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Coffee 0,5 balanced

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Annual Rebalancing
EUR
High Risk
4.8yr backtest

Performance Summary

Total Return+214.21%
Annualized Return+26.87%
Volatility+24.24%
Sharpe Ratio1.03
Max Drawdown+31.29%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global tech-focused ETF portfolio with semiconductor, emerging markets, and US Nasdaq exposure for targeted growth.
AssetTypeAllocationTER
SEC0.XETRA
iShares MSCI Global Semiconductors UCITS ETF USD (Acc)IE000I8KRLL9
ETF
60.0%0.35%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
20.0%0.18%
XDWT.XETRA
Xtrackers MSCI World Information Technology UCITS ETF 1CIE00BM67HT60
ETF
10.0%0.25%
XNAS.XETRA
Xtrackers Nasdaq 100 UCITS ETF 1CIE00BMFKG444
ETF
10.0%0.2%
Total100.0%0.29%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €31,421.46
Histogram of Monthly Returns
The portfolio had a positive return during 35 of the 58 months (60%)
Monthly Returns Heatmap
Best month: +29.3% • Worst month: -10.9% • Best year: 2026 (+64.0%) • Worst year: 2022 (-28.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+11.9%+1.9%-8.9%+29.3%+22.0%-------+64.0%
2025+2.7%-5.1%-10.9%-4.7%+10.7%+9.0%+3.9%-0.9%+10.4%+13.7%-3.6%+2.1%+26.9%
2024+2.8%+8.2%+4.1%-2.9%+3.7%+9.5%-5.9%-3.1%+1.4%-1.3%+3.0%+2.1%+22.6%
2023+11.4%+1.8%+5.4%-6.3%+14.8%+3.2%+3.4%-2.6%-3.0%-4.8%+10.9%+8.2%+47.8%
2022-9.5%-1.1%+2.1%-7.0%-1.0%-10.9%+11.7%-3.9%-9.3%+0.1%+7.2%-8.2%-28.0%
2021-------+0.7%-2.2%+5.0%+8.2%+3.3%+15.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +31.29% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -30.1%.

Detailed Metrics

Returns
Total Return
+214.21%
Annualized Return
+26.87%
Avg Monthly Return
+2.29%
Risk
Volatility (Annual)
+24.24%
Max Drawdown
+31.29%
Positive Months
60%
Average Drawdown
-10.2%
Risk-Adjusted
Sharpe Ratio
1.03
Risk-free rate: 2.0%
Sortino Ratio
1.02
Downside risk adjusted
Return/Volatility
1.11
Calmar Ratio
0.86
Return/Max Drawdown
Ulcer Index
12.29
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
31,421.46
Backtest Period
2021-08-06 to 2026-05-29
4.8 years
Rebalancing
annual
Base Currency
EUR
Coffee 0,5 balanced | +26.9% CAGR | ETF Backtest