HomePortfoliosstrategia 1 anno (rischio 3)

strategia 1 anno (rischio 3)

Created byuser-szq3yt
Monthly Rebalancing
EUR
Low Risk
1.2yr backtest

Performance Summary

Total Return+15.12%
Annualized Return+12.25%
Volatility+6.06%
Sharpe Ratio1.69
Max Drawdown+4.74%

Holdings

Asset Allocation

Asset Class

Money Market 35.0%Equity 30.0%Bonds 20.0%Precious Metals 15.0%
Holdings Details
A 1-year ETF portfolio with global stocks, gold, and bonds for diversified growth at a moderate risk level (3).
AssetTypeAllocationTER
LYOR.XETRA
Amundi Smart Overnight Return UCITS ETF Acc • LU1190417599
ETF
35.0%0.1%
SCWX.XETRA
Scalable MSCI AC World Xtrackers UCITS ETF 1C • LU2903252349
ETF
30.0%-
ERNX.XETRA
iShares EUR Ultrashort Bond UCITS ETF EUR (Acc) • IE000RHYOR04
ETF
20.0%0.09%
XGDU.XETRA
Xtrackers IE Physical Gold ETC • DE000A2T0VU5
ETC
15.0%0.25%
Total100.0%0.09%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €11,511.85
Histogram of Monthly Returns
The portfolio had a positive return during 12 of the 16 months (75%)
Monthly Returns Heatmap
Best month: +2.6% • Worst month: -2.9% • Best year: 2025 (+10.4%) • Worst year: 2026 (+4.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.2%+1.5%-2.9%+2.5%+1.8%-0.7%------+4.3%
2025--+0.5%-1.0%+1.8%-0.1%+2.0%+0.3%+2.6%+2.3%+0.7%+0.8%+10.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +4.74% • The longest drawdown period lasted for 2 months and was between March 2026 and May 2026. It reached a trough of -3.7%.

Detailed Metrics

Returns
Total Return
+15.12%
Annualized Return
+12.25%
Avg Monthly Return
+0.89%
Risk
Volatility (Annual)
+6.06%
Max Drawdown
+4.74%
Positive Months
75%
Average Drawdown
-0.8%
Risk-Adjusted
Sharpe Ratio
1.69
Risk-free rate: 2.0%
Sortino Ratio
1.62
Downside risk adjusted
Return/Volatility
2.02
Calmar Ratio
2.58
Return/Max Drawdown
Ulcer Index
1.08
Drawdown depth & duration
Martin Ratio
0.09
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€11,511.85
Backtest Period
2025-03-17 to 2026-06-05
1.2 years
Rebalancing
monthly
Base Currency
EUR