Optimize
None Rebalancing
EUR
Moderate Risk
4.4yr backtest

Performance Summary

Total Return+107.57%
Annualized Return+17.98%
Volatility+17.32%
Sharpe Ratio0.92
Max Drawdown+23.88%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global equity ETF portfolio targeting Europe, Taiwan, US, and Japan for broad international growth and value exposure.
AssetTypeAllocationTER
SPYK.XETRA
State Street SPDR MSCI Europe Technology UCITS ETF EURIE00BKWQ0K51
ETF
25.0%0.18%
FLXT.XETRA
Franklin FTSE Taiwan UCITS ETF EURIE000CM02H85
ETF
25.0%0.19%
ZPRU.XETRA
State Street SPDR MSCI USA Value UCITS ETF USDIE00BSPLC520
ETF
20.0%0.2%
ZPDW.XETRA
State Street SPDR MSCI Japan UCITS ETF EUR HedgedIE00BZ0G8C04
ETF
15.0%0.17%
SPPY.XETRA
State Street SPDR S&P 500 Leaders UCITS ETF USD Unhedged (Acc)IE00BH4GPZ28
ETF
15.0%0.03%
Total100.0%0.16%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €20,757.13
Histogram of Monthly Returns
The portfolio had a positive return during 31 of the 54 months (57%)
Monthly Returns Heatmap
Best month: +15.4% • Worst month: -8.2% • Best year: 2026 (+36.9%) • Worst year: 2022 (-13.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+5.5%+5.6%-7.2%+15.4%+13.4%+3.8%-7.2%+5.0%----+36.9%
2025+3.8%-3.1%-7.8%-3.8%+7.3%+2.9%+2.2%-0.0%+6.4%+7.3%-1.6%+2.2%+15.5%
2024+4.4%+4.4%+4.4%-3.0%+2.3%+6.6%-2.7%-1.8%-0.4%-0.2%+4.4%+0.8%+20.2%
2023+8.3%+0.1%+1.8%-2.4%+5.7%+3.5%+1.0%-1.9%-1.7%-2.3%+8.3%+4.1%+26.6%
2022---0.3%-3.7%-1.8%-8.2%+9.0%-2.3%-8.1%+4.3%+5.4%-7.4%-13.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +23.88% • The longest drawdown period lasted for 1 year and 2 months and was between March 2022 and June 2023. It reached a trough of -16.6%.

Detailed Metrics

Returns
Total Return
+107.57%
Annualized Return
+17.98%
Avg Monthly Return
+1.50%
Risk
Volatility (Annual)
+17.32%
Max Drawdown
+23.88%
Positive Months
57%
Average Drawdown
-5.4%
Risk-Adjusted
Sharpe Ratio
0.92
Risk-free rate: 2.0%
Sortino Ratio
0.87
Downside risk adjusted
Return/Volatility
1.04
Calmar Ratio
0.75
Return/Max Drawdown
Ulcer Index
6.47
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
20,757.13
Backtest Period
2022-03-22 to 2026-08-21
4.4 years
Rebalancing
none
Base Currency
EUR
2026 | +18.0% CAGR | ETF Backtest