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Strategia 1 anno (4)

Created byuser-szq3yt
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Monthly Rebalancing
EUR
Low Risk
Multi-currency
11.1yr backtest

Performance Summary

Total Return+127.68%
Annualized Return+7.68%
Volatility+8.27%
Sharpe Ratio0.69
Max Drawdown+13.76%

Holdings

Asset Allocation

Asset Class

Bonds 45.0%Equity 40.0%Money Market 15.0%
Holdings Details
A 1-year ETF portfolio blending 40% Nasdaq 100 growth with 85% ultra-short and overnight bonds for a balanced, diversified strategy.
AssetTypeAllocationTER
IS3M.XETRA
iShares EUR Ultrashort Bond UCITS ETF EUR (Dist) • IE00BCRY6557
ETF
45.0%0.09%
CNDX.LSE
iShares Nasdaq 100 UCITS ETF (Acc) • IE00B53SZB19
ETF
40.0%0.3%
CSH2.PA
Amundi Smart Overnight Return UCITS ETF Acc • LU1190417599
ETF
15.0%0.1%
Total100.0%0.18%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €22,768.38
Histogram of Monthly Returns
The portfolio had a positive return during 86 of the 134 months (64%)
Monthly Returns Heatmap
Best month: +6.0% • Worst month: -4.3% • Best year: 2023 (+21.0%) • Worst year: 2022 (-12.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.2%-0.4%-1.8%+6.0%--------+3.4%
2025+1.1%-1.9%-4.3%-1.0%+3.9%+1.0%+2.4%-0.3%+1.9%+2.8%-0.8%-0.3%+4.3%
2024+1.9%+1.8%+1.1%-0.7%+1.0%+4.2%-1.2%-0.5%+1.1%+1.0%+3.4%+1.6%+15.5%
2023+3.7%+1.3%+2.5%-0.3%+4.7%+2.0%+1.3%+0.3%-0.7%-1.1%+3.2%+2.3%+21.0%
2022-3.7%-1.2%+2.6%-3.2%-2.5%-2.5%+5.5%-0.7%-2.7%+0.2%-1.5%-3.1%-12.3%
2021+0.7%+0.0%+1.7%+1.3%-1.0%+3.6%+1.0%+1.9%-1.1%+2.5%+1.8%+0.5%+13.7%
2020+2.1%-2.9%-2.4%+5.6%+1.7%+2.3%+0.8%+4.2%-1.1%-1.1%+2.5%+1.9%+13.9%
2019+3.5%+1.6%+2.0%+2.2%-2.6%+1.8%+2.8%-1.5%+0.9%+0.8%+2.3%+0.7%+15.4%
2018+1.1%+0.7%-2.5%+2.0%+3.1%+0.9%+0.5%+2.3%+0.0%-2.8%-0.4%-3.3%+1.5%
2017+0.6%+2.9%+0.3%+0.4%+0.2%-1.6%+0.3%+0.4%+0.3%+2.5%-0.2%+0.5%+6.6%
2016-3.7%+0.6%+0.4%-1.5%+2.6%-0.9%+3.3%-0.1%+0.8%+0.1%+1.8%+1.1%+4.5%
2015---0.5%-0.8%+1.4%-1.3%+2.3%-3.5%-1.1%+5.8%+1.4%-1.3%+2.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +13.76% • The longest drawdown period lasted for 1 year and 7 months and was between November 2021 and July 2023. It reached a trough of -13.4%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (45.0% of total allocation)

Total Dividends Received

€830.83

10 payments

Dividend Yield

0.51%

(annualized)

Avg Per Payment

€83.08

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
2026€54.85
2025€258.73
2024€338.43
2023€171.30
2016€1.47
2015€6.03
Total€830.83

Detailed Metrics

Returns
Total Return
+127.68%
Annualized Return
+7.68%
Avg Monthly Return
+0.64%
Risk
Volatility (Annual)
+8.27%
Max Drawdown
+13.76%
Positive Months
64%
Average Drawdown
-2.8%
Risk-Adjusted
Sharpe Ratio
0.69
Risk-free rate: 2.0%
Sortino Ratio
0.65
Downside risk adjusted
Return/Volatility
0.93
Calmar Ratio
0.56
Return/Max Drawdown
Ulcer Index
3.77
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€22,768.38
Backtest Period
2015-03-12 to 2026-04-24
11.1 years
Rebalancing
monthly
Base Currency
EUR