Risk/Performance Statistics:
ultimo aggiornamento: 28 febbraio 2023
» Colori dei modelli:
Price Control – Portafogli Attivi: richiedono controllo dei livelli operativi
Easy Maintenance – Portafogli Statici: strategie passive con basso livello di maintenance – rebalancing periodico
Rebalancing: richiedono una azione/controllo ogni mese
Alpha Active Selection: strategie di forza relativa che richiedono una azione/controllo ogni mese
» Colori delle statistiche:
PERFORMANCE STATISTICS: Year To Date, Last Month, Last 12 months, Last 36 months, Yearly performance
RISK STATISTICS: Standard Deviation (Yearly), Max Drawdown, Months To Recovery, Max Drawdown 12 months, Equity Exposure % (minimum-maximum)
| MODELLO (ANNO DI PARTENZA) | YTD (2023) | LAST MONTH | LAST 12M | LAST 36M | YEARLY PERF | ST. DEV. (YR) | MAX DRAWDOWN | MONTHS TO RECOVERY | MAX DD 12M | EQUITY EXP % (min-max) | EFFICIENCY RATIO |
| DRAGON (2007) | -0.32% | -0.62% | -17.18% | -10.90% | 7.69% | 7.63 | -25.09% | 23 | -22.12% | 0-90 | 1.01 |
| GLOBAL GROWTH (2007) | 6.04% | 0.69% | -4.00% | 10.63% | 7.83% | 8.18 | -18,79% | 18 | -16.09% | 0-90 | 0.96 |
| MULTIASSET (2007) | 0.49% | -1.32% | -4.65% | 1.15% | 7.96% | 5.86 | -7.73% | 22 | -5.34% | 0-37.5 | 1.36 |
| REAL ASSETS (2007) | New | -0.25% | -0.59% | 0.37% | 24.56% | 5.11% | 4.81 | -5.69% | 33 | -5.69% | 0-30 | 1.06 |
| BLACK SWAN (2007) | -0.67% | -2.06% | 1.75% | -1.31% | 7.32% | 10.64 | -15.70% | 35 | -14.02% | 0-90 (neg) | 0.69 |
| BOGLE (2011) | New | 3.87% | -0.24% | -10.34% | 9.57% | 10.02% | 10.32 | -19.17% | 14 | -19.17% | 60-60 | 0.97 |
| ALL SEASONS (2011) | New | 1.85% | -1.32% | -10.39% | 1.26% | 6.81% | 9.32 | -14.52% | 24 | -14.52% | 30-30 | 0.73 |
| GOLDEN BUTTERFLY (2011) | New | 3.56% | -0.19% | -3.42% | 14.60% | 7.61% | 8.57 | -9.38% | 23 | -9.21% | 40-40 | 0.89 |
| PERMANENT PORTFOLIO MIX (2011) | 2.26% | -1.04% | -3.21% | 7.85% | 4.45% | 5.69 | -7.14% | 24 | -6.79% | 25-25 | 0.78 |
| BILANCIATO PRUDENTE (2011) | 1.67% | -2.00% | -11.70% | -2.90% | 3.82% | 5.79 | -16.29% | 14 | -16.29% | 30-30 | 0.66 |
| BILANCIATO AGGRESSIVO (2011) | 3.18% | -1.61% | -9.00% | 12.42% | 5.77% | 8.48 | -18.03% | 15 | -16.39% | 60-60 | 0.68 |
| SUPERBALANCE (2011) | New | 2.80% | -1.20% | -8.46% | 4.31% | 5.70% | 6.96 | -14.23% | 15 | -14.23% | 35-35 | 0.82 |
| FONDI AGGRESSIVE (2009) | 0.83% | -0.59% | -7.62% | 1.23% | 9.75% | 9.05 | -15.28% | 14 | -13.48% | 0-100 | 1.08 |
| STRATEGIA DEL TOPO (2007) | 5.60% | -0.68% | 0.25% | 16.44% | 7.02% | 9.53 | -19.32% | 18 | -14.87% | 0-90 | 0.74 |
| SMART PAC (2007) | 5.09% | -1.02% | -13.37% | 8.05% | 4.38% | 9.65 | -25.22% | 34 | -24.21% | 0-100 | 0.45 |
| GLOBAL COMBO (2007) | 0.78% | -0.35% | -7.71% | -5.07% | 5.57% | 6.71 | -14.46% | 19 | -13.02% | 0-50 | 0.83 |
| MEGATREND (2017) | 3.80% | -2.49% | -7.99% | 64.17% | 14.18% | 18.31 | -21.84% | 16 | -19.68% | 100-100 | 0.77 |
| MASTER PURO (2007) | 3.69% | -0.40% | 1.81% | 50.76% | 8.78% | 9.33 | -16.91% | 33 | -15.63% | 0-100 | 0.94 |
