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Active long max shapire

Created byuser-7bqkr2

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None Rebalancing

EUR

Moderate Risk

Multi-currency

9.4yr backtest

Performance Summary

Total Return+205.33%

Annualized Return+12.64%

Volatility+14.44%

Sharpe Ratio0.74

Max Drawdown+29.75%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

A diversified global ETF portfolio focused on US equities, cybersecurity, healthcare, and emerging markets for strategic growth.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
SXR8.F iShares Core S&P 500 UCITS ETF USD (Acc) • IE00B5BMR087	IE00B5BMR087	Acc	ETF	28.6%	0.07%
CIBR.US First Trust NASDAQ Cybersecurity ETF • US33734X8469	US33734X8469	Dist	ETF	26.2%	0.6%
IUHC.LSE iShares S&P 500 Health Care Sector UCITS ETF (Acc) • IE00B43HR379	IE00B43HR379	Acc	ETF	24.9%	0.15%
EUNL.F iShares Core MSCI World UCITS ETF USD (Acc) • IE00B4L5Y983	IE00B4L5Y983	Acc	ETF	5.3%	0.2%
IS3N.F iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) • IE00BKM4GZ66	IE00BKM4GZ66	Acc	ETF	5.0%	0.18%
EMMV.LSE iShares Edge MSCI EM Minimum Volatility UCITS ETF • IE00B8KGV557	IE00B8KGV557	Acc	ETF	5.0%	0.4%
AASI.PA Amundi MSCI Emerging Markets Asia UCITS ETF EUR (C) • LU1681044480	LU1681044480	Acc	ETF	5.0%	0.2%
Total		Total			100.0%	0.26%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €30,532.71

Histogram of Monthly Returns

The portfolio had a positive return during 67 of the 114 months (59%)

Monthly Returns Heatmap

Best month: +14.2% • Worst month: -8.5% • Best year: 2021 (+31.4%) • Worst year: 2022 (-12.4%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	-2.1%	-0.5%	-3.3%	+6.4%	+14.2%	+2.9%	+1.1%	-	-	-	-	-	+19.2%
2025	+5.2%	-2.4%	-7.1%	-3.7%	+4.1%	+0.9%	+1.9%	-0.2%	+2.5%	+4.7%	-0.4%	-1.8%	+3.0%
2024	+4.7%	+3.2%	+1.6%	-2.7%	-0.3%	+5.9%	-0.4%	+1.6%	-0.1%	+1.8%	+6.3%	-0.5%	+22.9%
2023	+1.6%	+0.9%	+0.2%	-2.3%	+5.0%	+2.9%	+2.1%	+0.2%	-1.0%	-3.3%	+5.6%	+4.7%	+17.4%
2022	-6.0%	-0.2%	+6.7%	-4.1%	-4.4%	-3.5%	+7.4%	+0.2%	-5.3%	+5.2%	-2.9%	-5.1%	-12.4%
2021	+1.5%	-0.2%	+4.8%	+1.9%	-0.3%	+5.7%	+2.9%	+3.8%	-2.3%	+5.8%	-0.1%	+4.5%	+31.4%
2020	+1.1%	-7.7%	-7.7%	+11.8%	+3.6%	-0.2%	+1.5%	+3.5%	-1.7%	-2.2%	+7.5%	+5.7%	+14.1%
2019	+8.2%	+4.8%	+1.5%	+2.8%	-5.3%	+3.9%	+4.1%	-2.5%	+1.2%	+1.2%	+5.9%	+0.5%	+28.6%
2018	+1.3%	-0.2%	-2.8%	+4.0%	+3.9%	+0.5%	+2.2%	+4.4%	+0.9%	-6.8%	+3.3%	-8.5%	+1.2%
2017	-	-0.1%	-0.2%	-1.6%	-1.6%	-0.3%	-1.9%	+0.2%	+1.8%	+3.6%	-0.5%	+1.5%	+0.8%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +29.75% • The longest drawdown period lasted for 1 year and 8 months and was between April 2022 and December 2023. It reached a trough of -16.8%.

Dividend Income

Summary

This portfolio contains 1 distributing ETF (26.2% of total allocation)

Total Dividends Received

€229.35

31 payments

Dividend Yield

0.14%

(annualized)

Avg Per Payment

€7.40

per event

All dividends are automatically reinvested at the payment date. The portfolio value shown includes the compounding effect of dividend reinvestment.

Annual Breakdown

Dividend income per calendar year

Year	Dividends	Yield	Payments
2026	€21.16	0.08%	2
2025	€34.38	0.14%	4
2024	€22.81	0.10%	4
2023	€27.46	0.15%	3
2022	€14.47	0.08%	3
2021	€36.05	0.21%	2
2020	€56.92	0.43%	4
2019	€7.89	0.07%	3
2018	€5.78	0.05%	3
2017	€2.42	0.02%	3
Total	€229.35	0.14%	31

Detailed Metrics

Returns

Total Return

+205.33%

Annualized Return

+12.64%

Avg Monthly Return

+1.06%

Risk

Volatility (Annual)

+14.44%

Max Drawdown

+29.75%

Positive Months

59%

Average Drawdown

-4.8%

Risk-Adjusted

Sharpe Ratio

0.74

Risk-free rate: 2.0%

Sortino Ratio

0.69

Downside risk adjusted

Return/Volatility

0.88

Calmar Ratio

0.42

Return/Max Drawdown

Ulcer Index

6.13

Drawdown depth & duration

Martin Ratio

0.02

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€30,532.71

Backtest Period

2017-02-22 to 2026-07-10
9.4 years

Rebalancing

none

Base Currency

EUR