Optimize
None Rebalancing
EUR
Moderate Risk
Multi-currency
22.6yr backtest

Performance Summary

Total Return+1308.03%
Annualized Return+12.40%
Volatility+16.98%
Sharpe Ratio0.61
Max Drawdown+53.54%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity portfolio with 60% broad market and 40% technology ETF allocation for targeted, diversified growth.
AssetTypeAllocationTER
SE0001112715
Skandia Time GlobalSE0001112715
FUND
60.0%1.5%
LU0147408131
BGF WORLD TECHNOLOGY C2 USD (USD)LU0147408131
FUND
40.0%1.81%
Total100.0%1.62%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €140,802.91
Histogram of Monthly Returns
The portfolio had a positive return during 163 of the 272 months (60%)
Monthly Returns Heatmap
Best month: +16.9% • Worst month: -15.0% • Best year: 2009 (+56.4%) • Worst year: 2008 (-45.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-2.4%-2.6%-4.8%+16.9%+14.3%-4.4%-2.0%-----+13.3%
2025+3.9%-5.1%-10.4%-3.5%+12.2%+5.0%+5.0%-0.7%+6.4%+8.9%-5.4%+0.8%+15.7%
2024+4.3%+4.3%+3.1%-1.0%+3.8%+7.9%-3.4%+0.6%-0.5%+3.9%+5.5%+2.5%+34.9%
2023+9.7%+2.5%+4.9%-0.9%+7.3%+2.1%+2.8%-0.9%-1.6%-4.8%+9.2%+5.2%+40.6%
2022-7.6%-3.9%+3.6%-3.0%-3.3%-8.4%+12.8%-2.6%-9.0%+2.0%-0.9%-7.1%-26.0%
2021+3.4%+1.1%+4.5%+2.9%-2.0%+5.9%+1.9%+2.7%-3.5%+1.4%+2.8%+2.5%+26.0%
2020+4.0%-6.5%-9.1%+12.0%+5.9%+4.5%+2.1%+6.2%-1.8%-1.6%+10.2%+5.3%+32.9%
2019+9.0%+4.5%+3.3%+6.5%-7.2%+3.4%+7.0%-1.8%+1.1%+1.4%+3.4%+0.5%+34.5%
2018+1.9%+2.0%-6.0%+5.5%+7.3%+2.0%+0.6%+4.9%-0.1%-6.0%+1.7%-7.3%+5.4%
2017+2.5%+6.4%+2.4%+0.6%+2.4%-3.8%+1.5%+0.2%+3.2%+7.1%-1.2%+1.1%+24.3%
2016-9.2%+4.5%+2.5%-2.5%+6.1%-2.3%+9.4%+1.6%+2.1%-1.1%+3.8%+1.6%+16.3%
2015+5.0%+8.9%+3.1%-1.8%+4.0%-4.5%+1.9%-8.5%-3.0%+14.6%+5.4%-3.4%+21.3%
2014-1.3%+4.2%-0.9%-1.7%+2.3%+2.3%+1.6%+2.9%+2.6%-0.4%+4.8%+2.9%+20.9%
2013+1.6%+3.6%+4.2%-0.4%+7.3%-2.5%+3.4%+0.4%+2.8%+3.9%+2.5%+2.4%+32.9%
2012+6.4%+4.3%+3.4%-0.8%-4.2%+1.0%+4.1%+0.8%-0.3%-5.9%+0.9%-0.3%+9.1%
2011-1.4%+6.8%-3.3%-0.6%+0.5%-4.0%+0.0%-6.7%-0.6%+7.3%-1.2%+3.2%-0.9%
2010-2.3%+2.9%+9.4%+4.9%-2.4%-3.9%+0.4%-3.7%+3.8%+4.3%+4.1%+2.7%+21.2%
2009+5.8%-4.6%+6.2%+15.9%-2.2%+5.4%+5.7%+2.2%+4.3%-1.2%-1.6%+11.6%+56.4%
2008-15.0%-3.3%-4.4%+9.7%+5.2%-11.3%-2.9%+7.3%-11.6%-12.4%-5.7%-10.4%-45.2%
2007+2.0%-2.3%-0.5%+2.8%+3.1%+2.1%-3.2%-1.6%-1.7%+5.5%-10.5%+0.1%-5.0%
2006+2.3%+2.1%+1.3%-3.4%-6.5%-1.5%-4.0%+4.9%+4.0%+1.9%-0.8%+2.9%+2.6%
2005-0.4%-0.9%-0.6%-4.7%+12.2%+0.9%+2.0%-1.0%+3.1%-2.6%+6.3%-0.8%+13.3%
2004+6.0%-0.8%-1.8%-3.2%-1.9%+1.3%-8.3%-2.7%+0.7%+0.7%+4.3%+1.0%-5.3%
2003------------2.6%-2.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +53.54% • The longest drawdown period lasted for 4 years and 6 months and was between July 2007 and February 2012. It reached a trough of -53.5%.

Detailed Metrics

Returns
Total Return
+1308.03%
Annualized Return
+12.40%
Avg Monthly Return
+1.10%
Risk
Volatility (Annual)
+16.98%
Max Drawdown
+53.54%
Positive Months
60%
Average Drawdown
-9.4%
Risk-Adjusted
Sharpe Ratio
0.61
Risk-free rate: 2.0%
Sortino Ratio
0.58
Downside risk adjusted
Return/Volatility
0.73
Calmar Ratio
0.23
Return/Max Drawdown
Ulcer Index
13.42
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
140,802.91
Backtest Period
2003-12-02 to 2026-07-17
22.6 years
Rebalancing
none
Base Currency
EUR
Bror 3 | +12.4% CAGR | ETF Backtest