HomePortfoliosstrategia 1 anno (rischio 2)

strategia 1 anno (rischio 2)

Created byuser-szq3yt
Monthly Rebalancing
EUR
Low Risk
1.3yr backtest

Performance Summary

Total Return+10.56%
Annualized Return+8.18%
Volatility+4.03%
Sharpe Ratio1.53
Max Drawdown+3.63%

Holdings

Asset Allocation

Asset Class

Money Market 40.0%Bonds 30.0%Equity 23.0%Precious Metals 7.0%
Holdings Details
A diversified 1-year ETF portfolio with 70% bonds, 23% global stocks, and 7% gold for moderate risk and balanced growth potential.
AssetTypeAllocationTER
LYOR.XETRA
Amundi Smart Overnight Return UCITS ETF Acc • LU1190417599
ETF
40.0%0.1%
ERNX.XETRA
iShares EUR Ultrashort Bond UCITS ETF EUR (Acc) • IE000RHYOR04
ETF
30.0%0.09%
SCWX.XETRA
Scalable MSCI AC World Xtrackers UCITS ETF 1C • LU2903252349
ETF
23.0%-
XGDU.XETRA
Xtrackers IE Physical Gold ETC • DE000A2T0VU5
ETC
7.0%0.25%
Total100.0%0.08%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €11,055.69
Histogram of Monthly Returns
The portfolio had a positive return during 13 of the 16 months (81%)
Monthly Returns Heatmap
Best month: +2.0% • Worst month: -1.8% • Best year: 2025 (+7.0%) • Worst year: 2026 (+3.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.2%+0.9%-1.8%+2.0%+1.5%-0.4%------+3.4%
2025--+0.2%-0.7%+1.5%+0.1%+1.5%+0.2%+1.6%+1.5%+0.3%+0.5%+7.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +3.63% • The longest drawdown period lasted for 1 month and was between March 2025 and May 2025. It reached a trough of -3.6%.

Detailed Metrics

Returns
Total Return
+10.56%
Annualized Return
+8.18%
Avg Monthly Return
+0.64%
Risk
Volatility (Annual)
+4.03%
Max Drawdown
+3.63%
Positive Months
81%
Average Drawdown
-0.5%
Risk-Adjusted
Sharpe Ratio
1.53
Risk-free rate: 2.0%
Sortino Ratio
1.49
Downside risk adjusted
Return/Volatility
2.03
Calmar Ratio
2.25
Return/Max Drawdown
Ulcer Index
0.72
Drawdown depth & duration
Martin Ratio
0.09
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€11,055.69
Backtest Period
2025-03-17 to 2026-06-26
1.3 years
Rebalancing
monthly
Base Currency
EUR