Home Portfolios1ª iteração

1ª iteração

Created byuser-e10nby

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None Rebalancing

EUR

Moderate Risk

2.1yr backtest

Performance Summary

Total Return+59.12%

Annualized Return+24.33%

Volatility+17.54%

Sharpe Ratio1.27

Max Drawdown+20.29%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

Diversified global ETF portfolio blending S&P 500, world equities, and targeted exposure to defense and semiconductor sectors for growth.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
SXR8.XETRA iShares Core S&P 500 UCITS ETF USD (Acc) • IE00B5BMR087	IE00B5BMR087	Acc	ETF	40.0%	0.07%
WEBN.XETRA Amundi Prime All Country World UCITS ETF Acc • IE0003XJA0J9	IE0003XJA0J9	Acc	ETF	30.0%	0.07%
DFEN.XETRA VanEck Defense UCITS ETF A • IE000YYE6WK5	IE000YYE6WK5	Acc	ETF	15.0%	0.55%
VVSM.XETRA VanEck Semiconductor UCITS ETF • IE00BMC38736	IE00BMC38736	Acc	ETF	15.0%	0.35%
Total		Total			100.0%	0.18%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €15,912.42

Histogram of Monthly Returns

The portfolio had a positive return during 16 of the 27 months (59%)

Monthly Returns Heatmap

Best month: +10.9% • Worst month: -6.0% • Best year: 2026 (+24.0%) • Worst year: 2024 (+9.2%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+5.4%	-0.2%	-4.8%	+10.9%	+8.8%	+1.5%	-4.9%	+6.3%	-	-	-	-	+24.0%
2025	+4.2%	-2.7%	-6.0%	-2.3%	+7.7%	+2.8%	+5.4%	-1.2%	+5.9%	+4.9%	-2.7%	+1.2%	+17.5%
2024	-	-	-	-	-	+0.6%	-1.0%	-0.5%	+1.4%	+2.4%	+6.7%	-0.5%	+9.2%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +20.29% • The longest drawdown period lasted for 4 months and was between February 2025 and July 2025. It reached a trough of -20.3%.

Detailed Metrics

Returns

Total Return

+59.12%

Annualized Return

+24.33%

Avg Monthly Return

+1.83%

Risk

Volatility (Annual)

+17.54%

Max Drawdown

+20.29%

Positive Months

59%

Average Drawdown

-3.4%

Risk-Adjusted

Sharpe Ratio

1.27

Risk-free rate: 2.0%

Sortino Ratio

1.17

Downside risk adjusted

Return/Volatility

1.39

Calmar Ratio

1.20

Return/Max Drawdown

Ulcer Index

4.43

Drawdown depth & duration

Martin Ratio

0.05

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€15,912.42

Backtest Period

2024-06-26 to 2026-08-14
2.1 years

Rebalancing

none

Base Currency

EUR