Optimize
Annual Rebalancing
EUR
High Risk
Multi-currency
23.9yr backtest

Performance Summary

Total Return+80464.44%
Annualized Return+32.31%
Volatility+36.05%
Sharpe Ratio0.84
Max Drawdown+70.86%

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 €8,056,444.17
Histogram of Monthly Returns
The portfolio had a positive return during 178 of the 287 months (62%)
Monthly Returns Heatmap
Best month: +39.2% • Worst month: -34.1% • Best year: 2023 (+134.5%) • Worst year: 2008 (-59.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+16.3%-2.1%-4.3%+10.5%+10.7%-------+33.3%
2025-0.8%-0.8%-13.4%-4.0%+16.2%+8.8%+2.8%-0.5%+17.2%+11.1%-6.8%+2.6%+31.5%
2024+23.1%+18.6%+8.6%-4.9%+17.7%+12.5%-7.8%-2.0%-2.4%+3.1%+6.9%+0.1%+94.6%
2023+25.4%+10.8%+12.5%-4.1%+32.0%+5.9%+5.5%+3.6%-9.5%-4.2%+11.0%+6.2%+134.5%
2022-16.2%-1.2%+9.6%-20.3%+0.9%-16.6%+22.4%-14.1%-14.9%+12.1%+20.2%-14.0%-36.9%
2021+4.3%+6.8%+6.4%+6.2%+4.4%+15.7%+4.0%+11.9%-6.6%+15.9%+16.9%-5.5%+111.6%
2020-0.1%+3.4%-1.3%+12.2%+15.0%+7.5%+0.2%+16.9%+1.8%-4.5%+8.0%+2.2%+77.7%
2019+8.4%+7.7%+10.4%+6.8%-16.8%+13.5%+8.2%-0.3%+8.8%+7.8%+8.2%+7.0%+90.7%
2018+17.3%-0.3%-3.5%+1.3%+11.2%-2.2%+4.5%+5.0%-2.8%-16.7%-11.1%-13.2%-14.8%
2017+3.8%-1.1%+6.5%-2.7%+14.1%-3.2%+11.2%+1.6%+8.7%+13.0%-5.2%-2.9%+50.1%
2016-5.9%+3.7%+7.9%-1.9%+20.6%-0.7%+18.7%+3.0%+7.1%+3.0%+22.6%+14.7%+134.4%
2015+3.9%+10.1%-1.3%+2.4%+4.9%-9.9%-1.1%+0.1%+3.2%+15.1%+11.3%-0.2%+42.6%
2014-4.0%+7.6%+2.0%-2.9%+5.4%+1.7%+0.8%+8.2%+3.0%+2.5%+9.8%+1.2%+40.3%
2013+5.6%+3.5%-1.9%+8.7%+9.9%-4.5%+7.5%+0.6%+6.0%-3.5%+1.7%-0.2%+37.4%
2012+2.3%+5.5%+2.4%-3.4%-1.1%+8.1%+11.6%-3.7%-6.2%-3.1%+6.5%+0.9%+19.7%
2011+27.7%-1.9%-11.8%-2.8%+0.1%-14.8%-6.5%-3.0%+4.3%+14.5%+0.2%+3.8%+3.1%
2010-8.9%+1.2%+8.5%-4.1%-3.2%-9.9%-6.1%-12.5%+14.0%+5.8%+11.1%+13.4%+4.4%
2009+4.9%-2.1%+13.2%+17.5%-11.3%+3.9%+7.5%+18.8%+1.1%-11.6%+3.1%+39.2%+106.0%
2008-24.5%-10.8%-8.2%+12.6%+11.7%-21.8%-19.0%+12.4%-19.0%-1.5%-8.7%+0.8%-59.4%
2007-6.1%-2.2%-4.7%+10.5%+0.0%+11.7%+9.3%+5.1%+3.0%-0.9%-8.4%+1.4%+17.7%
2006+17.6%-0.8%+8.2%-0.7%-16.6%-3.1%+0.4%+22.8%+5.0%+9.3%+2.5%+0.7%+48.0%
2005+4.0%+19.3%-11.8%-11.4%+24.6%+1.2%+4.0%+1.4%+9.1%-0.1%+12.9%+1.4%+60.8%
2004-2.8%-2.4%+9.8%-17.0%+10.6%-6.8%-20.9%-13.2%+4.3%+1.9%+15.3%+10.4%-17.2%
2003-10.7%+5.3%-2.4%+17.7%+37.2%-4.3%+5.1%+12.7%-20.2%+21.7%+11.5%+2.4%+86.4%
2002-------24.6%-12.3%-30.2%+38.4%+37.8%-34.1%-42.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +70.86% • The longest drawdown period lasted for 3 years and 3 months and was between October 2007 and February 2011. It reached a trough of -70.9%.

Detailed Metrics

Returns
Total Return
+80464.44%
Annualized Return
+32.31%
Avg Monthly Return
+2.96%
Risk
Volatility (Annual)
+36.05%
Max Drawdown
+70.86%
Positive Months
62%
Average Drawdown
-18.1%
Risk-Adjusted
Sharpe Ratio
0.84
Risk-free rate: 2.0%
Sortino Ratio
0.85
Downside risk adjusted
Return/Volatility
0.90
Calmar Ratio
0.46
Return/Max Drawdown
Ulcer Index
23.87
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
8,056,444.17
Backtest Period
2002-07-05 to 2026-05-29
23.9 years
Rebalancing
annual
Base Currency
EUR
chips | +32.3% CAGR | ETF Backtest