None Rebalancing
EUR
High Risk
16.3yr backtest

Performance Summary

Total Return+1388.96%
Annualized Return+17.99%
Volatility+20.61%
Sharpe Ratio0.78
Max Drawdown+32.80%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Invest in US tech growth with this 100% equity portfolio built around the iShares Nasdaq 100 ETF for focused, long-term potential.
AssetTypeAllocationTER
SXRV.XETRA
iShares Nasdaq 100 UCITS ETF (Acc)IE00B53SZB19
ETF
100.0%0.3%
Total100.0%0.30%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €148,896.16
Histogram of Monthly Returns
The portfolio had a positive return during 131 of the 197 months (66%)
Monthly Returns Heatmap
Best month: +14.8% • Worst month: -23.5% • Best year: 2023 (+51.2%) • Worst year: 2022 (-30.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.3%-2.5%-4.0%+14.8%+11.8%+1.6%-7.5%+3.6%+0.4%---+17.0%
2025+3.0%-5.3%-11.1%-3.3%+10.0%+2.7%+6.3%-2.2%+4.7%+7.2%-2.6%-0.7%+7.0%
2024+3.9%+4.5%+2.0%-2.3%+2.1%+10.1%-3.6%-1.7%+2.3%+2.4%+8.0%+2.6%+33.5%
2023+9.0%+2.8%+5.8%-1.0%+12.0%+4.2%+2.8%+0.3%-2.3%-3.1%+7.5%+5.1%+51.2%
2022-9.9%-3.2%+6.5%-7.4%-6.2%-6.3%+14.0%-2.1%-6.3%+0.5%-3.0%-9.2%-30.1%
2021+2.0%+0.5%+4.1%+3.3%-3.1%+9.9%+2.5%+4.9%-3.2%+6.6%+5.1%+1.9%+39.3%
2020+4.1%-6.9%-4.2%+12.9%+3.4%+5.8%+2.1%+10.4%-3.1%-2.8%+7.0%+3.3%+34.5%
2019+9.3%+3.8%+5.0%+5.3%-6.7%+4.6%+6.4%-2.5%+1.7%+2.0%+5.8%+2.5%+42.9%
2018+3.8%+1.4%-6.3%+4.1%+8.7%+1.4%+1.8%+6.7%-0.3%-6.3%-1.0%-9.4%+3.0%
2017+0.8%+6.9%+1.2%+0.5%+0.6%-3.6%+0.7%+0.7%+0.5%+5.9%-0.2%+1.1%+15.8%
2016-8.8%+0.4%+0.7%-4.6%+7.9%-2.4%+7.1%+0.9%+1.5%+1.3%+4.5%+2.1%+10.0%
2015+4.4%+7.5%+2.3%-2.0%+3.3%-4.0%+5.7%-7.8%-2.9%+13.7%+4.4%-2.9%+21.9%
2014+0.1%+3.6%-3.0%-1.5%+6.6%+2.8%+3.8%+6.5%+3.9%+2.7%+5.7%+1.4%+37.3%
2013+1.4%+4.8%+4.3%-0.4%+6.9%-3.7%+4.2%-0.1%+2.3%+5.0%+2.9%+1.3%+32.3%
2012+6.3%+4.7%+5.3%-0.6%-0.9%+0.7%+5.1%+2.4%-1.2%-6.5%+1.1%-3.4%+13.0%
2011-1.0%+2.6%-3.6%-1.3%+1.0%-2.2%+3.3%-12.0%+11.8%+4.8%+0.1%+3.8%+5.7%
2010----+0.4%-4.7%+4.6%-4.3%+11.9%+7.0%-23.5%+3.3%-9.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +32.80% • The longest drawdown period lasted for 1 year and 12 months and was between November 2021 and November 2023. It reached a trough of -31.3%.
When could this portfolio get you to financial independence?

SXRV returned +17.99% a year over the 16 years above. Run those same monthly returns forward through 10,000 simulated paths, with your own savings and target retirement age, to see when they could reach your FIRE number.

Detailed Metrics

Returns
Total Return
+1388.96%
Annualized Return
+17.99%
Avg Monthly Return
+1.52%
Risk
Volatility (Annual)
+20.61%
Max Drawdown
+32.80%
Positive Months
66%
Average Drawdown
-7.4%
Risk-Adjusted
Sharpe Ratio
0.78
Risk-free rate: 2.0%
Sortino Ratio
0.70
Downside risk adjusted
Return/Volatility
0.87
Calmar Ratio
0.55
Return/Max Drawdown
Ulcer Index
9.82
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
148,896.16
Backtest Period
2010-05-07 to 2026-09-04
16.3 years
Rebalancing
none
Base Currency
EUR