Optimize
None Rebalancing
EUR
Moderate Risk
5.4yr backtest

Performance Summary

Total Return+118.50%
Annualized Return+15.61%
Volatility+14.20%
Sharpe Ratio0.96
Max Drawdown+22.03%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified equity portfolio blending US tech, global dividends, and US small-cap stocks for balanced growth potential.
AssetTypeAllocationTER
XNAS.XETRA
Xtrackers Nasdaq 100 UCITS ETF 1CIE00BMFKG444
ETF
39.4%0.2%
VGWE.XETRA
Vanguard FTSE All-World High Dividend Yield UCITS ETF AccIE00BK5BR626
ETF
39.3%0.29%
IE00BHBFD036
Legg Mason Royce US Small Cap Opportunity Fund Class X Euro AccumulatingIE00BHBFD036
FUND
21.3%1.05%
Total100.0%0.42%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €21,849.79
Histogram of Monthly Returns
The portfolio had a positive return during 42 of the 66 months (64%)
Monthly Returns Heatmap
Best month: +10.3% • Worst month: -8.7% • Best year: 2021 (+28.4%) • Worst year: 2022 (-14.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.8%+1.8%-4.0%+10.0%+6.8%+2.6%------+21.1%
2025+3.6%-3.1%-8.7%-4.7%+7.3%+1.5%+5.0%+0.4%+3.0%+4.7%-0.9%+0.3%+7.5%
2024+1.9%+3.6%+3.3%-2.5%+2.4%+4.4%+0.9%-2.1%+1.1%+0.7%+8.6%-0.8%+23.4%
2023+6.7%+1.1%-0.7%-1.0%+4.3%+4.6%+3.0%-1.0%-1.2%-4.4%+5.4%+5.7%+24.2%
2022-4.9%-1.1%+3.9%-3.6%-2.3%-7.2%+10.3%-1.4%-6.9%+5.1%+0.3%-6.7%-14.8%
2021-2.2%+4.7%+6.3%+0.8%-0.1%+5.0%+0.4%+2.7%-1.7%+4.7%+1.6%+3.6%+28.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +22.03% • The longest drawdown period lasted for 1 year and 8 months and was between November 2021 and July 2023. It reached a trough of -16.9%.

Detailed Metrics

Returns
Total Return
+118.50%
Annualized Return
+15.61%
Avg Monthly Return
+1.27%
Risk
Volatility (Annual)
+14.20%
Max Drawdown
+22.03%
Positive Months
64%
Average Drawdown
-5.0%
Risk-Adjusted
Sharpe Ratio
0.96
Risk-free rate: 2.0%
Sortino Ratio
0.90
Downside risk adjusted
Return/Volatility
1.10
Calmar Ratio
0.71
Return/Max Drawdown
Ulcer Index
6.32
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
21,849.79
Backtest Period
2021-01-27 to 2026-06-18
5.4 years
Rebalancing
none
Base Currency
EUR
American | +15.6% CAGR | ETF Backtest