Optimize
None Rebalancing
EUR
Moderate Risk
5.8yr backtest

Performance Summary

Total Return+123.10%
Annualized Return+14.76%
Volatility+14.64%
Sharpe Ratio0.87
Max Drawdown+22.24%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Explore a diversified ETF portfolio with a focus on high-growth and high-dividend investments, designed for steady growth and passive income in EUR.
AssetTypeAllocationTER
VUAA.XETRA
Vanguard S&P 500 UCITS ETF (USD) AccumulatingIE00BFMXXD54
ETF
60.0%0.07%
VGWE.XETRA
Vanguard FTSE All-World High Dividend Yield UCITS ETF AccIE00BK5BR626
ETF
30.0%0.29%
QDVE.XETRA
iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)IE00B3WJKG14
ETF
10.0%0.15%
Total100.0%0.14%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €22,310.44
Histogram of Monthly Returns
The portfolio had a positive return during 43 of the 71 months (61%)
Monthly Returns Heatmap
Best month: +10.0% • Worst month: -8.2% • Best year: 2021 (+37.7%) • Worst year: 2022 (-11.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.4%+0.8%-4.0%+1.9%---------1.1%
2025+3.4%-2.6%-8.2%-4.8%+6.7%+1.6%+5.8%-0.7%+3.0%+4.7%-0.6%+0.1%+7.4%
2024+3.8%+3.8%+3.8%-1.9%+1.6%+6.3%-0.1%-0.7%+1.7%+1.9%+7.4%-0.8%+29.5%
2023+4.0%+0.8%+0.2%+0.2%+3.7%+3.7%+2.4%-0.1%-1.7%-3.2%+5.7%+4.0%+21.1%
2022-4.4%-1.8%+5.2%-2.2%-3.1%-6.1%+10.0%-1.4%-5.8%+5.1%-0.6%-6.0%-11.8%
2021+1.0%+3.5%+7.0%+1.7%-0.5%+5.0%+1.7%+3.3%-1.8%+5.2%+1.9%+4.7%+37.7%
2020------1.5%-0.4%+6.3%-1.6%-2.8%+8.6%+1.7%+10.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +22.24% • The longest drawdown period lasted for 11 months and was between August 2022 and July 2023. It reached a trough of -12.9%.

Detailed Metrics

Returns
Total Return
+123.10%
Annualized Return
+14.76%
Avg Monthly Return
+1.21%
Risk
Volatility (Annual)
+14.64%
Max Drawdown
+22.24%
Positive Months
61%
Average Drawdown
-4.1%
Risk-Adjusted
Sharpe Ratio
0.87
Risk-free rate: 2.0%
Sortino Ratio
0.82
Downside risk adjusted
Return/Volatility
1.01
Calmar Ratio
0.66
Return/Max Drawdown
Ulcer Index
5.25
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
22,310.44
Backtest Period
2020-06-03 to 2026-04-02
5.8 years
Rebalancing
none
Base Currency
EUR