Optimize
Monthly Rebalancing
EUR
High Risk
5.0yr backtest

Performance Summary

Total Return+199.60%
Annualized Return+24.42%
Volatility+23.12%
Sharpe Ratio0.97
Max Drawdown+28.26%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified global equity ETF portfolio targeting technology, value, and emerging markets for strategic growth exposure.
AssetTypeAllocationTER
SEC0.XETRA
iShares MSCI Global Semiconductors UCITS ETF USD (Acc)IE000I8KRLL9
ETF
50.0%0.35%
IS3S.XETRA
iShares Edge MSCI World Value Factor UCITS ETFIE00BP3QZB59
ETF
10.0%0.25%
5MVL.XETRA
iShares Edge MSCI EM Value Factor UCITS ETF USD (Acc)IE00BG0SKF03
ETF
10.0%0.4%
XDWT.XETRA
Xtrackers MSCI World Information Technology UCITS ETF 1CIE00BM67HT60
ETF
10.0%0.25%
XNAS.XETRA
Xtrackers Nasdaq 100 UCITS ETF 1CIE00BMFKG444
ETF
10.0%0.2%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
10.0%0.18%
Total100.0%0.30%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €29,959.55
Histogram of Monthly Returns
The portfolio had a positive return during 37 of the 61 months (61%)
Monthly Returns Heatmap
Best month: +26.1% • Worst month: -14.0% • Best year: 2026 (+56.1%) • Worst year: 2022 (-24.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+10.9%+2.5%-8.3%+26.1%+20.4%+7.5%-14.0%+6.6%----+56.1%
2025+2.9%-4.3%-10.0%-4.7%+10.1%+8.2%+3.9%-0.6%+9.3%+12.8%-3.0%+2.1%+27.0%
2024+2.9%+7.3%+4.2%-2.4%+3.6%+8.3%-4.8%-2.8%+1.4%-1.1%+3.3%+1.8%+22.8%
2023+10.6%+1.7%+4.4%-5.1%+12.4%+3.3%+3.4%-2.4%-2.1%-4.7%+9.8%+7.3%+43.3%
2022-8.0%-0.9%+2.2%-6.2%-0.8%-10.8%+11.5%-3.8%-8.9%+0.9%+7.0%-7.7%-24.7%
2021-------+0.6%-1.9%+4.4%+6.7%+3.8%+14.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +28.26% • The longest drawdown period lasted for 1 year and 6 months and was between January 2022 and July 2023. It reached a trough of -27.3%.

Detailed Metrics

Returns
Total Return
+199.60%
Annualized Return
+24.42%
Avg Monthly Return
+2.08%
Risk
Volatility (Annual)
+23.12%
Max Drawdown
+28.26%
Positive Months
61%
Average Drawdown
-8.6%
Risk-Adjusted
Sharpe Ratio
0.97
Risk-free rate: 2.0%
Sortino Ratio
0.95
Downside risk adjusted
Return/Volatility
1.06
Calmar Ratio
0.86
Return/Max Drawdown
Ulcer Index
10.49
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
29,959.55
Backtest Period
2021-08-06 to 2026-08-14
5.0 years
Rebalancing
monthly
Base Currency
EUR
00 06 mon | +24.4% CAGR | ETF Backtest