HomePortfolios100 Aktien
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None Rebalancing
EUR
Moderate Risk
5.0yr backtest

Performance Summary

Total Return+70.36%
Annualized Return+11.24%
Volatility+12.53%
Sharpe Ratio0.74
Max Drawdown+18.22%

Holdings

Asset Allocation

Asset Class

Equity 90.0%Precious Metals 10.0%
Holdings Details
Diversified global ETF portfolio with 85% equities and 10% gold, covering US, Europe, emerging markets, Japan, and thematic sectors.
AssetTypeAllocationTER
SXR8.XETRA
iShares Core S&P 500 UCITS ETF USD (Acc)IE00B5BMR087
ETF
25.0%0.07%
EUNK.XETRA
iShares Core MSCI Europe UCITS ETF EUR (Acc)IE00B4K48X80
ETF
15.0%0.12%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
12.0%0.18%
GOLD-EUR.PA
Amundi Physical Gold ETC (C)FR0013416716
ETF
10.0%0.12%
EUNN.XETRA
iShares Core MSCI Japan IMI UCITS ETFIE00B4L5YX21
ETF
8.0%0.12%
2B70.F
iShares Nasdaq US Biotechnology UCITS ETFIE00BYXG2H39
ETF
5.0%0.35%
L0CK.XETRA
iShares Digital Security UCITS ETF USD (Acc)IE00BG0J4C88
ETF
5.0%0.4%
ICGA.XETRA
iShares MSCI China UCITS ETF USD (Acc)IE00BJ5JPG56
ETF
5.0%0.28%
IS3R.XETRA
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)IE00BP3QZ825
ETF
5.0%0.25%
WRLD.XETRA
Rize Environmental Impact 100 UCITS ETFIE00BLRPRR04
ETF
5.0%0.55%
XAIX.XETRA
Xtrackers Artificial Intelligence &Big Data UCITS ETF 1C EURIE00BGV5VN51
ETF
5.0%0.35%
Total100.0%0.19%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €17,036.37
Histogram of Monthly Returns
The portfolio had a positive return during 38 of the 61 months (62%)
Monthly Returns Heatmap
Best month: +7.3% • Worst month: -6.6% • Best year: 2024 (+22.6%) • Worst year: 2022 (-12.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.8%+2.6%-6.6%+7.3%+6.0%+0.4%-1.5%-----+11.9%
2025+4.9%-1.0%-5.2%-2.7%+4.7%+0.5%+4.0%+0.3%+4.4%+4.6%+0.1%+0.6%+15.6%
2024+2.3%+3.4%+3.8%-1.1%+1.1%+4.0%+0.6%-0.4%+2.3%+1.0%+4.7%-1.0%+22.6%
2023+5.2%-0.6%+1.1%-0.6%+2.2%+2.1%+2.6%-1.0%-1.7%-2.5%+4.9%+3.6%+15.9%
2022-5.0%-1.3%+2.8%-1.7%-3.2%-4.4%+6.7%-1.2%-5.7%+2.0%+2.8%-4.2%-12.5%
2021-------1.0%+2.5%-1.6%+3.4%+0.1%+2.5%+6.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +18.22% • The longest drawdown period lasted for 2 years and 1 month and was between November 2021 and January 2024. It reached a trough of -15.5%.

Detailed Metrics

Returns
Total Return
+70.36%
Annualized Return
+11.24%
Avg Monthly Return
+0.93%
Risk
Volatility (Annual)
+12.53%
Max Drawdown
+18.22%
Positive Months
62%
Average Drawdown
-5.1%
Risk-Adjusted
Sharpe Ratio
0.74
Risk-free rate: 2.0%
Sortino Ratio
0.70
Downside risk adjusted
Return/Volatility
0.90
Calmar Ratio
0.62
Return/Max Drawdown
Ulcer Index
6.15
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
17,036.37
Backtest Period
2021-07-23 to 2026-07-24
5.0 years
Rebalancing
none
Base Currency
EUR
100 Aktien | +11.2% CAGR | ETF Backtest