Optimize
Annual Rebalancing
EUR
High Risk
Multi-currency
24.1yr backtest

Performance Summary

Total Return+85759.24%
Annualized Return+32.31%
Volatility+35.86%
Sharpe Ratio0.85
Max Drawdown+70.75%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A concentrated tech equity portfolio focused on ASML and NVIDIA for targeted growth in semiconductor and AI markets.
AssetTypeAllocationTER
ASME.DU
ASML Holding N.V.NL0010273215
STOCK
50.0%0%
NVDA.US
NVIDIA CorporationUS67066G1040
STOCK
50.0%0%
Total100.0%0.00%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €8,585,923.63
Histogram of Monthly Returns
The portfolio had a positive return during 183 of the 290 months (63%)
Monthly Returns Heatmap
Best month: +40.0% • Worst month: -34.0% • Best year: 2023 (+135.4%) • Worst year: 2008 (-58.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+15.5%-1.3%-4.9%+10.5%+10.1%+13.5%-10.9%+5.1%----+40.2%
2025-1.5%-0.5%-13.6%-4.3%+16.2%+9.7%+2.2%+0.7%+16.6%+11.1%-7.3%+3.1%+31.7%
2024+22.5%+19.4%+8.5%-4.8%+17.1%+12.6%-7.4%-2.3%-1.9%+2.7%+6.7%+0.1%+93.6%
2023+25.1%+10.7%+12.8%-4.3%+32.5%+5.9%+5.7%+3.2%-9.3%-3.9%+10.6%+6.7%+135.4%
2022-15.7%-0.7%+8.3%-19.8%+0.4%-16.3%+22.7%-14.0%-15.0%+11.2%+21.3%-14.0%-36.5%
2021+4.5%+6.7%+7.1%+5.4%+4.3%+16.2%+3.9%+12.5%-7.0%+16.3%+16.7%-5.9%+111.7%
2020+0.2%+3.5%-1.4%+12.4%+15.1%+7.9%-0.0%+16.6%+2.3%-4.9%+8.3%+1.4%+77.6%
2019+9.3%+6.7%+10.7%+6.7%-15.7%+12.9%+8.0%-0.5%+9.2%+7.6%+8.1%+7.0%+91.2%
2018+16.6%+0.2%-3.6%+1.3%+11.3%-2.8%+5.8%+4.7%-2.9%-16.9%-11.4%-13.2%-15.1%
2017+3.9%-1.1%+6.2%-2.9%+13.7%-2.7%+11.6%+1.4%+9.2%+12.0%-5.2%-2.6%+49.9%
2016-6.3%+3.8%+8.1%-1.5%+19.6%-0.3%+18.6%+2.6%+7.0%+3.8%+22.2%+14.9%+134.8%
2015+3.1%+10.5%-1.4%+2.5%+4.8%-9.8%-1.2%-0.1%+3.2%+15.0%+11.3%+0.1%+42.1%
2014-4.2%+8.1%+1.4%-2.7%+5.2%+1.7%+0.4%+7.9%+4.0%+2.1%+9.0%+2.3%+40.4%
2013+5.8%+3.7%-2.4%+9.4%+9.1%-4.0%+7.3%+0.3%+6.2%-3.6%+1.8%+0.2%+38.1%
2012+2.9%+4.2%+3.5%-4.0%-0.6%+7.2%+12.3%-3.4%-6.8%-1.6%+5.9%+0.3%+20.0%
2011+27.4%-1.0%-13.1%-2.0%+0.1%-14.7%-6.9%-3.0%+4.6%+14.7%-0.3%+3.7%+2.9%
2010-9.7%+2.1%+8.2%-4.0%-3.4%-10.9%-5.1%-13.1%+14.7%+5.5%+10.5%+14.0%+3.6%
2009+4.4%-1.5%+12.5%+16.7%-10.7%+4.3%+6.8%+19.1%+0.6%-11.5%+3.3%+40.0%+105.8%
2008-23.7%-11.0%-8.7%+13.4%+11.7%-22.6%-17.8%+11.3%-19.5%-1.0%-9.0%+2.1%-58.8%
2007-7.0%-1.4%-4.2%+9.3%+0.9%+11.7%+8.4%+6.3%+3.0%-1.1%-8.0%+0.2%+17.2%
2006+16.0%-0.3%+8.3%-0.7%-16.2%-3.9%+1.6%+21.4%+5.1%+9.8%+2.6%+0.4%+47.1%
2005+4.3%+19.9%-12.1%-11.5%+24.4%+0.8%+4.3%+1.8%+9.4%-0.3%+12.5%+2.1%+62.3%
2004-2.4%-3.0%+10.4%-17.0%+9.8%-6.5%-20.6%-13.3%+4.0%+2.3%+14.7%+10.1%-17.4%
2003-10.5%+5.5%-2.3%+17.8%+36.3%-4.5%+5.8%+13.5%-21.0%+22.3%+10.2%+3.1%+86.5%
2002-------24.4%-11.7%-30.7%+38.3%+37.5%-34.0%-41.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +70.75% • The longest drawdown period lasted for 3 years and 3 months and was between October 2007 and February 2011. It reached a trough of -70.8%.

Detailed Metrics

Returns
Total Return
+85759.24%
Annualized Return
+32.31%
Avg Monthly Return
+2.96%
Risk
Volatility (Annual)
+35.86%
Max Drawdown
+70.75%
Positive Months
63%
Average Drawdown
-18.0%
Risk-Adjusted
Sharpe Ratio
0.85
Risk-free rate: 2.0%
Sortino Ratio
0.86
Downside risk adjusted
Return/Volatility
0.90
Calmar Ratio
0.46
Return/Max Drawdown
Ulcer Index
23.74
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
8,585,923.63
Backtest Period
2002-07-05 to 2026-08-21
24.1 years
Rebalancing
annual
Base Currency
EUR
chips | +32.3% CAGR | ETF Backtest