Annual Rebalancing
EUR
High Risk
Multi-currency
24.2yr backtest

Performance Summary

Total Return+87055.20%
Annualized Return+32.33%
Volatility+35.84%
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 €8,715,519.72
Histogram of Monthly Returns
The portfolio had a positive return during 184 of the 291 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%+4.8%+1.8%---+42.3%
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%.
When could this portfolio get you to financial independence?

chips returned +32.33% a year over the 24 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
+87055.20%
Annualized Return
+32.33%
Avg Monthly Return
+2.95%
Risk
Volatility (Annual)
+35.84%
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
23.72
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
8,715,519.72
Backtest Period
2002-07-05 to 2026-09-04
24.2 years
Rebalancing
annual
Base Currency
EUR