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None Rebalancing

EUR

High Risk

4.9yr backtest

Performance Summary

Total Return+272.64%

Annualized Return+31.03%

Volatility+24.57%

Sharpe Ratio1.18

Max Drawdown+31.63%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

A diversified global ETF portfolio targeting technology and value factors across developed and emerging equity markets for growth.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
SEC0.XETRA iShares MSCI Global Semiconductors UCITS ETF USD (Acc) • IE000I8KRLL9	IE000I8KRLL9	Acc	ETF	60.0%	0.35%
IS3S.XETRA iShares Edge MSCI World Value Factor UCITS ETF • IE00BP3QZB59	IE00BP3QZB59	Acc	ETF	10.0%	0.25%
5MVL.XETRA iShares Edge MSCI EM Value Factor UCITS ETF USD (Acc) • IE00BG0SKF03	IE00BG0SKF03	Acc	ETF	10.0%	0.4%
XDWT.XETRA Xtrackers MSCI World Information Technology UCITS ETF 1C • IE00BM67HT60	IE00BM67HT60	Acc	ETF	10.0%	0.25%
XNAS.XETRA Xtrackers Nasdaq 100 UCITS ETF 1C • IE00BMFKG444	IE00BMFKG444	Acc	ETF	5.0%	0.2%
IS3N.XETRA iShares Core MSCI Emerging Markets IMI UCITS • IE00BKM4GZ66	IE00BKM4GZ66	Acc	ETF	5.0%	0.18%
Total		Total			100.0%	0.32%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €37,264.07

Histogram of Monthly Returns

The portfolio had a positive return during 36 of the 59 months (61%)

Monthly Returns Heatmap

Best month: +30.7% • Worst month: -11.8% • Best year: 2026 (+89.2%) • Worst year: 2022 (-26.5%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+13.2%	+2.4%	-8.9%	+30.7%	+23.8%	+10.6%	-	-	-	-	-	-	+89.2%
2025	+3.0%	-4.9%	-11.0%	-4.9%	+10.8%	+9.3%	+3.7%	-0.7%	+10.3%	+14.5%	-3.4%	+2.5%	+29.4%
2024	+3.3%	+8.2%	+4.5%	-3.1%	+4.2%	+8.9%	-5.9%	-3.2%	+0.9%	-1.5%	+3.1%	+2.1%	+22.4%
2023	+11.1%	+2.1%	+4.7%	-5.9%	+13.7%	+3.3%	+3.3%	-2.5%	-2.5%	-5.0%	+10.6%	+8.2%	+46.4%
2022	-9.2%	-0.4%	+2.1%	-6.8%	-0.3%	-11.8%	+11.7%	-4.5%	-9.2%	+1.3%	+7.5%	-8.0%	-26.5%
2021	-	-	-	-	-	-	-	+0.4%	-1.9%	+4.6%	+7.9%	+4.0%	+15.6%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +31.63% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -29.5%.

Detailed Metrics

Returns

Total Return

+272.64%

Annualized Return

+31.03%

Avg Monthly Return

+2.56%

Risk

Volatility (Annual)

+24.57%

Max Drawdown

+31.63%

Positive Months

61%

Average Drawdown

-9.8%

Risk-Adjusted

Sharpe Ratio

1.18

Risk-free rate: 2.0%

Sortino Ratio

1.17

Downside risk adjusted

Return/Volatility

1.26

Calmar Ratio

0.98

Return/Max Drawdown

Ulcer Index

11.78

Drawdown depth & duration

Martin Ratio

0.02

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€37,264.07

Backtest Period

2021-08-06 to 2026-06-19
4.9 years

Rebalancing

none

Base Currency

EUR