
+2.07%
Max Drawdown
+1.57%
Positive Months
86%
Average Drawdown
-0.2%
Risk-Adjusted
Sharpe Ratio
1.66
Risk-free rate: 2.0%
Sortino Ratio
1.57
Downside risk adjusted
Return/Volatility
2.63
Calmar Ratio
3.46
Return/Max Drawdown
Ulcer Index
0.34
Drawdown depth & duration
Martin Ratio
0.10
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€10,568.17
Backtest Period
2025-03-17 to 2026-04-02
1.0 years
Rebalancing
monthly
Base Currency
EUR