| MASTER BILANCIATO (2007) | 1.08% | -1.05% | -3.66% | 26.36% | 7.87% | 7.98 | -14.06% | 40 | -12.73% | 0-60 | 0.99 |
| BOND (2007) | 0.58% | -1.34% | -3.79% | -1.67% | 5.78% | 5.99 | -8.65% | 26 | -6.81% | 0-0 | 0.96 |
| ITALIA BIG CAP (2012) | 23.91% | 5.58% | 41.47% | 67.28% | 13.11% | 20.45 | -25.70% | 23 | -21.66% | 100-100 | 0.64 |
| ITALIA MID CAP (2012) | 8.46% | 3.75% | -8.36% | 10.15% | 9.85% | 21.84 | -47.26% | 64 | -36.99% | 100-100 | 0.45 |
| US SELECTION (2012) | -3.44% | -4.54% | -15.50% | 56.45% | 15.41% | 17.44 | -23.03% | 14 | -19.31% | 100-100 | 0.88 |
NOTA – Le performances si intendono al lordo di tassazione e commissioni di intermediazione. Le performances passate sono indicative (vedi DISCLAIMER) e non sono in alcun modo garanzia di ritorni futuri.
| PORTAFOGLI ATTIVI |
| MODELLO (ANNO DI PARTENZA): DRAGON (2007) » Year To Date (2023): -0.32% » Last Month: -0.62% » Last 12M: -17.18% » Last 36M: -10.90% » Yearly Performance: 7.69% » Standard Deviation (YR): 7.63 » Max Drawdown: -25.09% » Months to recovery: 23 » Max DD 12M: -22.12% » Equity Exposure % (min-max): 0-90 » Efficiency Ratio: 1.01 |
| MODELLO (ANNO DI PARTENZA): Global Growth (2007) » Year To Date (2023): 6.04% » Last Month: 0.69% » Last 12M: -4.00% » Last 36M: 10.63% » Yearly Performance: 7.83% » Standard Deviation (YR): 8.18 » Max Drawdown: -18.79% » Months to recovery: 18 » Max DD 12M: -16.09% » Equity Exposure % (min-max): 0-90 » Efficiency Ratio: 0.96 |
| MODELLO (ANNO DI PARTENZA): Multiasset (2007) » Year To Date (2023): 0.49% » Last Month: -1.32% » Last 12M: -4.65% » Last 36M: 1.15% » Yearly Performance: 7.96% » Standard Deviation (YR): 5.86 » Max Drawdown: -7.73% » Months to recovery: 22 » Max DD 12M: -5.34% » Equity Exposure % (min-max): 0-37.5 » Efficiency Ratio: 1.36 |
| MODELLO (ANNO DI PARTENZA): Real Assets (2007) | new » Year To Date (2023): -0.25% » Last Month: -0.59% » Last 12M: 0.37% » Last 36M: 24.56% » Yearly Performance: 5.11% » Standard Deviation (YR): 4.81 » Max Drawdown: -5.69% » Months to recovery: 33 » Max DD 12M: -5.69% » Equity Exposure % (min-max): 0-30 » Efficiency Ratio: 1.06 |
| MODELLO (ANNO DI PARTENZA): Black Swan (2007) » Year To Date (2023): -0.67% » Last Month: -2.06% » Last 12M: 1.75% » Last 36M: -1.31% » Yearly Performance: 7.32% » Standard Deviation (YR): 10.64 » Max Drawdown: -15.70% » Months to recovery: 35 » Max DD 12M: -14.02% » Equity Exposure % (min-max): 0-90 (neg) » Efficiency Ratio: 0.69 |
| PORTAFOGLI STATICI |
| MODELLO (ANNO DI PARTENZA): Bogle (2011) | new » Year To Date (2023): 3.87% » Last Month: -0.24% » Last 12M: -10.34% » Last 36M: 9.57% » Yearly Performance: 10.02% » Standard Deviation (YR): 10.32 » Max Drawdown: -19.17% » Months to recovery: 14 » Max DD 12M: -19.17% » Equity Exposure % (min-max): 60-60 » Efficiency Ratio: 0.97 |
