Optimize
None Rebalancing
EUR
Moderate Risk
2.9yr backtest

Performance Summary

Total Return+139.65%
Annualized Return+35.69%
Volatility+17.12%
Sharpe Ratio1.97
Max Drawdown+15.29%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global equity ETF portfolio targeting defence, tech, semiconductors, gold miners, and regional markets for strategic growth.
AssetTypeAllocationTER
ASWC.XETRA
HANetf Future of Defence UCITS ETFIE000OJ5TQP4
ETF
32.5%0.49%
SEC0.XETRA
iShares MSCI Global Semiconductors UCITS ETF USD (Acc)IE000I8KRLL9
ETF
17.8%0.35%
G2X.XETRA
VanEck Gold Miners UCITS ETFIE00BQQP9F84
ETF
15.9%0.53%
LEER.XETRA
Amundi MSCI Eastern Europe Ex Russia UCITS ETF AccLU1900066462
ETF
8.8%0.5%
XMK9.XETRA
Xtrackers MSCI Japan UCITS ETF 4C - EUR HedgedLU0659580079
ETF
5.0%0.4%
IS3R.XETRA
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)IE00BP3QZ825
ETF
5.0%0.25%
SXRV.XETRA
iShares Nasdaq 100 UCITS ETF (Acc)IE00B53SZB19
ETF
5.0%0.3%
SXR8.XETRA
iShares Core S&P 500 UCITS ETF USD (Acc)IE00B5BMR087
ETF
5.0%0.07%
XDW0.XETRA
Xtrackers MSCI World Energy UCITS ETF 1C 1CIE00BM67HM91
ETF
5.0%0.25%
Total100.0%0.41%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €23,965.02
Histogram of Monthly Returns
The portfolio had a positive return during 25 of the 35 months (71%)
Monthly Returns Heatmap
Best month: +9.9% • Worst month: -8.0% • Best year: 2025 (+45.0%) • Worst year: 2023 (+10.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+9.1%+4.1%-8.0%+7.4%+5.5%-------+18.4%
2025+8.0%-0.3%-0.3%+0.3%+7.3%+3.3%+3.1%+1.3%+9.9%+3.6%-1.1%+3.2%+45.0%
2024+2.7%+5.6%+6.3%-0.9%+1.9%+4.1%-0.8%+0.1%-0.3%+1.9%+5.1%-1.5%+26.5%
2023------+2.4%-1.7%-1.8%+0.4%+6.4%+4.6%+10.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +15.29% • The longest drawdown period lasted for 2 months and was between July 2024 and October 2024. It reached a trough of -12.1%.

Detailed Metrics

Returns
Total Return
+139.65%
Annualized Return
+35.69%
Avg Monthly Return
+2.60%
Risk
Volatility (Annual)
+17.12%
Max Drawdown
+15.29%
Positive Months
71%
Average Drawdown
-2.5%
Risk-Adjusted
Sharpe Ratio
1.97
Risk-free rate: 2.0%
Sortino Ratio
1.91
Downside risk adjusted
Return/Volatility
2.08
Calmar Ratio
2.33
Return/Max Drawdown
Ulcer Index
3.05
Drawdown depth & duration
Martin Ratio
0.11
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
23,965.02
Backtest Period
2023-07-04 to 2026-05-15
2.9 years
Rebalancing
none
Base Currency
EUR