HomePortfolios100 Aktien
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None Rebalancing
EUR
Moderate Risk
5.1yr backtest

Performance Summary

Total Return+73.41%
Annualized Return+11.49%
Volatility+12.22%
Sharpe Ratio0.78
Max Drawdown+17.66%

Holdings

Asset Allocation

Asset Class

Equity 90.0%Precious Metals 10.0%
Holdings Details
Diversified global ETF portfolio with 90% equities across US, Europe, Japan, emerging markets, plus 10% gold for balance.
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
15.0%0.18%
IUSN.XETRA
iShares MSCI World Small Cap UCITS ETFIE00BF4RFH31
ETF
10.0%0.35%
GOLD-EUR.PA
Amundi Physical Gold ETC (C)FR0013416716
ETF
10.0%0.12%
EUNN.XETRA
iShares Core MSCI Japan IMI UCITS ETFIE00B4L5YX21
ETF
10.0%0.12%
L0CK.XETRA
iShares Digital Security UCITS ETF USD (Acc)IE00BG0J4C88
ETF
5.0%0.4%
WRLD.XETRA
Rize Environmental Impact 100 UCITS ETFIE00BLRPRR04
ETF
5.0%0.55%
2B70.F
iShares Nasdaq US Biotechnology UCITS ETFIE00BYXG2H39
ETF
5.0%0.35%
Total100.0%0.19%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €17,341.38
Histogram of Monthly Returns
The portfolio had a positive return during 38 of the 62 months (61%)
Monthly Returns Heatmap
Best month: +7.7% • Worst month: -6.7% • Best year: 2024 (+19.7%) • Worst year: 2022 (-11.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.3%+3.6%-6.7%+6.6%+4.8%+0.4%-1.8%+4.6%----+16.0%
2025+4.7%-1.3%-4.9%-2.6%+4.4%+0.2%+3.9%+0.7%+3.8%+4.6%+0.6%+0.6%+15.2%
2024+1.7%+2.9%+3.8%-1.3%+1.1%+3.1%+1.7%-0.4%+1.8%+0.7%+4.8%-1.5%+19.7%
2023+5.2%-0.4%+0.3%-0.6%+1.9%+2.2%+2.5%-1.1%-1.7%-2.9%+4.8%+4.2%+15.0%
2022-5.0%-0.9%+2.8%-1.4%-3.1%-5.1%+7.7%-1.3%-5.5%+2.6%+2.3%-4.3%-11.5%
2021-------0.7%+2.6%-1.3%+2.9%-0.1%+3.0%+6.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +17.66% • The longest drawdown period lasted for 2 years and 1 month and was between November 2021 and December 2023. It reached a trough of -15.0%.

Detailed Metrics

Returns
Total Return
+73.41%
Annualized Return
+11.49%
Avg Monthly Return
+0.94%
Risk
Volatility (Annual)
+12.22%
Max Drawdown
+17.66%
Positive Months
61%
Average Drawdown
-4.7%
Risk-Adjusted
Sharpe Ratio
0.78
Risk-free rate: 2.0%
Sortino Ratio
0.73
Downside risk adjusted
Return/Volatility
0.94
Calmar Ratio
0.65
Return/Max Drawdown
Ulcer Index
5.60
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
17,341.38
Backtest Period
2021-07-23 to 2026-08-14
5.1 years
Rebalancing
none
Base Currency
EUR
100 Aktien | +11.5% CAGR | ETF Backtest