| MODELLO (ANNO DI PARTENZA): All Seasons (2011) | new » Year To Date (2023): 1.85% » Last Month: -1.32% » Last 12M: -10.39% » Last 36M: 1.26% » Yearly Performance: 6.81% » Standard Deviation (YR): 9.32 » Max Drawdown: -14.52% » Months to recovery: 24 » Max DD 12M: -14.52% » Equity Exposure % (min-max): 30-30 » Efficiency Ratio: 0.73 |
| MODELLO (ANNO DI PARTENZA): Golden Butterfly (2011) | new » Year To Date (2023): 3.56% » Last Month: -0.19% » Last 12M: -3.42% » Last 36M: 14.60% » Yearly Performance: 7.61% » Standard Deviation (YR): 8.57 » Max Drawdown: -9.38% » Months to recovery: 23 » Max DD 12M: -9.21% » Equity Exposure % (min-max): 40-40 » Efficiency Ratio: 0.89 |
| MODELLO (ANNO DI PARTENZA): Permanent Portfolio Mix (2011) » Year To Date (2023): 2.26% » Last Month: -1.04% » Last 12M: -3.21% » Last 36M: 7.85% » Yearly Performance: 4.45% » Standard Deviation (YR): 5.69 » Max Drawdown: -7.14% » Months to recovery: 24 » Max DD 12M: -6.79% » Equity Exposure % (min-max): 25-25 » Efficiency Ratio: 0.78 |
| MODELLO (ANNO DI PARTENZA): Bilanciato Prudente (2011) » Year To Date (2023): 1.67% » Last Month: -2.00% » Last 12M: -11.70% » Last 36M: -2.90% » Yearly Performance: 3.82% » Standard Deviation (YR): 5.79 » Max Drawdown: -16.29% » Months to recovery: 14 » Max DD 12M: -16.29% » Equity Exposure % (min-max): 30-30 » Efficiency Ratio: 0.66 |
| MODELLO (ANNO DI PARTENZA): Bilanciato Aggressivo (2011) » Year To Date (2023): 3.18% » Last Month: -1.61% » Last 12M: -9.00% » Last 36M: 12.42% » Yearly Performance: 5.77% » Standard Deviation (YR): 8.48 » Max Drawdown: -18.03% » Months to recovery: 15 » Max DD 12M: -16.39% » Equity Exposure % (min-max): 60-60 » Efficiency Ratio: 0.68 |
| MODELLO (ANNO DI PARTENZA): Superbalance (2011) | new » Year To Date (2023): 2.80% » Last Month: -1.20% » Last 12M: -8.46% » Last 36M: 4.31% » Yearly Performance: 5.70% » Standard Deviation (YR): 6.96 » Max Drawdown: -14.23% » Months to recovery: 15 » Max DD 12M: -14.23% » Equity Exposure % (min-max): 35-35 » Efficiency Ratio: 0.82 |
| MODELLO (ANNO DI PARTENZA): Fondi Aggressive (2009) » Year To Date (2023): 0.83% » Last Month: -0.59% » Last 12M: -7.62% » Last 36M: 1.23% » Yearly Performance: 9.75% » Standard Deviation (YR): 9.05 » Max Drawdown: -15.28% » Months to recovery: 14 » Max DD 12M: -13.48% » Equity Exposure % (min-max): 0-100 » Efficiency Ratio: 1.08 |
| REBALANCING |
| MODELLO (ANNO DI PARTENZA): Strategia del Topo (2007) » Year To Date (2023): 5.60% » Last Month: -0.68% » Last 12M: 0.25% » Last 36M: 16.44% » Yearly Performance: 7.02% » Standard Deviation (YR): 9.53 » Max Drawdown: -19.32% » Months to recovery: 18 » Max DD 12M: -14.87% » Equity Exposure % (min-max): 0-90 » Efficiency Ratio: 0.74 |
| MODELLO (ANNO DI PARTENZA): Smart PAC (2007) » Year To Date (2023): 5.09% » Last Month: -1.02% » Last 12M: -13.37% » Last 36M: 8.05% » Yearly Performance: 4.38% » Standard Deviation (YR): 9.65 » Max Drawdown: -25.22% » Months to recovery: 34 » Max DD 12M: -24.21% » Equity Exposure % (min-max): 0-100 » Efficiency Ratio: 0.45 |
