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Alicia's Portfolio

Optimize
None Rebalancing
EUR
Moderate Risk
7.1yr backtest

Performance Summary

Total Return+135.66%
Annualized Return+12.92%
Volatility+16.29%
Sharpe Ratio0.67
Max Drawdown+33.68%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global equity portfolio with core ETFs for worldwide exposure, plus European, US, and select individual stock holdings for growth.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
42.0%0.19%
EUNL.XETRA
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
34.0%0.2%
XSX6.XETRA
Xtrackers STOXX Europe 600 UCITS ETF 1CLU0328475792
ETF
11.0%0.2%
SXR8.XETRA
iShares Core S&P 500 UCITS ETF USD (Acc)IE00B5BMR087
ETF
7.0%0.07%
VOW3.XETRA
Volkswagen AG VZO O.N.DE0007664039
STOCK
1.0%0%
AMZ.XETRA
Amazon.com IncUS0231351067
STOCK
1.0%0%
DHL.XETRA
Deutsche Post AGDE0005552004
STOCK
1.0%0%
XXSC.XETRA
Xtrackers MSCI Europe Small Cap UCITS ETF 1CLU0322253906
ETF
1.0%0.3%
IUSQ.XETRA
iShares MSCI ACWI UCITS ETF USD (Acc)IE00B6R52259
ETF
1.0%0.2%
F3C.XETRA
SFC Energy AGDE0007568578
STOCK
1.0%0%
Total100.0%0.18%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €23,566.15
Histogram of Monthly Returns
The portfolio had a positive return during 55 of the 86 months (64%)
Monthly Returns Heatmap
Best month: +9.7% • Worst month: -11.4% • Best year: 2021 (+30.9%) • Worst year: 2022 (-14.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.1%+1.5%-5.3%+8.5%+5.7%+1.0%-0.5%+3.3%----+15.6%
2025+4.5%-1.8%-7.0%-3.6%+6.1%+0.8%+4.4%-0.6%+2.5%+4.2%-0.4%+0.6%+9.2%
2024+2.8%+3.5%+3.5%-1.7%+1.6%+4.1%+0.4%-0.3%+1.4%+0.5%+6.2%-0.9%+22.9%
2023+5.2%+0.2%+0.3%+0.3%+2.1%+3.5%+2.5%-0.9%-2.0%-3.6%+6.2%+3.9%+18.6%
2022-5.2%-2.0%+3.9%-2.6%-3.1%-6.5%+9.4%-2.0%-6.3%+4.2%+1.6%-5.3%-14.1%
2021+0.8%+3.4%+6.3%+1.6%+0.4%+4.2%+1.3%+2.9%-2.1%+4.8%-0.1%+4.1%+30.9%
2020-0.2%-8.6%-11.4%+9.5%+2.4%+2.8%-0.1%+5.6%-1.1%-2.8%+9.7%+2.2%+5.7%
2019-------0.2%-1.7%+3.3%+0.3%+4.0%+1.9%+7.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.68% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -17.1%.

Detailed Metrics

Returns
Total Return
+135.66%
Annualized Return
+12.92%
Avg Monthly Return
+1.08%
Risk
Volatility (Annual)
+16.29%
Max Drawdown
+33.68%
Positive Months
64%
Average Drawdown
-5.4%
Risk-Adjusted
Sharpe Ratio
0.67
Risk-free rate: 2.0%
Sortino Ratio
0.61
Downside risk adjusted
Return/Volatility
0.79
Calmar Ratio
0.38
Return/Max Drawdown
Ulcer Index
7.08
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
23,566.15
Backtest Period
2019-07-25 to 2026-08-14
7.1 years
Rebalancing
none
Base Currency
EUR
Alicia's Portfolio | +12.9% CAGR | ETF Backtest