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bez snp

Created byuser-qmeje8
Optimize
None Rebalancing
EUR
Moderate Risk
2.9yr backtest

Performance Summary

Total Return+128.81%
Annualized Return+33.01%
Volatility+16.21%
Sharpe Ratio1.91
Max Drawdown+17.30%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified ETF portfolio targeting global equities, technology, energy, Japan, and defense sectors for strategic growth.
AssetTypeAllocationTER
XDW0.XETRA
Xtrackers MSCI World Energy UCITS ETF 1C 1C • IE00BM67HM91
ETF
13.0%0.25%
SEC0.XETRA
iShares MSCI Global Semiconductors UCITS ETF USD (Acc) • IE000I8KRLL9
ETF
13.0%0.35%
SXRV.XETRA
iShares Nasdaq 100 UCITS ETF (Acc) • IE00B53SZB19
ETF
13.0%0.3%
LEER.XETRA
Amundi MSCI Eastern Europe Ex Russia UCITS ETF Acc • LU1900066462
ETF
13.0%0.5%
IS3R.XETRA
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) • IE00BP3QZ825
ETF
12.0%0.25%
XMK9.XETRA
Xtrackers MSCI Japan UCITS ETF 4C - EUR Hedged • LU0659580079
ETF
12.0%0.4%
ASWC.XETRA
HANetf Future of Defence UCITS ETF • IE000OJ5TQP4
ETF
12.0%0.49%
G2X.XETRA
VanEck Gold Miners UCITS ETF • IE00BQQP9F84
ETF
12.0%0.53%
Total100.0%0.38%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €22,881.43
Histogram of Monthly Returns
The portfolio had a positive return during 23 of the 35 months (66%)
Monthly Returns Heatmap
Best month: +9.7% • Worst month: -7.0% • Best year: 2025 (+36.2%) • Worst year: 2023 (+9.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+7.8%+5.0%-7.0%+8.6%+9.7%-------+25.4%
2025+6.8%-1.1%-1.8%-2.0%+6.5%+3.0%+3.5%+1.5%+7.5%+4.6%+0.6%+2.6%+36.2%
2024+2.7%+5.0%+5.8%-0.3%+1.7%+4.4%-1.7%-1.0%-0.4%+1.3%+4.5%-1.0%+22.7%
2023------+2.8%-1.2%-1.5%-0.2%+5.4%+3.8%+9.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +17.30% • The longest drawdown period lasted for 3 months and was between July 2024 and November 2024. It reached a trough of -13.0%.

Detailed Metrics

Returns
Total Return
+128.81%
Annualized Return
+33.01%
Avg Monthly Return
+2.46%
Risk
Volatility (Annual)
+16.21%
Max Drawdown
+17.30%
Positive Months
66%
Average Drawdown
-2.6%
Risk-Adjusted
Sharpe Ratio
1.91
Risk-free rate: 2.0%
Sortino Ratio
1.80
Downside risk adjusted
Return/Volatility
2.04
Calmar Ratio
1.91
Return/Max Drawdown
Ulcer Index
3.36
Drawdown depth & duration
Martin Ratio
0.09
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€22,881.43
Backtest Period
2023-07-04 to 2026-05-29
2.9 years
Rebalancing
none
Base Currency
EUR