Optimize
None Rebalancing
EUR
High Risk
Multi-currency
5.4yr backtest

Performance Summary

Total Return+396.19%
Annualized Return+34.20%
Volatility+28.98%
Sharpe Ratio1.11
Max Drawdown+35.88%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A concentrated ETF portfolio for tech growth, blending a 90% semiconductor fund with a 10% global equity ETF for core diversification.
AssetTypeAllocationTER
VVSM.XETRA
VanEck Semiconductor UCITS ETFIE00BMC38736
ETF
90.0%0.35%
VWRP.LSE
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
10.0%0.19%
Total100.0%0.33%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €49,619.01
Histogram of Monthly Returns
The portfolio had a positive return during 42 of the 66 months (64%)
Monthly Returns Heatmap
Best month: +34.3% • Worst month: -13.2% • Best year: 2023 (+64.7%) • Worst year: 2022 (-31.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+14.2%-0.5%-7.4%+34.3%+14.0%-------+61.1%
2025+3.1%-7.6%-12.4%-4.8%+13.3%+11.0%+5.6%-1.8%+11.2%+14.8%-3.3%+2.6%+31.4%
2024+5.9%+10.8%+5.4%-3.3%+4.9%+10.9%-7.9%-3.4%+0.9%-1.4%+3.4%+2.8%+31.0%
2023+13.9%+3.3%+6.9%-7.3%+20.0%+2.7%+3.2%-1.9%-3.6%-4.6%+11.8%+10.1%+64.7%
2022-11.9%-0.3%+2.6%-8.8%+0.1%-13.2%+15.3%-7.0%-9.5%+0.6%+8.3%-8.8%-31.1%
2021+6.7%+4.3%+4.3%-0.7%+0.2%+7.8%+0.3%+4.2%-2.6%+5.1%+12.9%+3.4%+55.2%
2020-----------+1.6%+1.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +35.88% • The longest drawdown period lasted for 1 year and 5 months and was between January 2022 and June 2023. It reached a trough of -35.5%.

Detailed Metrics

Returns
Total Return
+396.19%
Annualized Return
+34.20%
Avg Monthly Return
+2.80%
Risk
Volatility (Annual)
+28.98%
Max Drawdown
+35.88%
Positive Months
64%
Average Drawdown
-10.8%
Risk-Adjusted
Sharpe Ratio
1.11
Risk-free rate: 2.0%
Sortino Ratio
1.10
Downside risk adjusted
Return/Volatility
1.18
Calmar Ratio
0.95
Return/Max Drawdown
Ulcer Index
13.27
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
49,619.01
Backtest Period
2020-12-03 to 2026-05-15
5.4 years
Rebalancing
none
Base Currency
EUR