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00 Coffee is3s 2

Created byuser-5us6my
Optimize
None Rebalancing
EUR
High Risk
4.9yr backtest

Performance Summary

Total Return+275.20%
Annualized Return+31.21%
Volatility+24.74%
Sharpe Ratio1.18
Max Drawdown+31.55%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A tech-focused ETF portfolio blending global semiconductors, Nasdaq 100, and worldwide value stocks for diversified growth.
AssetTypeAllocationTER
SEC0.XETRA
iShares MSCI Global Semiconductors UCITS ETF USD (Acc) • IE000I8KRLL9
ETF
60.0%0.35%
XDWT.XETRA
Xtrackers MSCI World Information Technology UCITS ETF 1C • IE00BM67HT60
ETF
10.0%0.25%
XNAS.XETRA
Xtrackers Nasdaq 100 UCITS ETF 1C • IE00BMFKG444
ETF
10.0%0.2%
5MVL.XETRA
iShares Edge MSCI EM Value Factor UCITS ETF USD (Acc) • IE00BG0SKF03
ETF
10.0%0.4%
IS3S.XETRA
iShares Edge MSCI World Value Factor UCITS ETF • IE00BP3QZB59
ETF
10.0%0.25%
Total100.0%0.32%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €37,519.59
Histogram of Monthly Returns
The portfolio had a positive return during 36 of the 59 months (61%)
Monthly Returns Heatmap
Best month: +30.7% • Worst month: -11.8% • Best year: 2026 (+88.1%) • Worst year: 2022 (-27.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+12.8%+2.2%-8.7%+30.7%+23.8%+10.5%------+88.1%
2025+3.0%-5.1%-11.3%-4.8%+11.0%+9.2%+3.8%-0.8%+10.2%+14.4%-3.4%+2.4%+28.7%
2024+3.5%+8.2%+4.4%-3.2%+4.3%+9.1%-6.0%-3.2%+0.8%-1.3%+3.4%+2.2%+23.2%
2023+11.3%+2.4%+4.9%-5.9%+14.2%+3.4%+3.2%-2.3%-2.6%-4.9%+10.6%+8.3%+48.6%
2022-9.6%-0.4%+2.4%-7.1%-0.5%-11.8%+12.3%-4.7%-9.0%+1.5%+6.9%-8.2%-27.2%
2021-------+0.5%-2.0%+4.9%+8.2%+4.0%+16.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +31.55% • The longest drawdown period lasted for 1 year and 10 months and was between January 2022 and November 2023. It reached a trough of -29.7%.

Detailed Metrics

Returns
Total Return
+275.20%
Annualized Return
+31.21%
Avg Monthly Return
+2.58%
Risk
Volatility (Annual)
+24.74%
Max Drawdown
+31.55%
Positive Months
61%
Average Drawdown
-9.8%
Risk-Adjusted
Sharpe Ratio
1.18
Risk-free rate: 2.0%
Sortino Ratio
1.17
Downside risk adjusted
Return/Volatility
1.26
Calmar Ratio
0.99
Return/Max Drawdown
Ulcer Index
11.88
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€37,519.59
Backtest Period
2021-08-06 to 2026-06-19
4.9 years
Rebalancing
none
Base Currency
EUR