Periodo 2003-10 → 2026-07. Capitale iniziale 49,948 €. Costi IBKR, tasse in dichiarativo.
| Strategia | CAGR netto | Volatilità | Sharpe | Max DD | Peggior anno | Recupero (mesi) | Liquidazione netta |
|---|---|---|---|---|---|---|---|
| 60/40 | 6.9% | 9.1% | 0.78 | -27.4% | -18.2% | 42 | 189,548 € |
| Blend 40/60 | 8.1% | 11.3% | 0.75 | -41.3% | -29.8% | 59 | 236,378 € |
| VWCE | 8.8% | 13.3% | 0.71 | -49.8% | -37.6% | 69 | 265,693 € |
Costo di costi+tasse: 0.69% di CAGR l'anno (lordo 7.6% → netto 6.9%).
| Strategia | Rolling 3a min | mediana | max |
|---|---|---|---|
| 60/40 | -9.0% | 7.4% | 16.1% |
| Blend 40/60 | -14.0% | 9.2% | 18.7% |
| VWCE | -17.7% | 10.2% | 21.2% |
| Anno | 60/40 | Blend 40/60 | VWCE |
|---|---|---|---|
| 2003 | -3.2% | -1.6% | -0.6% |
| 2004 | 2.1% | 4.3% | 5.8% |
| 2005 | 23.0% | 25.2% | 26.6% |
| 2006 | 1.7% | 5.1% | 7.5% |
| 2007 | -3.7% | -3.1% | -2.7% |
| 2008 | -18.2% | -29.8% | -37.6% |
| 2009 | 15.1% | 22.9% | 28.1% |
| 2010 | 19.0% | 20.6% | 21.7% |
| 2011 | 3.6% | -1.5% | -5.0% |
| 2012 | 9.5% | 12.6% | 14.6% |
| 2013 | 8.5% | 13.9% | 17.4% |
| 2014 | 19.1% | 18.2% | 17.6% |
| 2015 | 10.9% | 9.8% | 9.1% |
| 2016 | 8.8% | 10.6% | 11.8% |
| 2017 | 1.9% | 6.2% | 9.1% |
| 2018 | -1.5% | -4.2% | -6.0% |
| 2019 | 21.4% | 26.1% | 29.3% |
| 2020 | 2.4% | 4.3% | 5.5% |
| 2021 | 19.0% | 24.3% | 27.7% |
| 2022 | -11.1% | -12.5% | -13.4% |
| 2023 | 11.3% | 15.0% | 17.4% |
| 2024 | 15.9% | 20.5% | 23.6% |
| 2025 | 2.2% | 5.6% | 7.9% |
| 2026 | 10.2% | 12.6% | 14.1% |
| Anno | Imposta 26% | IVAFE |
|---|---|---|
| 2003 | 0 € | 97 € |
| 2004 | 0 € | 99 € |
| 2005 | 295 € | 122 € |
| 2006 | 0 € | 124 € |
| 2007 | 459 € | 120 € |
| 2008 | 92 € | 98 € |
| 2009 | 230 € | 113 € |
| 2010 | 0 € | 134 € |
| 2011 | 440 € | 139 € |
| 2012 | 0 € | 152 € |
| 2013 | 424 € | 165 € |
| 2014 | 585 € | 197 € |
| 2015 | 0 € | 217 € |
| 2016 | 1,035 € | 238 € |
| 2017 | 0 € | 241 € |
| 2018 | 1,338 € | 240 € |
| 2019 | 0 € | 288 € |
| 2020 | 2,510 € | 300 € |
| 2021 | 2,332 € | 355 € |
| 2022 | 0 € | 312 € |
| 2023 | 0 € | 347 € |
| 2024 | 2,196 € | 407 € |
| 2025 | 2,886 € | 417 € |
| 2026 | 0 € | 453 € |
Run diagnostica in USD lordo: CAGR 7.6%, max drawdown -33.9%.