| MODELLO (ANNO DI PARTENZA): Global Combo (2007) » Year To Date (2023): 0.78% » Last Month: -0.35% » Last 12M: -7.71% » Last 36M: -5.07% » Yearly Performance: 5.57% » Standard Deviation (YR): 6.71 » Max Drawdown: -14.46% » Months to recovery: 19 » Max DD 12M: -13.02% » Equity Exposure % (min-max): 0-50 » Efficiency Ratio: 0.83 |
| ALPHA ACTIVE SELECTION |
| MODELLO (ANNO DI PARTENZA): Megatrend (2017) » Year To Date (2023): 3.80% » Last Month: -2.49% » Last 12M: -7.99% » Last 36M: 64.17% » Yearly Performance: 14.18% » Standard Deviation (YR): 18.31 » Max Drawdown: -21.84% » Months to recovery: 16 » Max DD 12M: -19.68% » Equity Exposure % (min-max): 100-100 » Efficiency Ratio: 0.77 |
| MODELLO (ANNO DI PARTENZA): Master Puro (2007) » Year To Date (2023): 3.69% » Last Month: -0.40% » Last 12M: 1.81% » Last 36M: 50.76% » Yearly Performance: 8.78% » Standard Deviation (YR): 9.33 » Max Drawdown: -16.91% » Months to recovery: 33 » Max DD 12M: -15.63% » Equity Exposure % (min-max): 0-100 » Efficiency Ratio: 0.94 |
| MODELLO (ANNO DI PARTENZA): Master Bilanciato (2007) » Year To Date (2023): 1.08% » Last Month: -1.05% » Last 12M: -3.66% » Last 36M: 26.36% » Yearly Performance: 7.87% » Standard Deviation (YR): 7.98 » Max Drawdown: -14.06% » Months to recovery: 40 » Max DD 12M: -12.73% » Equity Exposure % (min-max): 0-60 » Efficiency Ratio: 0.99 |
| MODELLO (ANNO DI PARTENZA): Bond (2007) » Year To Date (2023): 0.58% » Last Month: -1.34% » Last 12M: -3.79% » Last 36M: -1.67% » Yearly Performance: 5.78% » Standard Deviation (YR): 5.99 » Max Drawdown: -8.65% » Months to recovery: 26 » Max DD 12M: -6.81% » Equity Exposure % (min-max): 0-0 » Efficiency Ratio: 0.96 |
| MODELLO (ANNO DI PARTENZA): Italia Big Cap (2012) » Year To Date (2023): 23.91% » Last Month: 5.58% » Last 12M: 41.47% » Last 36M: 67.28% » Yearly Performance: 13.11% » Standard Deviation (YR): 20.45 » Max Drawdown: -25.70% » Months to recovery: 23 » Max DD 12M: -21.66% » Equity Exposure % (min-max): 100-100 » Efficiency Ratio: 0.64 |
| MODELLO (ANNO DI PARTENZA): Italia Mid Cap (2012) » Year To Date (2023): 8.46% » Last Month: 3.75% » Last 12M: -8.36% » Last 36M: 10.15% » Yearly Performance: 9.85% » Standard Deviation (YR): 21.84 » Max Drawdown: -47.26% » Months to recovery: 64 » Max DD 12M: -36.99% » Equity Exposure % (min-max): 100-100 » Efficiency Ratio: 0.45 |
| MODELLO (ANNO DI PARTENZA): US Selection (2012) » Year To Date (2023): -3.44% » Last Month: -4.54% » Last 12M: -15.50% » Last 36M: 56.45% » Yearly Performance: 15.41% » Standard Deviation (YR): 17.44 » Max Drawdown: -23.03% » Months to recovery: 14 » Max DD 12M: -19.31% » Equity Exposure % (min-max): 100-100 » Efficiency Ratio: 0.88 |
NOTA – Le performances si intendono al lordo di tassazione e commissioni di intermediazione. Le performances passate sono indicative (vedi DISCLAIMER) e non sono in alcun modo garanzia di ritorni futuri.
