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Agresyvi strategija

Optimize
None Rebalancing
EUR
High Risk
6.8yr backtest

Performance Summary

Total Return+297.47%
Annualized Return+22.48%
Volatility+24.77%
Sharpe Ratio0.83
Max Drawdown+49.98%

Holdings

Asset Allocation

Asset Class

Equity 75.0%Cryptocurrencies 25.0%
Holdings Details
Global equity & crypto portfolio: 75% diversified ETFs (VWCE, SXRV) for worldwide growth plus 25% Bitcoin for digital asset exposure.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
50.0%0.19%
SXRV.XETRA
iShares Nasdaq 100 UCITS ETF (Acc)IE00B53SZB19
ETF
25.0%0.3%
BTC-EUR
Bitcoin EUR Price
CRYPTO
25.0%-
Total100.0%0.17%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €39,746.95
Histogram of Monthly Returns
The portfolio had a positive return during 49 of the 83 months (59%)
Monthly Returns Heatmap
Best month: +25.7% • Worst month: -21.1% • Best year: 2024 (+77.1%) • Worst year: 2022 (-40.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-5.7%-7.4%-0.7%+10.8%+6.2%-------+2.1%
2025+7.2%-12.3%-7.3%+3.8%+9.6%-0.2%+9.2%-5.9%+4.5%+0.4%-10.9%-2.4%-7.3%
2024+3.1%+22.0%+10.3%-8.8%+5.7%-0.2%+0.5%-6.1%+4.3%+7.6%+25.7%-0.4%+77.1%
2023+16.1%+1.6%+8.7%+0.4%+1.9%+6.1%-0.3%-4.0%+1.1%+8.6%+6.1%+7.1%+66.0%
2022-11.1%+4.2%+5.8%-8.6%-10.4%-19.1%+14.4%-5.7%-4.4%+3.1%-7.4%-6.7%-40.3%
2021+7.1%+17.4%+20.4%-1.6%-21.1%+2.1%+8.9%+8.5%-3.8%+22.3%-1.9%-8.9%+48.9%
2020+6.5%-7.7%-12.4%+15.5%+3.7%+1.8%+4.5%+6.0%-2.8%+4.8%+16.9%+16.6%+61.4%
2019------+0.8%-2.5%-1.2%+2.4%-0.3%+0.6%-0.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +49.98% • The longest drawdown period lasted for 2 years and 3 months and was between November 2021 and February 2024. It reached a trough of -50.0%.

Detailed Metrics

Returns
Total Return
+297.47%
Annualized Return
+22.48%
Avg Monthly Return
+2.08%
Risk
Volatility (Annual)
+24.77%
Max Drawdown
+49.98%
Positive Months
59%
Average Drawdown
-17.3%
Risk-Adjusted
Sharpe Ratio
0.83
Risk-free rate: 2.0%
Sortino Ratio
0.81
Downside risk adjusted
Return/Volatility
0.91
Calmar Ratio
0.45
Return/Max Drawdown
Ulcer Index
21.73
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
39,746.95
Backtest Period
2019-07-25 to 2026-05-15
6.8 years
Rebalancing
none
Base Currency
EUR