Log completo in trades_60-40.csv.
| date | asset | side | qty | price | value | cost | tax |
|---|---|---|---|---|---|---|---|
| 2018-01-31 | US_EQ | SELL | 13.119726 | 306.920568 | 4026.713662 | 6.221371 | 734.881876 |
| 2018-01-31 | INTL_EQ | SELL | 12.045384 | 230.951084 | 2781.894415 | 5.225516 | 374.286330 |
| 2018-01-31 | EM_EQ | SELL | 3.422832 | 489.436224 | 1675.257821 | 4.340206 | 228.570086 |
| 2018-01-31 | BOND_AGG | BUY | 45.107918 | 153.906764 | 6942.413741 | 8.553931 | 0.000000 |
| 2020-03-31 | BOND_AGG | SELL | 46.485593 | 197.500246 | 9180.916041 | 10.344733 | 992.843472 |
| 2020-03-31 | US_EQ | BUY | 0.786308 | 332.734180 | 261.631531 | 3.209305 | 0.000000 |
| 2020-03-31 | INTL_EQ | BUY | 24.857746 | 198.548815 | 4935.475975 | 6.948381 | 0.000000 |
| 2020-03-31 | EM_EQ | BUY | 5.378376 | 389.812495 | 2096.558326 | 4.677247 | 0.000000 |
| 2020-08-31 | US_EQ | SELL | 15.667696 | 415.468523 | 6509.434357 | 8.207547 | 1314.294892 |
| 2020-08-31 | INTL_EQ | SELL | 4.788801 | 229.820237 | 1100.563376 | 3.880451 | 124.524271 |
| 2020-08-31 | EM_EQ | SELL | 1.543093 | 469.142393 | 723.930144 | 3.579144 | 77.949630 |
| 2020-08-31 | BOND_AGG | BUY | 44.287573 | 187.538302 | 8305.616241 | 9.644493 | 0.000000 |
| 2021-08-31 | US_EQ | SELL | 15.006468 | 549.580381 | 8247.260271 | 9.597808 | 1782.089132 |
| 2021-08-31 | INTL_EQ | SELL | 11.550735 | 297.977144 | 3441.855048 | 5.753484 | 505.044584 |
| 2021-08-31 | EM_EQ | SELL | 0.590413 | 564.186905 | 333.103098 | 3.266482 | 44.414840 |
| 2021-08-31 | BOND_AGG | BUY | 48.739512 | 188.490989 | 9186.958759 | 10.349567 | 0.000000 |
| 2024-01-31 | US_EQ | SELL | 14.345120 | 665.417807 | 9545.498282 | 10.636399 | 2135.593412 |
| 2024-01-31 | INTL_EQ | SELL | 1.246450 | 317.681230 | 395.973928 | 3.316779 | 60.885472 |
| 2024-01-31 | EM_EQ | BUY | 4.259314 | 479.443025 | 2042.098572 | 4.633679 | 0.000000 |
| 2024-01-31 | BOND_AGG | BUY | 24.366938 | 185.826644 | 4528.026378 | 6.622421 | 0.000000 |
| 2025-09-30 | US_EQ | SELL | 11.103475 | 864.713962 | 9601.330204 | 10.681064 | 2228.350571 |
| 2025-09-30 | INTL_EQ | SELL | 6.165446 | 388.868812 | 2397.549826 | 4.918040 | 415.278915 |
| 2025-09-30 | EM_EQ | SELL | 2.904931 | 634.470283 | 1843.092692 | 4.474474 | 241.880294 |
| 2025-09-30 | BOND_AGG | BUY | 60.894719 | 184.034744 | 11206.743940 | 11.965395 | 0.000000 |
Questo contenuto ha finalità esclusivamente informative e didattiche e non costituisce consulenza finanziaria, raccomandazione personalizzata né sollecitazione all'investimento. I rendimenti passati e i risultati di backtest non sono indicativi di risultati futuri. Le assunzioni fiscali riflettono un caso specifico (regime dichiarativo) e possono non applicarsi alla tua situazione. Strategia originale: www.lazyportfolioetf.com. Replica, codice e verifiche: Federico Caruso. Vedi anche le note legali.