Periodo 2003-05 → 2026-07. Capitale iniziale 49,957 €. Costi IBKR, tasse in dichiarativo.
| Strategia | CAGR netto | Volatilità | Sharpe | Max DD | Peggior anno | Recupero (mesi) | Liquidazione netta |
|---|---|---|---|---|---|---|---|
| ADM | 4.1% | 16.0% | 0.33 | -39.4% | -25.9% | — | 126,180 € |
| Blend 40/60 | 7.6% | 12.2% | 0.66 | -38.9% | -25.0% | 55 | 236,116 € |
| VWCE | 9.4% | 13.4% | 0.74 | -49.8% | -37.6% | 69 | 304,805 € |
Costo di costi+tasse: 5.19% di CAGR l'anno (lordo 9.3% → netto 4.1%).
| Strategia | Rolling 3a min | mediana | max |
|---|---|---|---|
| ADM | -12.3% | 4.3% | 25.7% |
| Blend 40/60 | -12.7% | 8.6% | 21.0% |
| VWCE | -17.7% | 10.3% | 21.2% |
| Anno | ADM | Blend 40/60 | VWCE |
|---|---|---|---|
| 2003 | 10.9% | 13.2% | 14.7% |
| 2004 | 0.4% | 3.6% | 5.8% |
| 2005 | 25.0% | 26.0% | 26.6% |
| 2006 | 1.4% | 5.0% | 7.5% |
| 2007 | -4.2% | -3.3% | -2.7% |
| 2008 | -6.2% | -25.0% | -37.6% |
| 2009 | -8.6% | 13.4% | 28.1% |
| 2010 | 22.5% | 22.0% | 21.7% |
| 2011 | 28.4% | 8.4% | -5.0% |
| 2012 | 11.7% | 13.5% | 14.6% |
| 2013 | 14.4% | 16.2% | 17.4% |
| 2014 | 1.3% | 11.1% | 17.6% |
| 2015 | -5.4% | 3.3% | 9.1% |
| 2016 | 38.5% | 22.5% | 11.8% |
| 2017 | -13.5% | 0.1% | 9.1% |
| 2018 | 8.7% | -0.1% | -6.0% |
| 2019 | -0.5% | 17.4% | 29.3% |
| 2020 | -3.0% | 2.1% | 5.5% |
| 2021 | 22.3% | 25.6% | 27.7% |
| 2022 | -25.9% | -18.4% | -13.4% |
| 2023 | -2.7% | 9.4% | 17.4% |
| 2024 | 7.2% | 17.1% | 23.6% |
| 2025 | -8.5% | 1.3% | 7.9% |
| 2026 | 4.2% | 10.1% | 14.1% |
| Anno | Imposta 26% | IVAFE |
|---|---|---|
| 2003 | 2,369 € | 116 € |
| 2004 | 1,669 € | 115 € |
| 2005 | 2,380 € | 144 € |
| 2006 | 5,261 € | 152 € |
| 2007 | 1,333 € | 138 € |
| 2008 | 1,403 € | 130 € |
| 2009 | 2,900 € | 122 € |
| 2010 | 3,250 € | 149 € |
| 2011 | 5,350 € | 193 € |
| 2012 | 5,338 € | 215 € |
| 2013 | 3,541 € | 241 € |
| 2014 | 5,162 € | 247 € |
| 2015 | 5,225 € | 234 € |
| 2016 | 1,221 € | 312 € |
| 2017 | 10,370 € | 289 € |
| 2018 | 2,394 € | 296 € |
| 2019 | 6,394 € | 302 € |
| 2020 | 1,327 € | 283 € |
| 2021 | 17,535 € | 379 € |
| 2022 | 1,850 € | 258 € |
| 2023 | 3,395 € | 254 € |
| 2024 | 2,834 € | 271 € |
| 2025 | 3,861 € | 251 € |
| 2026 | 5,707 € | 265 € |
Run diagnostica in USD lordo: CAGR 8.4%, max drawdown -40.9%.
