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00 6

Created byuser-5us6my
Optimize
Annual Rebalancing
EUR
High Risk
5.0yr backtest

Performance Summary

Total Return+181.03%
Annualized Return+23.04%
Volatility+23.36%
Sharpe Ratio0.90
Max Drawdown+28.29%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global tech ETF portfolio with value and emerging market exposure for diversified growth across semiconductors, Nasdaq, and world equities.
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 ETF • IE00BP3QZB59
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 1C • IE00BM67HT60
ETF
10.0%0.25%
XNAS.XETRA
Xtrackers Nasdaq 100 UCITS ETF 1C • IE00BMFKG444
ETF
10.0%0.2%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITS • IE00BKM4GZ66
ETF
10.0%0.18%
Total100.0%0.30%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €28,102.72
Histogram of Monthly Returns
The portfolio had a positive return during 36 of the 60 months (60%)
Monthly Returns Heatmap
Best month: +26.6% • Worst month: -15.8% • Best year: 2026 (+46.7%) • Worst year: 2022 (-24.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+11.1%+2.6%-8.4%+26.6%+21.3%+8.7%-15.8%-----+46.7%
2025+2.9%-4.3%-9.8%-4.7%+9.8%+8.0%+3.9%-0.6%+9.2%+13.0%-3.1%+2.2%+26.8%
2024+2.8%+7.3%+4.2%-2.5%+3.7%+8.5%-5.1%-2.9%+1.3%-1.1%+3.4%+1.9%+22.4%
2023+10.5%+1.7%+4.5%-5.3%+12.8%+3.3%+3.3%-2.4%-2.4%-4.8%+10.1%+7.6%+44.0%
2022-8.1%-0.9%+2.1%-6.0%-0.9%-10.6%+10.7%-3.6%-8.8%+1.0%+6.7%-7.5%-24.9%
2021-------+0.6%-1.9%+4.3%+6.8%+3.8%+14.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +28.29% • The longest drawdown period lasted for 1 year and 6 months and was between January 2022 and July 2023. It reached a trough of -27.2%.

Detailed Metrics

Returns
Total Return
+181.03%
Annualized Return
+23.04%
Avg Monthly Return
+2.01%
Risk
Volatility (Annual)
+23.36%
Max Drawdown
+28.29%
Positive Months
60%
Average Drawdown
-8.7%
Risk-Adjusted
Sharpe Ratio
0.90
Risk-free rate: 2.0%
Sortino Ratio
0.87
Downside risk adjusted
Return/Volatility
0.99
Calmar Ratio
0.81
Return/Max Drawdown
Ulcer Index
10.63
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€28,102.72
Backtest Period
2021-08-06 to 2026-07-31
5.0 years
Rebalancing
annual
Base Currency
EUR