HomePortfolios2ª Iteração

2ª Iteração

Created byuser-e10nby
Optimize
None Rebalancing
EUR
Moderate Risk
3.1yr backtest

Performance Summary

Total Return+83.50%
Annualized Return+21.81%
Volatility+13.05%
Sharpe Ratio1.52
Max Drawdown+18.51%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified global ETF portfolio focused on US, European, and Asian equities, including sectors like financials, defense, and biotech.
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 EUR • IE00BKWQ0G16
ETF
15.0%0.18%
DFEN.XETRA
VanEck Defense UCITS ETF A • IE000YYE6WK5
ETF
10.0%0.55%
2B70.F
iShares Nasdaq US Biotechnology UCITS ETF • IE00BYXG2H39
ETF
7.5%0.35%
CEBL.XETRA
iShares MSCI EM Asia UCITS ETF (Acc) • IE00B5L8K969
ETF
7.5%0.2%
Total100.0%0.17%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €18,349.56
Histogram of Monthly Returns
The portfolio had a positive return during 25 of the 38 months (66%)
Monthly Returns Heatmap
Best month: +7.3% • Worst month: -5.2% • Best year: 2024 (+30.3%) • Worst year: 2023 (+7.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.7%+0.1%-5.0%+7.3%+5.3%+0.6%-0.2%-----+10.8%
2025+4.8%-0.7%-5.2%-2.5%+6.3%+1.2%+5.8%-0.7%+4.4%+3.6%-0.8%+1.5%+18.3%
2024+3.1%+4.9%+4.1%-1.8%+2.2%+4.4%+0.9%-0.1%+1.6%+2.4%+6.2%-0.9%+30.3%
2023-----+0.2%+2.8%-0.4%-1.4%-3.3%+5.7%+3.9%+7.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +18.51% • The longest drawdown period lasted for 5 months and was between February 2025 and July 2025. It reached a trough of -18.5%.

Detailed Metrics

Returns
Total Return
+83.50%
Annualized Return
+21.81%
Avg Monthly Return
+1.66%
Risk
Volatility (Annual)
+13.05%
Max Drawdown
+18.51%
Positive Months
66%
Average Drawdown
-2.4%
Risk-Adjusted
Sharpe Ratio
1.52
Risk-free rate: 2.0%
Sortino Ratio
1.39
Downside risk adjusted
Return/Volatility
1.67
Calmar Ratio
1.18
Return/Max Drawdown
Ulcer Index
3.12
Drawdown depth & duration
Martin Ratio
0.06
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€18,349.56
Backtest Period
2023-06-19 to 2026-07-17
3.1 years
Rebalancing
none
Base Currency
EUR