Optimize
None Rebalancing
EUR
High Risk
6.6yr backtest

Performance Summary

Total Return+464.60%
Annualized Return+29.77%
Volatility+23.20%
Sharpe Ratio1.20
Max Drawdown+30.68%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A concentrated equity portfolio of 100% stocks across finance, technology, healthcare, and energy sectors for targeted growth.
AssetTypeAllocationTER
3V64.XETRA
Visa IncUS92826C8394
STOCK
31.0%0%
ASME.DU
ASML Holding N.V.NL0010273215
STOCK
27.0%0%
LLY.XETRA
Eli Lilly and CompanyUS5324571083
STOCK
22.0%0%
CHV.XETRA
Chevron CorporationUS1667641005
STOCK
20.0%0%
Total100.0%0.00%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €56,459.61
Histogram of Monthly Returns
The portfolio had a positive return during 52 of the 81 months (64%)
Monthly Returns Heatmap
Best month: +14.8% • Worst month: -10.3% • Best year: 2021 (+61.2%) • Worst year: 2019 (+7.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+5.7%+1.3%-5.3%+2.0%+12.6%+14.3%-3.5%-----+28.4%
2025+6.6%+5.2%-9.9%-2.1%-5.9%+1.1%-0.5%-1.8%+5.6%+12.2%+10.7%+0.3%+20.9%
2024+12.0%+11.1%+2.8%-2.3%+3.8%+9.0%-9.4%+5.0%-6.6%-2.4%+2.8%-0.8%+25.1%
2023+2.8%-3.4%+3.9%+2.9%+8.4%+3.5%-2.6%+9.2%-1.8%-0.3%+5.1%+1.9%+32.8%
2022-8.1%+1.1%+10.3%-1.0%+3.7%-7.0%+12.1%-6.1%-2.5%+13.4%+3.3%-6.5%+9.9%
2021+7.4%+6.9%+4.8%+1.3%+2.6%+8.5%+6.8%+4.2%-4.9%+5.8%-0.1%+6.3%+61.2%
2020+1.6%-10.3%-1.6%+13.0%+2.8%+4.0%-8.7%+4.8%-2.6%-6.0%+14.8%+5.9%+15.4%
2019----------+2.0%+5.0%+7.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +30.68% • The longest drawdown period lasted for 1 year and 4 months and was between July 2024 and November 2025. It reached a trough of -26.8%.

Detailed Metrics

Returns
Total Return
+464.60%
Annualized Return
+29.77%
Avg Monthly Return
+2.34%
Risk
Volatility (Annual)
+23.20%
Max Drawdown
+30.68%
Positive Months
64%
Average Drawdown
-6.2%
Risk-Adjusted
Sharpe Ratio
1.20
Risk-free rate: 2.0%
Sortino Ratio
1.18
Downside risk adjusted
Return/Volatility
1.28
Calmar Ratio
0.97
Return/Max Drawdown
Ulcer Index
7.92
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
56,459.61
Backtest Period
2019-11-18 to 2026-07-10
6.6 years
Rebalancing
none
Base Currency
EUR
Babuja1.1 | +29.8% CAGR | ETF Backtest