Log completo in trades_adm.csv.
| date | asset | side | qty | price | value | cost | tax |
|---|---|---|---|---|---|---|---|
| 2024-08-31 | INTL_EQ | BUY | 357.141225 | 348.262684 | 124378.961501 | 102.503169 | 0.000000 |
| 2024-09-30 | INTL_EQ | SELL | 357.141225 | 348.548629 | 124481.084320 | 102.584867 | 26.551933 |
| 2024-09-30 | US_SCV | BUY | 224.747172 | 552.959476 | 124276.078590 | 102.420863 | 0.000000 |
| 2025-01-31 | US_SCV | SELL | 5.062448 | 613.468444 | 3105.651836 | 5.484521 | 79.644104 |
| 2025-02-28 | US_SCV | SELL | 219.684725 | 579.218818 | 127245.526680 | 104.796421 | 1499.881877 |
| 2025-02-28 | INTL_EQ | BUY | 345.494060 | 367.678163 | 127030.621240 | 104.624497 | 0.000000 |
| 2025-04-30 | INTL_EQ | SELL | 345.494060 | 349.966890 | 120911.481550 | 99.729185 | 0.000000 |
| 2025-04-30 | TREASURY_LONG | BUY | 611.281428 | 197.473990 | 120712.182618 | 99.569746 | 0.000000 |
| 2025-05-31 | TREASURY_LONG | SELL | 611.281428 | 191.694404 | 117179.229065 | 96.743383 | 0.000000 |
| 2025-05-31 | INTL_EQ | BUY | 317.069519 | 368.959771 | 116985.896964 | 96.588718 | 0.000000 |
| 2025-08-31 | INTL_EQ | SELL | 317.069519 | 381.945751 | 121103.355465 | 99.882684 | 1070.539210 |
| 2025-08-31 | US_SCV | BUY | 221.531622 | 545.762942 | 120903.749781 | 99.723000 | 0.000000 |
| 2025-12-31 | US_SCV | SELL | 221.531622 | 566.784873 | 125560.772455 | 103.448618 | 1210.825895 |
| 2025-12-31 | INTL_EQ | BUY | 304.402875 | 411.803077 | 125354.040605 | 103.283232 | 0.000000 |
| 2026-01-31 | INTL_EQ | SELL | 304.402875 | 430.153579 | 130939.986155 | 107.751989 | 1452.345843 |
| 2026-01-31 | US_SCV | BUY | 212.848707 | 594.865451 | 126616.341925 | 104.293074 | 0.000000 |
| 2026-02-28 | US_SCV | SELL | 212.848707 | 608.887598 | 129600.937738 | 106.680750 | 775.994911 |
| 2026-02-28 | INTL_EQ | BUY | 280.817799 | 460.753368 | 129387.746791 | 106.510197 | 0.000000 |
| 2026-03-31 | INTL_EQ | SELL | 280.817799 | 432.250420 | 121383.611851 | 100.106889 | 0.000000 |
| 2026-03-31 | US_SCV | BUY | 200.663250 | 603.915057 | 121183.558115 | 99.946846 | 0.000000 |
| 2026-05-31 | US_SCV | SELL | 200.663250 | 657.633069 | 131962.789023 | 108.570231 | 2802.600036 |
| 2026-05-31 | INTL_EQ | BUY | 275.658858 | 477.930667 | 131745.822134 | 108.396658 | 0.000000 |
| 2026-06-30 | INTL_EQ | SELL | 275.658858 | 487.367753 | 134347.238500 | 110.477791 | 676.368255 |
| 2026-06-30 | US_SCV | BUY | 190.115635 | 705.499365 | 134126.459541 | 110.301168 | 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: engineeredportfolio.com, allocatesmartly.com. Replica, codice e verifiche: Federico Caruso. Vedi anche le note legali.