HomePortfolios2ª Iteração

2ª Iteração

Optimize
Quarterly Rebalancing
EUR
Moderate Risk
3.1yr backtest

Performance Summary

Total Return+95.52%
Annualized Return+24.01%
Volatility+13.77%
Sharpe Ratio1.60
Max Drawdown+20.00%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global equity ETF portfolio focused on US, European, and sector-specific themes like defense, biotech, and semiconductors.
AssetTypeAllocationTER
SXR8.XETRA
iShares Core S&P 500 UCITS ETF USD (Acc)IE00B5BMR087
ETF
60.0%0.07%
SPYZ.XETRA
State Street SPDR MSCI Europe Financials UCITS ETF EURIE00BKWQ0G16
ETF
15.0%0.18%
DFEN.XETRA
VanEck Defense UCITS ETF AIE000YYE6WK5
ETF
10.0%0.55%
2B70.F
iShares Nasdaq US Biotechnology UCITS ETFIE00BYXG2H39
ETF
7.5%0.35%
SEC0.XETRA
iShares MSCI Global Semiconductors UCITS ETF USD (Acc)IE000I8KRLL9
ETF
7.5%0.35%
Total100.0%0.18%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €19,552.2
Histogram of Monthly Returns
The portfolio had a positive return during 24 of the 38 months (63%)
Monthly Returns Heatmap
Best month: +9.8% • Worst month: -6.1% • Best year: 2024 (+30.2%) • Worst year: 2023 (+8.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.8%-0.0%-4.9%+9.8%+7.2%+2.7%-1.8%-----+16.0%
2025+4.9%-1.3%-6.1%-3.2%+6.5%+2.0%+5.8%-0.7%+4.4%+5.1%-0.3%+1.2%+19.1%
2024+3.5%+5.3%+4.2%-2.2%+2.5%+4.8%+0.4%-0.4%+1.1%+2.2%+6.4%-0.8%+30.2%
2023-----+0.4%+2.7%-0.2%-1.6%-3.4%+6.3%+4.6%+8.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +20.00% • The longest drawdown period lasted for 5 months and was between February 2025 and July 2025. It reached a trough of -20.0%.

Detailed Metrics

Returns
Total Return
+95.52%
Annualized Return
+24.01%
Avg Monthly Return
+1.84%
Risk
Volatility (Annual)
+13.77%
Max Drawdown
+20.00%
Positive Months
63%
Average Drawdown
-2.6%
Risk-Adjusted
Sharpe Ratio
1.60
Risk-free rate: 2.0%
Sortino Ratio
1.49
Downside risk adjusted
Return/Volatility
1.74
Calmar Ratio
1.20
Return/Max Drawdown
Ulcer Index
3.51
Drawdown depth & duration
Martin Ratio
0.06
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
19,552.2
Backtest Period
2023-06-19 to 2026-07-31
3.1 years
Rebalancing
quarterly
Base Currency
EUR