Optimize
Monthly Rebalancing
EUR
High Risk
6.6yr backtest

Performance Summary

Total Return+227.92%
Annualized Return+19.60%
Volatility+22.43%
Sharpe Ratio0.78
Max Drawdown+37.88%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A concentrated equity portfolio of 4 top-tier stocks in finance, technology, and energy for targeted, high-conviction growth.
AssetTypeAllocationTER
M4I.XETRA
Mastercard IncUS57636Q1040
STOCK
28.0%0%
ASME.DU
ASML Holding N.V.NL0010273215
STOCK
25.0%0%
3V64.XETRA
Visa IncUS92826C8394
STOCK
24.0%0%
CHV.XETRA
Chevron CorporationUS1667641005
STOCK
23.0%0%
Total100.0%0.00%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €32,791.63
Histogram of Monthly Returns
The portfolio had a positive return during 52 of the 81 months (64%)
Monthly Returns Heatmap
Best month: +17.4% • Worst month: -11.6% • Best year: 2021 (+41.9%) • Worst year: 2019 (+4.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+6.1%+0.9%+0.9%+1.5%+2.8%+7.7%-0.5%-----+20.6%
2025+6.7%+1.5%-6.1%-8.7%+6.8%-1.9%+2.1%+1.8%+4.2%+4.2%-1.4%+2.2%+10.4%
2024+9.0%+5.9%+0.9%-2.0%-0.6%+3.3%-1.9%-2.4%-2.3%+0.4%+10.2%-0.8%+20.4%
2023+7.6%-1.9%+1.1%-0.2%+2.1%+3.2%-0.3%+2.4%-1.7%-4.0%+4.8%+4.4%+18.2%
2022+0.9%+0.4%+6.4%+0.3%+0.8%-11.6%+15.3%-4.9%-8.9%+15.0%+4.5%-6.4%+8.3%
2021-1.2%+11.9%+7.1%+3.0%-1.8%+5.1%+4.7%-1.5%+0.2%+2.4%-1.6%+8.4%+41.9%
2020+0.9%-10.5%-8.4%+13.7%+5.1%+0.4%-5.3%+9.3%-5.2%-7.7%+17.4%+1.9%+7.5%
2019----------+1.5%+3.1%+4.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +37.88% • The longest drawdown period lasted for 10 months and was between February 2020 and January 2021. It reached a trough of -37.9%.

Detailed Metrics

Returns
Total Return
+227.92%
Annualized Return
+19.60%
Avg Monthly Return
+1.63%
Risk
Volatility (Annual)
+22.43%
Max Drawdown
+37.88%
Positive Months
64%
Average Drawdown
-5.1%
Risk-Adjusted
Sharpe Ratio
0.78
Risk-free rate: 2.0%
Sortino Ratio
0.76
Downside risk adjusted
Return/Volatility
0.87
Calmar Ratio
0.52
Return/Max Drawdown
Ulcer Index
6.92
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
32,791.63
Backtest Period
2019-11-20 to 2026-07-10
6.6 years
Rebalancing
monthly
Base Currency
EUR
Babuja | +19.6% CAGR | ETF Backtest