Optimize
None Rebalancing
EUR
High Risk
6.7yr backtest

Performance Summary

Total Return+443.00%
Annualized Return+28.73%
Volatility+23.03%
Sharpe Ratio1.16
Max Drawdown+30.70%

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 €54,299.61
Histogram of Monthly Returns
The portfolio had a positive return during 52 of the 81 months (64%)
Monthly Returns Heatmap
Best month: +15.2% • Worst month: -10.2% • Best year: 2021 (+61.1%) • Worst year: 2019 (+6.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+5.3%+1.7%-5.6%+2.0%+12.3%+15.1%-7.2%-----+23.6%
2025+6.6%+5.3%-10.0%-2.2%-5.9%+1.4%-0.9%-1.2%+5.4%+12.3%+10.4%+0.5%+21.2%
2024+11.5%+11.6%+2.7%-2.2%+3.4%+9.1%-9.1%+4.8%-6.3%-2.6%+2.6%-0.8%+24.5%
2023+2.5%-3.5%+4.0%+2.8%+8.6%+3.5%-2.4%+8.8%-1.6%-0.0%+4.7%+2.4%+33.0%
2022-7.6%+1.5%+9.3%-0.5%+3.4%-6.7%+12.2%-6.0%-2.6%+13.0%+3.7%-6.5%+10.7%
2021+7.7%+6.8%+5.3%+0.8%+2.5%+8.8%+6.7%+4.6%-5.3%+6.1%-0.4%+5.9%+61.1%
2020+1.7%-10.2%-1.7%+13.1%+2.9%+4.3%-8.8%+4.5%-2.3%-6.4%+15.2%+5.2%+15.0%
2019----------+1.6%+5.0%+6.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +30.70% • The longest drawdown period lasted for 1 year and 3 months and was between July 2024 and November 2025. It reached a trough of -26.7%.

Detailed Metrics

Returns
Total Return
+443.00%
Annualized Return
+28.73%
Avg Monthly Return
+2.30%
Risk
Volatility (Annual)
+23.03%
Max Drawdown
+30.70%
Positive Months
64%
Average Drawdown
-6.1%
Risk-Adjusted
Sharpe Ratio
1.16
Risk-free rate: 2.0%
Sortino Ratio
1.16
Downside risk adjusted
Return/Volatility
1.25
Calmar Ratio
0.94
Return/Max Drawdown
Ulcer Index
7.78
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
54,299.61
Backtest Period
2019-11-18 to 2026-07-31
6.7 years
Rebalancing
none
Base Currency
EUR