Optimize
Annual Rebalancing
EUR
Moderate Risk
5.7yr backtest

Performance Summary

Total Return+135.43%
Annualized Return+16.17%
Volatility+14.87%
Sharpe Ratio0.95
Max Drawdown+22.49%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global ETF portfolio blending high dividend, tech, momentum, and emerging Asia equity for robust long-term growth.
AssetTypeAllocationTER
VGWE.XETRA
Vanguard FTSE All-World High Dividend Yield UCITS ETF AccIE00BK5BR626
ETF
25.0%0.29%
SXRV.XETRA
iShares Nasdaq 100 UCITS ETF (Acc)IE00B53SZB19
ETF
25.0%0.3%
SPYI.XETRA
SPDR MSCI All Country World Investable Market UCITS ETF (Acc)IE00B3YLTY66
ETF
25.0%0.17%
IS3R.XETRA
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)IE00BP3QZ825
ETF
10.0%0.25%
VVSM.XETRA
VanEck Semiconductor UCITS ETFIE00BMC38736
ETF
5.0%0.35%
CEBL.XETRA
iShares MSCI EM Asia UCITS ETF (Acc)IE00B5L8K969
ETF
5.0%0.2%
USPY.XETRA
L&G Cyber Security UCITS ETFIE00BYPLS672
ETF
5.0%0.69%
Total100.0%0.28%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €23,542.75
Histogram of Monthly Returns
The portfolio had a positive return during 44 of the 69 months (64%)
Monthly Returns Heatmap
Best month: +11.1% • Worst month: -7.9% • Best year: 2021 (+30.1%) • Worst year: 2022 (-16.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.2%+1.5%-4.7%+11.1%+9.4%+3.9%-4.8%+2.1%----+21.3%
2025+4.4%-2.4%-7.9%-3.7%+7.1%+1.6%+4.3%-0.5%+3.6%+4.9%-0.9%+0.5%+10.5%
2024+3.2%+4.0%+3.6%-1.8%+1.2%+6.0%-1.1%-0.8%+1.9%+1.0%+6.4%-0.2%+25.5%
2023+5.5%+0.7%+1.3%-1.1%+5.2%+3.4%+2.6%-0.6%-1.4%-3.7%+6.2%+5.1%+25.2%
2022-5.3%-1.7%+4.3%-3.4%-3.2%-6.4%+8.8%-1.2%-6.3%+3.4%+1.1%-6.1%-16.0%
2021+2.3%+1.9%+5.0%+1.5%-0.8%+5.3%+0.7%+3.3%-2.0%+5.1%+1.5%+3.1%+30.1%
2020-----------+2.3%+2.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +22.49% • The longest drawdown period lasted for 1 year and 9 months and was between November 2021 and September 2023. It reached a trough of -17.3%.

Detailed Metrics

Returns
Total Return
+135.43%
Annualized Return
+16.17%
Avg Monthly Return
+1.33%
Risk
Volatility (Annual)
+14.87%
Max Drawdown
+22.49%
Positive Months
64%
Average Drawdown
-5.0%
Risk-Adjusted
Sharpe Ratio
0.95
Risk-free rate: 2.0%
Sortino Ratio
0.90
Downside risk adjusted
Return/Volatility
1.09
Calmar Ratio
0.72
Return/Max Drawdown
Ulcer Index
6.39
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
23,542.75
Backtest Period
2020-12-03 to 2026-08-21
5.7 years
Rebalancing
annual
Base Currency
EUR