Quadro riepilogativo dei Portafogli Modello:
» Colori dei modelli:
Price Control – Portafogli Attivi: richiedono controllo dei livelli operativi
Easy Maintenance – Portafogli Statici: strategie passive con basso livello di maintenance – rebalancing periodico
Rebalancing: richiedono una azione/controllo ogni mese
Alpha Active Selection: strategie di forza relativa che richiedono una azione/controllo ogni mese
» Sigle della sezione CARATTERISTICHE:
E → Equity
ES → Equity Short
B → bond
G → gold
C → commodities
| MODELLO (ANNO DI PARTENZA) | STRATEGIA | CARATTERISTICHE | STRUMENTI BASE | FREQUENZA DI REVISIONE | GRADO DI CONTROLLO | PROFILATURA TEORICA |
| DRAGON (2007) | Active Rebalancing | Direzionale mista (E+B) | ETF | variabile | elevato | aggressivo |
| GLOBAL GROWTH (2007) | Active Rebalancing | Direzionale mista (E+B) | ETF | variabile | elevato | aggressivo |
| MULTIASSET (2007) | Active Rebalancing | Direzionale mista (E+B+G) | ETF | variabile | elevato | dinamico |
| REAL ASSETS (2007) | New | Active Rebalancing | Direzionale mista (E+B+G+C) | ETF | variabile | elevato | bilanciato |
| BLACK SWAN (2007) | Active Rebalancing | Controdirezionale (ES+B+G) | ETF | variabile | elevato | aggressivo |
| BOGLE (2011) | New | Long Term Allocation | Direzionale mista (E+B) | ETF | annuale | molto basso | aggressivo |
| ALL SEASONS (2011) | New | Long Term Allocation | Direzionale mista (E+B+G) | ETF | annuale | molto basso | aggressivo |
| GOLDEN BUTTERFLY (2011) | New | Long Term Allocation | Direzionale mista (E+B+G) | ETF | annuale | molto basso | dinamico |
| PERMANENT PORTFOLIO MIX (2011) | Long Term Allocation | Direzionale mista (E+B+G) | ETF | annuale | molto basso | bilanciato |
| BILANCIATO PRUDENTE (2011) | Long Term Allocation | Direzionale mista (E+B+G) | ETF | annuale | molto basso | prudente |
| BILANCIATO AGGRESSIVO (2011) | Long Term Allocation | Direzionale mista (E+B+G) | ETF | annuale | molto basso | dinamico |
| SUPERBALANCE (2011) | New | Long Term Allocation | Direzionale mista (E+B+G) | ETF | annuale | molto basso | dinamico |
| FONDI AGGRESSIVE (2009) | Long Term Selection | Direzionale mista (E+B) | Fondi |
annuale | molto basso | aggressivo |
| STRATEGIA DEL TOPO (2007) | Seasonal | Direzionale (E) | ETF | 2/anno | basso | aggressivo |
| SMART PAC (2007) | Active Rebalancing | Direzionale mista (E+B) | ETF | mensile | medio | bilanciato |
| GLOBAL COMBO (2007) | Trend Following Selection | Direzionale mista (E+B+G) | ETF | mensile | medio | bilanciato |
| MEGATREND (2017) | Alpha Active Selection | Algoritmo genetico di selezione | ETF | mensile | medio | aggressivo |
| MASTER PURO (2007) | Alpha Active Selection | Algoritmo genetico di selezione | ETF | mensile | medio | aggressivo |
| MASTER BILANCIATO (2007) | Alpha Active Selection | Algoritmo genetico di selezione | ETF | mensile | medio | dinamico |
| BOND (2007) | Alpha Active Selection | Algoritmo genetico di selezione | ETF | mensile | medio | bilanciato |
| ITALIA BIG CAP (2012) | Alpha Active Selection | Algoritmo genetico di selezione | Titoli | mensile | medio | aggressivo |
| ITALIA MID CAP (2012) | Alpha Active Selection | Algoritmo genetico di selezione | Titoli | mensile | medio | aggressivo |
| US SELECTION (2012) | Alpha Active Selection | Algoritmo genetico di selezione | Titoli | mensile | medio | aggressivo |
| PORTAFOGLI ATTIVI |
|
|
|
|
|
| PORTAFOGLI STATICI |
|
|
|
|
|
|
|
|
| REBALANCING |
|
|
|
| ALPHA ACTIVE SELECTION |
|
|
|
|
|
|
|