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Balanced Tech

Created byuser-y33i67
Optimize
Quarterly Rebalancing
EUR
Moderate Risk
8.6yr backtest

Performance Summary

Total Return+130.15%
Annualized Return+10.24%
Volatility+13.70%
Sharpe Ratio0.60
Max Drawdown+30.28%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity portfolio with 70% FTSE All-World ETF and 30% Consumer Staples ETF for diversified, core-satellite growth.
AssetTypeAllocationTER
VGWL.XETRA
Vanguard FTSE All-World UCITS ETF (USD) Distributing • IE00B3RBWM25
ETF
70.0%0.19%
XDWS.XETRA
Xtrackers MSCI World Consumer Staples UCITS ETF 1C • IE00BM67HN09
ETF
30.0%0.25%
Total100.0%0.21%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €23,015.38
Histogram of Monthly Returns
The portfolio had a positive return during 70 of the 104 months (67%)
Monthly Returns Heatmap
Best month: +8.7% • Worst month: -9.3% • Best year: 2019 (+29.3%) • Worst year: 2022 (-9.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.8%+4.1%-5.7%+6.3%+3.0%-------+9.4%
2025+3.7%-0.4%-6.4%-3.0%+4.8%-1.3%+3.9%-0.3%+1.5%+3.3%+0.6%-0.3%+5.5%
2024+2.9%+2.7%+3.3%-1.3%+1.0%+3.6%+0.7%+0.5%+1.4%+0.0%+6.1%-1.5%+20.8%
2023+3.0%+0.2%+0.8%+0.7%+0.6%+2.7%+2.1%-1.1%-1.8%-3.0%+4.2%+3.2%+12.0%
2022-3.8%-1.6%+3.2%+0.5%-4.4%-4.4%+8.4%-1.3%-5.7%+3.6%+1.5%-4.9%-9.5%
2021-0.2%+1.3%+7.0%+1.0%+0.4%+3.9%+1.0%+2.3%-1.8%+4.1%+0.4%+4.8%+26.8%
2020-0.1%-8.4%-9.3%+8.7%+1.3%+1.8%+0.0%+4.5%-0.8%-2.1%+7.8%+1.7%+3.5%
2019+7.1%+3.5%+3.0%+3.3%-4.0%+2.7%+4.1%-0.6%+2.4%-0.5%+3.6%+1.8%+29.3%
2018+0.6%-2.9%-3.0%+2.8%+2.8%-0.1%+3.0%+0.8%+0.3%-2.9%+0.9%-7.8%-6.0%
2017---------+0.4%+0.4%+1.3%+2.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +30.28% • The longest drawdown period lasted for 1 year and 4 months and was between August 2022 and December 2023. It reached a trough of -11.0%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (70.0% of total allocation)

Total Dividends Received

€1,518.46

34 payments

Dividend Yield

1.19%

(annualized)

Avg Per Payment

€44.66

per event

All dividends are automatically reinvested at the payment date. The portfolio value shown includes the compounding effect of dividend reinvestment.

Annual Breakdown
Dividend income per calendar year
YearDividends
2026€41.22
2025€213.79
2024€208.01
2023€205.02
2022€207.82
2021€160.74
2020€144.65
2019€192.54
2018€144.65
Total€1,518.46

Detailed Metrics

Returns
Total Return
+130.15%
Annualized Return
+10.24%
Avg Monthly Return
+0.86%
Risk
Volatility (Annual)
+13.70%
Max Drawdown
+30.28%
Positive Months
67%
Average Drawdown
-4.3%
Risk-Adjusted
Sharpe Ratio
0.60
Risk-free rate: 2.0%
Sortino Ratio
0.54
Downside risk adjusted
Return/Volatility
0.75
Calmar Ratio
0.34
Return/Max Drawdown
Ulcer Index
5.60
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€23,015.38
Backtest Period
2017-10-26 to 2026-05-15
8.6 years
Rebalancing
quarterly
Base Currency
EUR