Optimize
Monthly Rebalancing
EUR
Moderate Risk
6.2yr backtest

Performance Summary

Total Return+145.37%
Annualized Return+15.69%
Volatility+14.03%
Sharpe Ratio0.98
Max Drawdown+21.19%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A globally diversified 100% equity ETF portfolio targeting growth and dividend income from US tech and world markets.
AssetTypeAllocationTER
SPYI.XETRA
SPDR MSCI All Country World Investable Market UCITS ETF (Acc)IE00B3YLTY66
ETF
35.0%0.17%
VGWE.XETRA
Vanguard FTSE All-World High Dividend Yield UCITS ETF AccIE00BK5BR626
ETF
35.0%0.29%
SXRV.XETRA
iShares Nasdaq 100 UCITS ETF (Acc)IE00B53SZB19
ETF
30.0%0.3%
Total100.0%0.25%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €24,537.3
Histogram of Monthly Returns
The portfolio had a positive return during 46 of the 74 months (62%)
Monthly Returns Heatmap
Best month: +9.4% • Worst month: -7.4% • Best year: 2021 (+31.4%) • Worst year: 2022 (-14.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.8%+2.0%-4.6%+8.6%+6.6%+1.8%-1.9%-----+14.5%
2025+4.2%-2.0%-7.4%-4.0%+6.5%+1.0%+4.7%-0.1%+2.8%+4.4%-0.2%+0.5%+9.9%
2024+2.7%+3.1%+3.5%-1.6%+1.2%+5.0%+0.1%-0.8%+1.8%+0.9%+6.6%-0.8%+23.5%
2023+5.5%+0.7%+0.9%-0.1%+3.8%+3.5%+2.7%-0.8%-1.1%-3.7%+5.4%+4.6%+23.3%
2022-4.2%-2.0%+4.4%-2.8%-3.0%-6.3%+9.3%-1.5%-6.0%+3.6%+0.8%-6.1%-14.1%
2021+1.4%+2.7%+6.0%+1.3%-0.5%+5.0%+0.9%+3.2%-1.8%+4.8%+1.1%+3.7%+31.4%
2020------0.6%-0.2%+6.0%-1.5%-2.5%+9.4%+2.6%+13.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +21.19% • The longest drawdown period lasted for 1 year and 6 months and was between January 2022 and July 2023. It reached a trough of -15.6%.

Detailed Metrics

Returns
Total Return
+145.37%
Annualized Return
+15.69%
Avg Monthly Return
+1.29%
Risk
Volatility (Annual)
+14.03%
Max Drawdown
+21.19%
Positive Months
62%
Average Drawdown
-4.1%
Risk-Adjusted
Sharpe Ratio
0.98
Risk-free rate: 2.0%
Sortino Ratio
0.93
Downside risk adjusted
Return/Volatility
1.12
Calmar Ratio
0.74
Return/Max Drawdown
Ulcer Index
5.26
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
24,537.3
Backtest Period
2020-06-03 to 2026-07-31
6.2 years
Rebalancing
monthly
Base Currency
EUR
ACC1 | +15.7% CAGR | ETF Backtest