Optimize
None Rebalancing
EUR
Moderate Risk
10.2yr backtest

Performance Summary

Total Return+482.01%
Annualized Return+18.76%
Volatility+18.69%
Sharpe Ratio0.90
Max Drawdown+34.20%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global equity portfolio investing 50% each in technology and industrial sector ETFs for targeted growth exposure.
AssetTypeAllocationTER
LYPG.XETRA
Amundi MSCI World Information Technology UCITS ETF EUR AccLU0533033667
ETF
50.0%0.3%
XDWI.XETRA
Xtrackers MSCI World Industrials UCITS ETF 1CIE00BM67HV82
ETF
50.0%0.25%
Total100.0%0.28%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €58,201.37
Histogram of Monthly Returns
The portfolio had a positive return during 79 of the 124 months (64%)
Monthly Returns Heatmap
Best month: +14.3% • Worst month: -10.2% • Best year: 2019 (+42.5%) • Worst year: 2022 (-21.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.4%+0.2%-6.1%+14.3%+11.8%+1.9%------+22.1%
2025+1.5%-3.9%-10.2%-2.5%+10.3%+3.8%+7.2%-2.5%+5.2%+7.1%-4.6%+0.3%+10.0%
2024+4.7%+5.4%+3.0%-2.8%+2.8%+8.9%-2.2%-0.9%+1.8%+1.4%+8.0%+0.3%+34.0%
2023+6.5%+2.9%+3.8%-1.4%+8.4%+4.4%+1.8%-0.5%-3.6%-2.5%+8.8%+4.7%+37.8%
2022-8.7%-2.7%+4.8%-4.9%-5.2%-7.1%+13.8%-2.7%-7.6%+5.5%-0.4%-6.8%-21.8%
2021-0.0%+2.9%+5.2%+2.0%-1.6%+7.2%+2.6%+4.0%-3.1%+5.7%+3.2%+3.9%+36.4%
2020+2.7%-9.3%-9.2%+9.7%+4.6%+4.6%-0.6%+9.7%-0.8%-4.3%+10.0%+2.8%+18.9%
2019+8.7%+6.6%+3.4%+5.6%-6.5%+5.1%+5.2%-2.7%+3.2%+1.0%+6.1%+1.3%+42.5%
2018+2.4%+0.1%-4.8%+2.5%+7.3%-1.3%+2.4%+4.0%+0.5%-7.0%-1.1%-8.9%-4.9%
2017-0.1%+6.2%+1.1%+0.5%+0.1%-2.1%-0.5%+0.7%+3.0%+5.9%-0.9%+1.0%+15.4%
2016---0.8%-2.7%+5.8%-1.8%+6.0%+1.6%+0.9%+1.1%+5.5%+1.8%+18.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +34.20% • The longest drawdown period lasted for 1 year and 6 months and was between December 2021 and July 2023. It reached a trough of -23.8%.

Detailed Metrics

Returns
Total Return
+482.01%
Annualized Return
+18.76%
Avg Monthly Return
+1.55%
Risk
Volatility (Annual)
+18.69%
Max Drawdown
+34.20%
Positive Months
64%
Average Drawdown
-5.7%
Risk-Adjusted
Sharpe Ratio
0.90
Risk-free rate: 2.0%
Sortino Ratio
0.85
Downside risk adjusted
Return/Volatility
1.00
Calmar Ratio
0.55
Return/Max Drawdown
Ulcer Index
7.65
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
58,201.37
Backtest Period
2016-03-22 to 2026-06-19
10.2 years
Rebalancing
none
Base Currency
EUR
50/50 | +18.8% CAGR | ETF Backtest