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Coffee 0,5 balanced

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Annual Rebalancing
EUR
High Risk
4.9yr backtest

Performance Summary

Total Return+239.54%
Annualized Return+28.55%
Volatility+24.41%
Sharpe Ratio1.09
Max Drawdown+30.59%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified global tech ETF portfolio with semiconductor, emerging market, and Nasdaq 100 exposure for targeted growth.
AssetTypeAllocationTER
SEC0.XETRA
iShares MSCI Global Semiconductors UCITS ETF USD (Acc)IE000I8KRLL9
ETF
55.0%0.35%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
15.0%0.18%
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%
Total100.0%0.29%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €33,954.11
Histogram of Monthly Returns
The portfolio had a positive return during 36 of the 59 months (61%)
Monthly Returns Heatmap
Best month: +28.4% • Worst month: -11.3% • Best year: 2026 (+75.7%) • Worst year: 2022 (-28.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+10.6%+1.3%-8.4%+28.4%+21.6%+9.6%------+75.7%
2025+2.6%-5.3%-11.3%-4.5%+10.9%+8.7%+4.3%-1.1%+10.0%+13.4%-3.7%+1.8%+25.1%
2024+3.2%+7.9%+4.0%-3.0%+3.8%+9.9%-5.8%-3.0%+1.3%-0.9%+3.7%+2.3%+24.7%
2023+11.3%+2.1%+5.6%-5.9%+14.9%+3.3%+3.2%-2.2%-3.1%-4.5%+10.8%+7.9%+49.5%
2022-9.9%-1.2%+2.7%-7.1%-1.6%-10.7%+12.4%-4.0%-9.0%+0.6%+5.9%-8.4%-28.6%
2021-------+0.9%-2.4%+5.4%+8.1%+3.3%+16.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +30.59% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -29.8%.

Detailed Metrics

Returns
Total Return
+239.54%
Annualized Return
+28.55%
Avg Monthly Return
+2.38%
Risk
Volatility (Annual)
+24.41%
Max Drawdown
+30.59%
Positive Months
61%
Average Drawdown
-10.0%
Risk-Adjusted
Sharpe Ratio
1.09
Risk-free rate: 2.0%
Sortino Ratio
1.07
Downside risk adjusted
Return/Volatility
1.17
Calmar Ratio
0.93
Return/Max Drawdown
Ulcer Index
12.12
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
33,954.11
Backtest Period
2021-08-06 to 2026-06-19
4.9 years
Rebalancing
annual
Base Currency
EUR
Coffee 0,5 balanced | +28.5% CAGR | ETF Backtest