HomePortfoliosCoffe var 3
Optimize
None Rebalancing
EUR
High Risk
4.8yr backtest

Performance Summary

Total Return+206.91%
Annualized Return+26.25%
Volatility+23.89%
Sharpe Ratio1.02
Max Drawdown+31.11%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified global equity ETF portfolio targeting technology, emerging markets, and US small caps for focused growth potential.
AssetTypeAllocationTER
SEC0.XETRA
iShares MSCI Global Semiconductors UCITS ETF USD (Acc)IE000I8KRLL9
ETF
50.0%0.35%
XDWT.XETRA
Xtrackers MSCI World Information Technology UCITS ETF 1CIE00BM67HT60
ETF
15.0%0.25%
XNAS.XETRA
Xtrackers Nasdaq 100 UCITS ETF 1CIE00BMFKG444
ETF
15.0%0.2%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
10.0%0.18%
ZPRV.XETRA
SPDR MSCI USA Small Cap Value Weighted UCITS ETFIE00BSPLC413
ETF
10.0%0.3%
Total100.0%0.29%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €30,691.47
Histogram of Monthly Returns
The portfolio had a positive return during 35 of the 58 months (60%)
Monthly Returns Heatmap
Best month: +28.7% • Worst month: -11.8% • Best year: 2026 (+61.2%) • Worst year: 2022 (-27.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+10.5%+1.2%-8.0%+28.7%+21.7%-------+61.2%
2025+2.8%-5.6%-11.8%-4.9%+11.0%+8.3%+4.5%-0.8%+9.3%+12.8%-3.4%+1.7%+23.0%
2024+3.2%+7.6%+4.1%-3.5%+3.9%+9.3%-4.9%-3.1%+1.1%-0.6%+4.8%+1.4%+24.6%
2023+11.2%+2.3%+3.9%-5.5%+13.6%+3.8%+3.4%-2.0%-3.1%-4.7%+10.5%+8.3%+47.4%
2022-9.9%-0.6%+2.9%-6.8%-1.6%-10.8%+13.1%-3.8%-8.7%+1.9%+4.6%-8.6%-27.2%
2021-------+1.0%-2.1%+5.4%+7.4%+3.5%+15.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +31.11% • The longest drawdown period lasted for 2 years and was between November 2021 and December 2023. It reached a trough of -28.0%.

Detailed Metrics

Returns
Total Return
+206.91%
Annualized Return
+26.25%
Avg Monthly Return
+2.24%
Risk
Volatility (Annual)
+23.89%
Max Drawdown
+31.11%
Positive Months
60%
Average Drawdown
-9.5%
Risk-Adjusted
Sharpe Ratio
1.02
Risk-free rate: 2.0%
Sortino Ratio
0.99
Downside risk adjusted
Return/Volatility
1.10
Calmar Ratio
0.84
Return/Max Drawdown
Ulcer Index
11.70
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
30,691.47
Backtest Period
2021-08-06 to 2026-05-29
4.8 years
Rebalancing
none
Base Currency
EUR
Coffe var 3 | +26.3% CAGR | ETF Backtest