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Big Tech Min Vola

Created byuser-julfmc
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None Rebalancing
EUR
Moderate Risk
Multi-currency
5.1yr backtest

Performance Summary

Total Return+104.19%
Annualized Return+14.97%
Volatility+10.70%
Sharpe Ratio1.21
Max Drawdown+15.93%

Holdings

Asset Allocation

Asset Class

Equity 50.0%Commodities 30.0%Precious Metals 10.0%Bonds 10.0%
Holdings Details
Diversified ETF portfolio blending tech equities, commodities, gold, managed futures, and bonds for balanced growth and downside protection.
AssetTypeAllocationTER
PPFB.XETRA
iShares Physical Gold ETC • IE00B4ND3602
ETF
10.0%0.12%
IE00B42N9S52
Polar Capital Global Technology Fund I Income • IE00B42N9S52
FUND
10.0%1.03%
QDVE.XETRA
iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) • IE00B3WJKG14
ETF
10.0%0.15%
EFRN.XETRA
iShares EUR Floating Rate Bond Advanced UCITS ETF EUR (Dist) • IE00BF5GB717
ETF
10.0%0.1%
PSQ.US
ProShares Short QQQ • US74349Y8378
ETF
10.0%0.95%
IGV.US
iShares Expanded Tech-Software Sector ETF • US4642875151
ETF
10.0%0.4%
VGT.US
Vanguard Information Technology Index Fund ETF Shares • US92204A7028
ETF
10.0%0.1%
KMLM.US
KFA Mount Lucas Index Strategy ETF • US5007676522
ETF
10.0%0.75%
DBMF.US
iMGP DBi Managed Futures Strategy ETF • US53700T8273
ETF
10.0%0.85%
PDBC.US
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF • US46090F1003
ETF
10.0%0.59%
Total100.0%0.50%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €20,418.64
Histogram of Monthly Returns
The portfolio had a positive return during 42 of the 62 months (68%)
Monthly Returns Heatmap
Best month: +8.0% • Worst month: -5.8% • Best year: 2026 (+21.9%) • Worst year: 2022 (+6.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.1%+2.1%+0.3%+8.0%+7.2%-2.5%-2.5%+5.9%----+21.9%
2025+1.5%-2.0%-5.5%-4.0%+3.6%+0.8%+4.6%-0.6%+5.0%+5.5%-1.9%+0.1%+6.5%
2024+3.6%+1.9%+3.5%+0.7%-0.6%+4.7%-2.5%-1.7%+0.8%+2.5%+4.7%+1.7%+20.8%
2023+0.4%+1.3%-0.5%-1.4%+4.5%+0.3%+2.1%+0.9%+2.0%-0.2%-0.5%-0.6%+8.5%
2022+0.5%+1.4%+5.0%+4.7%-1.8%-1.0%+2.8%+1.5%-0.3%+0.8%-5.8%-1.4%+6.1%
2021------+0.8%+1.1%+0.4%+3.9%+0.3%+6.0%+13.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +15.93% • The longest drawdown period lasted for 1 year and was between August 2022 and September 2023. It reached a trough of -11.1%.

Dividend Income

Summary
This portfolio contains 8 distributing ETFs (80.0% of total allocation)

Total Dividends Received

€2,441.05

69 payments

Dividend Yield

3.39%

(annualized)

Avg Per Payment

€35.38

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€41.77
2025€300.19
2024€366.45
2023€448.16
2022€635.49
2021€649.00
Total€2,441.05

Detailed Metrics

Returns
Total Return
+104.19%
Annualized Return
+14.97%
Avg Monthly Return
+1.20%
Risk
Volatility (Annual)
+10.70%
Max Drawdown
+15.93%
Positive Months
68%
Average Drawdown
-3.8%
Risk-Adjusted
Sharpe Ratio
1.21
Risk-free rate: 2.0%
Sortino Ratio
1.16
Downside risk adjusted
Return/Volatility
1.40
Calmar Ratio
0.94
Return/Max Drawdown
Ulcer Index
4.67
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€20,418.64
Backtest Period
2021-07-16 to 2026-08-28
5.1 years
Rebalancing
none
Base Currency
EUR